CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	0.8036	0.7901	-0.0135	-1.7%	0.8105
High	0.8043	0.7953	-0.0090	-1.1%	0.8117
Low	0.7915	0.7874	-0.0041	-0.5%	0.7915
Close	0.7935	0.7900	-0.0035	-0.4%	0.7935
Range	0.0128	0.0079	-0.0049	-38.3%	0.0202
ATR	0.0072	0.0072	0.0001	0.7%	0.0000
Volume	194,380	172,991	-21,389	-11.0%	741,742

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8102	0.7943
R3	0.8067	0.8023	0.7922
R2	0.7988	0.7988	0.7914
R1	0.7944	0.7944	0.7907	0.7927
PP	0.7909	0.7909	0.7909	0.7900
S1	0.7865	0.7865	0.7893	0.7848
S2	0.7830	0.7830	0.7886
S3	0.7751	0.7786	0.7878
S4	0.7672	0.7707	0.7857

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	0.8116	0.7874	0.0242	3.1%	0.0088	1.1%	11%	False	True	161,673
10	0.8135	0.7874	0.0261	3.3%	0.0088	1.1%	10%	False	True	150,590
20	0.8135	0.7805	0.0330	4.2%	0.0075	1.0%	29%	False	False	134,713
40	0.8135	0.7498	0.0637	8.1%	0.0060	0.8%	63%	False	False	96,119
60	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	63%	False	False	64,376
80	0.8135	0.7498	0.0637	8.1%	0.0054	0.7%	63%	False	False	48,311
100	0.8135	0.7498	0.0637	8.1%	0.0054	0.7%	63%	False	False	38,658

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8289
2.618	0.8160
1.618	0.8081
1.000	0.8032
0.618	0.8002
HIGH	0.7953
0.618	0.7923
0.500	0.7914
0.382	0.7904
LOW	0.7874
0.618	0.7825
1.000	0.7795
1.618	0.7746
2.618	0.7667
4.250	0.7538

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	0.7914	0.7970
PP	0.7909	0.7947
S1	0.7905	0.7923

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

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