CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 30-Jan-2018

Day Change Summary
	Previous	Current
	29-Jan-2018	30-Jan-2018	Change	Change %	Previous Week
Open	0.8105	0.8091	-0.0014	-0.2%	0.7998
High	0.8117	0.8112	-0.0005	-0.1%	0.8135
Low	0.8073	0.8042	-0.0031	-0.4%	0.7955
Close	0.8101	0.8083	-0.0018	-0.2%	0.8119
Range	0.0044	0.0070	0.0026	59.1%	0.0180
ATR	0.0065	0.0065	0.0000	0.5%	0.0000
Volume	106,364	121,625	15,261	14.3%	674,046

Daily Pivots for day following 30-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8256	0.8121
R3	0.8219	0.8186	0.8102
R2	0.8149	0.8149	0.8096
R1	0.8116	0.8116	0.8089	0.8098
PP	0.8079	0.8079	0.8079	0.8070
S1	0.8046	0.8046	0.8077	0.8028
S2	0.8009	0.8009	0.8070
S3	0.7939	0.7976	0.8064
S4	0.7869	0.7906	0.8045

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	0.7992	0.0143	1.8%	0.0088	1.1%	64%	False	False	138,861
10	0.8135	0.7939	0.0196	2.4%	0.0077	1.0%	73%	False	False	125,520
20	0.8135	0.7795	0.0340	4.2%	0.0066	0.8%	85%	False	False	117,605
40	0.8135	0.7498	0.0637	7.9%	0.0057	0.7%	92%	False	False	79,217
60	0.8135	0.7498	0.0637	7.9%	0.0053	0.7%	92%	False	False	52,949
80	0.8135	0.7498	0.0637	7.9%	0.0051	0.6%	92%	False	False	39,730
100	0.8135	0.7498	0.0637	7.9%	0.0052	0.6%	92%	False	False	31,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8409
2.618	0.8295
1.618	0.8225
1.000	0.8182
0.618	0.8155
HIGH	0.8112
0.618	0.8085
0.500	0.8077
0.382	0.8069
LOW	0.8042
0.618	0.7999
1.000	0.7972
1.618	0.7929
2.618	0.7859
4.250	0.7745

Fisher Pivots for day following 30-Jan-2018
Pivot	1 day	3 day
R1	0.8081	0.8079
PP	0.8079	0.8074
S1	0.8077	0.8070

Download as Excel Spreadsheet

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

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