CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 08-Feb-2018

Day Change Summary
	Previous	Current
	07-Feb-2018	08-Feb-2018	Change	Change %	Previous Week
Open	0.7903	0.7812	-0.0091	-1.2%	0.8105
High	0.7907	0.7842	-0.0065	-0.8%	0.8117
Low	0.7815	0.7774	-0.0041	-0.5%	0.7915
Close	0.7824	0.7796	-0.0028	-0.4%	0.7935
Range	0.0092	0.0068	-0.0024	-26.1%	0.0202
ATR	0.0074	0.0074	0.0000	-0.6%	0.0000
Volume	126,616	168,776	42,160	33.3%	741,742

Daily Pivots for day following 08-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7970	0.7833
R3	0.7940	0.7902	0.7815
R2	0.7872	0.7872	0.7808
R1	0.7834	0.7834	0.7802	0.7819
PP	0.7804	0.7804	0.7804	0.7797
S1	0.7766	0.7766	0.7790	0.7751
S2	0.7736	0.7736	0.7784
S3	0.7668	0.7698	0.7777
S4	0.7600	0.7630	0.7759

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	0.8043	0.7774	0.0269	3.5%	0.0089	1.1%	8%	False	True	176,074
10	0.8135	0.7774	0.0361	4.6%	0.0085	1.1%	6%	False	True	156,922
20	0.8135	0.7774	0.0361	4.6%	0.0079	1.0%	6%	False	True	143,449
40	0.8135	0.7516	0.0619	7.9%	0.0063	0.8%	45%	False	False	108,179
60	0.8135	0.7498	0.0637	8.2%	0.0058	0.7%	47%	False	False	72,917
80	0.8135	0.7498	0.0637	8.2%	0.0055	0.7%	47%	False	False	54,722
100	0.8135	0.7498	0.0637	8.2%	0.0055	0.7%	47%	False	False	43,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8131
2.618	0.8020
1.618	0.7952
1.000	0.7910
0.618	0.7884
HIGH	0.7842
0.618	0.7816
0.500	0.7808
0.382	0.7800
LOW	0.7774
0.618	0.7732
1.000	0.7706
1.618	0.7664
2.618	0.7596
4.250	0.7485

Fisher Pivots for day following 08-Feb-2018
Pivot	1 day	3 day
R1	0.7808	0.7843
PP	0.7804	0.7827
S1	0.7800	0.7812

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

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