CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	0.8054	0.8036	-0.0018	-0.2%	0.8105
High	0.8066	0.8043	-0.0023	-0.3%	0.8117
Low	0.7986	0.7915	-0.0071	-0.9%	0.7915
Close	0.8034	0.7935	-0.0099	-1.2%	0.7935
Range	0.0080	0.0128	0.0048	60.0%	0.0202
ATR	0.0068	0.0072	0.0004	6.4%	0.0000
Volume	157,072	194,380	37,308	23.8%	741,742

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8348	0.8270	0.8005
R3	0.8220	0.8142	0.7970
R2	0.8092	0.8092	0.7958
R1	0.8014	0.8014	0.7947	0.7989
PP	0.7964	0.7964	0.7964	0.7952
S1	0.7886	0.7886	0.7923	0.7861
S2	0.7836	0.7836	0.7912
S3	0.7708	0.7758	0.7900
S4	0.7580	0.7630	0.7865

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8595	0.8467	0.8046
R3	0.8393	0.8265	0.7991
R2	0.8191	0.8191	0.7972
R1	0.8063	0.8063	0.7954	0.8026
PP	0.7989	0.7989	0.7989	0.7971
S1	0.7861	0.7861	0.7916	0.7824
S2	0.7787	0.7787	0.7898
S3	0.7585	0.7659	0.7879
S4	0.7383	0.7457	0.7824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8117	0.7915	0.0202	2.5%	0.0081	1.0%	10%	False	True	148,348
10	0.8135	0.7915	0.0220	2.8%	0.0085	1.1%	9%	False	True	141,578
20	0.8135	0.7805	0.0330	4.2%	0.0073	0.9%	39%	False	False	131,375
40	0.8135	0.7498	0.0637	8.0%	0.0060	0.8%	69%	False	False	91,873
60	0.8135	0.7498	0.0637	8.0%	0.0055	0.7%	69%	False	False	61,498
80	0.8135	0.7498	0.0637	8.0%	0.0053	0.7%	69%	False	False	46,149
100	0.8135	0.7498	0.0637	8.0%	0.0054	0.7%	69%	False	False	36,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8587
2.618	0.8378
1.618	0.8250
1.000	0.8171
0.618	0.8122
HIGH	0.8043
0.618	0.7994
0.500	0.7979
0.382	0.7964
LOW	0.7915
0.618	0.7836
1.000	0.7787
1.618	0.7708
2.618	0.7580
4.250	0.7371

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	0.7979	0.8016
PP	0.7964	0.7989
S1	0.7950	0.7962

Download as Excel Spreadsheet

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

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