CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	0.8012	0.7996	-0.0016	-0.2%	0.7914
High	0.8028	0.8081	0.0053	0.7%	0.8037
Low	0.7955	0.7992	0.0037	0.5%	0.7905
Close	0.7996	0.8076	0.0080	1.0%	0.7999
Range	0.0073	0.0089	0.0016	21.9%	0.0132
ATR	0.0056	0.0058	0.0002	4.3%	0.0000
Volume	124,849	140,815	15,966	12.8%	527,633

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8317	0.8285	0.8125
R3	0.8228	0.8196	0.8100
R2	0.8139	0.8139	0.8092
R1	0.8107	0.8107	0.8084	0.8123
PP	0.8050	0.8050	0.8050	0.8058
S1	0.8018	0.8018	0.8068	0.8034
S2	0.7961	0.7961	0.8060
S3	0.7872	0.7929	0.8052
S4	0.7783	0.7840	0.8027

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8376	0.8320	0.8072
R3	0.8244	0.8188	0.8035
R2	0.8112	0.8112	0.8023
R1	0.8056	0.8056	0.8011	0.8084
PP	0.7980	0.7980	0.7980	0.7995
S1	0.7924	0.7924	0.7987	0.7952
S2	0.7848	0.7848	0.7975
S3	0.7716	0.7792	0.7963
S4	0.7584	0.7660	0.7926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8081	0.7940	0.0141	1.7%	0.0066	0.8%	96%	True	False	112,423
10	0.8081	0.7806	0.0275	3.4%	0.0068	0.8%	98%	True	False	124,748
20	0.8081	0.7712	0.0369	4.6%	0.0056	0.7%	99%	True	False	99,492
40	0.8081	0.7498	0.0583	7.2%	0.0053	0.7%	99%	True	False	65,457
60	0.8081	0.7498	0.0583	7.2%	0.0050	0.6%	99%	True	False	43,727
80	0.8081	0.7498	0.0583	7.2%	0.0049	0.6%	99%	True	False	32,813
100	0.8100	0.7498	0.0602	7.5%	0.0051	0.6%	96%	False	False	26,257

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.8459
2.618	0.8314
1.618	0.8225
1.000	0.8170
0.618	0.8136
HIGH	0.8081
0.618	0.8047
0.500	0.8037
0.382	0.8026
LOW	0.7992
0.618	0.7937
1.000	0.7903
1.618	0.7848
2.618	0.7759
4.250	0.7614

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	0.8063	0.8057
PP	0.8050	0.8037
S1	0.8037	0.8018

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These figures are updated between 7pm and 10pm EST after a trading day.

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