CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	0.7901	0.7880	-0.0021	-0.3%	0.8105
High	0.7953	0.7912	-0.0041	-0.5%	0.8117
Low	0.7874	0.7834	-0.0040	-0.5%	0.7915
Close	0.7900	0.7885	-0.0015	-0.2%	0.7935
Range	0.0079	0.0078	-0.0001	-1.3%	0.0202
ATR	0.0072	0.0073	0.0000	0.5%	0.0000
Volume	172,991	217,610	44,619	25.8%	741,742

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8111	0.8076	0.7928
R3	0.8033	0.7998	0.7906
R2	0.7955	0.7955	0.7899
R1	0.7920	0.7920	0.7892	0.7937
PP	0.7877	0.7877	0.7877	0.7886
S1	0.7842	0.7842	0.7878	0.7860
S2	0.7799	0.7799	0.7871
S3	0.7721	0.7764	0.7864
S4	0.7643	0.7686	0.7842

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	0.7834	0.0282	3.6%	0.0089	1.1%	18%	False	True	180,870
10	0.8135	0.7834	0.0301	3.8%	0.0089	1.1%	17%	False	True	159,866
20	0.8135	0.7805	0.0330	4.2%	0.0077	1.0%	24%	False	False	140,986
40	0.8135	0.7498	0.0637	8.1%	0.0060	0.8%	61%	False	False	101,429
60	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	61%	False	False	67,995
80	0.8135	0.7498	0.0637	8.1%	0.0054	0.7%	61%	False	False	51,031
100	0.8135	0.7498	0.0637	8.1%	0.0054	0.7%	61%	False	False	40,834

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8243
2.618	0.8116
1.618	0.8038
1.000	0.7990
0.618	0.7960
HIGH	0.7912
0.618	0.7882
0.500	0.7873
0.382	0.7864
LOW	0.7834
0.618	0.7786
1.000	0.7756
1.618	0.7708
2.618	0.7630
4.250	0.7503

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	0.7881	0.7939
PP	0.7877	0.7921
S1	0.7873	0.7903

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

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