CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 29-Jan-2018

Day Change Summary
	Previous	Current
	26-Jan-2018	29-Jan-2018	Change	Change %	Previous Week
Open	0.8006	0.8105	0.0099	1.2%	0.7998
High	0.8135	0.8117	-0.0018	-0.2%	0.8135
Low	0.8004	0.8073	0.0069	0.9%	0.7955
Close	0.8119	0.8101	-0.0018	-0.2%	0.8119
Range	0.0131	0.0044	-0.0087	-66.4%	0.0180
ATR	0.0067	0.0065	-0.0001	-2.2%	0.0000
Volume	141,489	106,364	-35,125	-24.8%	674,046

Daily Pivots for day following 29-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8209	0.8125
R3	0.8185	0.8165	0.8113
R2	0.8141	0.8141	0.8109
R1	0.8121	0.8121	0.8105	0.8109
PP	0.8097	0.8097	0.8097	0.8091
S1	0.8077	0.8077	0.8097	0.8065
S2	0.8053	0.8053	0.8093
S3	0.8009	0.8033	0.8089
S4	0.7965	0.7989	0.8077

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8610	0.8544	0.8218
R3	0.8430	0.8364	0.8169
R2	0.8250	0.8250	0.8152
R1	0.8184	0.8184	0.8136	0.8217
PP	0.8070	0.8070	0.8070	0.8086
S1	0.8004	0.8004	0.8103	0.8037
S2	0.7890	0.7890	0.8086
S3	0.7710	0.7824	0.8070
S4	0.7530	0.7644	0.8020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8135	0.7955	0.0180	2.2%	0.0089	1.1%	81%	False	False	139,506
10	0.8135	0.7905	0.0230	2.8%	0.0077	1.0%	85%	False	False	130,804
20	0.8135	0.7788	0.0347	4.3%	0.0064	0.8%	90%	False	False	114,364
40	0.8135	0.7498	0.0637	7.9%	0.0056	0.7%	95%	False	False	76,200
60	0.8135	0.7498	0.0637	7.9%	0.0053	0.7%	95%	False	False	50,923
80	0.8135	0.7498	0.0637	7.9%	0.0051	0.6%	95%	False	False	38,211
100	0.8135	0.7498	0.0637	7.9%	0.0052	0.6%	95%	False	False	30,576

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8304
2.618	0.8232
1.618	0.8188
1.000	0.8161
0.618	0.8144
HIGH	0.8117
0.618	0.8100
0.500	0.8095
0.382	0.8090
LOW	0.8073
0.618	0.8046
1.000	0.8029
1.618	0.8002
2.618	0.7958
4.250	0.7886

Fisher Pivots for day following 29-Jan-2018
Pivot	1 day	3 day
R1	0.8099	0.8091
PP	0.8097	0.8080
S1	0.8095	0.8070

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

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