CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	0.8083	0.8054	-0.0029	-0.4%	0.7998
High	0.8116	0.8066	-0.0050	-0.6%	0.8135
Low	0.8034	0.7986	-0.0048	-0.6%	0.7955
Close	0.8049	0.8034	-0.0015	-0.2%	0.8119
Range	0.0082	0.0080	-0.0002	-2.4%	0.0180
ATR	0.0067	0.0068	0.0001	1.4%	0.0000
Volume	162,301	157,072	-5,229	-3.2%	674,046

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8231	0.8078
R3	0.8189	0.8151	0.8056
R2	0.8109	0.8109	0.8049
R1	0.8071	0.8071	0.8041	0.8050
PP	0.8029	0.8029	0.8029	0.8018
S1	0.7991	0.7991	0.8027	0.7970
S2	0.7949	0.7949	0.8019
S3	0.7869	0.7911	0.8012
S4	0.7789	0.7831	0.7990

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	0.7986	0.0149	1.9%	0.0081	1.0%	32%	False	True	137,770
10	0.8135	0.7955	0.0180	2.2%	0.0078	1.0%	44%	False	False	131,554
20	0.8135	0.7805	0.0330	4.1%	0.0069	0.9%	69%	False	False	126,539
40	0.8135	0.7498	0.0637	7.9%	0.0058	0.7%	84%	False	False	87,078
60	0.8135	0.7498	0.0637	7.9%	0.0054	0.7%	84%	False	False	58,262
80	0.8135	0.7498	0.0637	7.9%	0.0052	0.6%	84%	False	False	43,720
100	0.8135	0.7498	0.0637	7.9%	0.0053	0.7%	84%	False	False	34,984

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8406
2.618	0.8275
1.618	0.8195
1.000	0.8146
0.618	0.8115
HIGH	0.8066
0.618	0.8035
0.500	0.8026
0.382	0.8017
LOW	0.7986
0.618	0.7937
1.000	0.7906
1.618	0.7857
2.618	0.7777
4.250	0.7646

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	0.8031	0.8051
PP	0.8029	0.8045
S1	0.8026	0.8040

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

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