CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 25-Jan-2018

Day Change Summary
	Previous	Current
	24-Jan-2018	25-Jan-2018	Change	Change %	Previous Week
Open	0.7996	0.8060	0.0064	0.8%	0.7914
High	0.8081	0.8118	0.0037	0.5%	0.8037
Low	0.7992	0.8010	0.0018	0.2%	0.7905
Close	0.8076	0.8021	-0.0055	-0.7%	0.7999
Range	0.0089	0.0108	0.0019	21.3%	0.0132
ATR	0.0058	0.0062	0.0004	6.1%	0.0000
Volume	140,815	184,014	43,199	30.7%	527,633

Daily Pivots for day following 25-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8374	0.8305	0.8080
R3	0.8266	0.8197	0.8051
R2	0.8158	0.8158	0.8041
R1	0.8089	0.8089	0.8031	0.8070
PP	0.8050	0.8050	0.8050	0.8040
S1	0.7981	0.7981	0.8011	0.7962
S2	0.7942	0.7942	0.8001
S3	0.7834	0.7873	0.7991
S4	0.7726	0.7765	0.7962

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	0.8118	0.7955	0.0163	2.0%	0.0075	0.9%	40%	True	False	125,338
10	0.8118	0.7836	0.0282	3.5%	0.0073	0.9%	66%	True	False	129,976
20	0.8118	0.7724	0.0394	4.9%	0.0060	0.8%	75%	True	False	107,793
40	0.8118	0.7498	0.0620	7.7%	0.0054	0.7%	84%	True	False	70,031
60	0.8118	0.7498	0.0620	7.7%	0.0051	0.6%	84%	True	False	46,793
80	0.8118	0.7498	0.0620	7.7%	0.0050	0.6%	84%	True	False	35,113
100	0.8118	0.7498	0.0620	7.7%	0.0051	0.6%	84%	True	False	28,098

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	0.0019
Widest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	0.8577
2.618	0.8401
1.618	0.8293
1.000	0.8226
0.618	0.8185
HIGH	0.8118
0.618	0.8077
0.500	0.8064
0.382	0.8051
LOW	0.8010
0.618	0.7943
1.000	0.7902
1.618	0.7835
2.618	0.7727
4.250	0.7551

Fisher Pivots for day following 25-Jan-2018
Pivot	1 day	3 day
R1	0.8064	0.8037
PP	0.8050	0.8031
S1	0.8035	0.8026

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

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