CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 09-Feb-2018

Day Change Summary
	Previous	Current
	08-Feb-2018	09-Feb-2018	Change	Change %	Previous Week
Open	0.7812	0.7770	-0.0042	-0.5%	0.7901
High	0.7842	0.7829	-0.0013	-0.2%	0.7953
Low	0.7774	0.7757	-0.0017	-0.2%	0.7757
Close	0.7796	0.7788	-0.0008	-0.1%	0.7788
Range	0.0068	0.0072	0.0004	5.9%	0.0196
ATR	0.0074	0.0074	0.0000	-0.2%	0.0000
Volume	168,776	172,606	3,830	2.3%	858,599

Daily Pivots for day following 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7970	0.7828
R3	0.7935	0.7898	0.7808
R2	0.7863	0.7863	0.7801
R1	0.7826	0.7826	0.7795	0.7845
PP	0.7791	0.7791	0.7791	0.7801
S1	0.7754	0.7754	0.7781	0.7773
S2	0.7719	0.7719	0.7775
S3	0.7647	0.7682	0.7768
S4	0.7575	0.7610	0.7748

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8421	0.8300	0.7896
R3	0.8225	0.8104	0.7842
R2	0.8029	0.8029	0.7824
R1	0.7908	0.7908	0.7806	0.7871
PP	0.7833	0.7833	0.7833	0.7814
S1	0.7712	0.7712	0.7770	0.7675
S2	0.7637	0.7637	0.7752
S3	0.7441	0.7516	0.7734
S4	0.7245	0.7320	0.7680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7953	0.7757	0.0196	2.5%	0.0078	1.0%	16%	False	True	171,719
10	0.8117	0.7757	0.0360	4.6%	0.0079	1.0%	9%	False	True	160,034
20	0.8135	0.7757	0.0378	4.9%	0.0080	1.0%	8%	False	True	146,262
40	0.8135	0.7549	0.0586	7.5%	0.0063	0.8%	41%	False	False	112,032
60	0.8135	0.7498	0.0637	8.2%	0.0058	0.7%	46%	False	False	75,788
80	0.8135	0.7498	0.0637	8.2%	0.0056	0.7%	46%	False	False	56,879
100	0.8135	0.7498	0.0637	8.2%	0.0055	0.7%	46%	False	False	45,513

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

Fibonacci Retracements and Extensions
4.250	0.8135
2.618	0.8017
1.618	0.7945
1.000	0.7901
0.618	0.7873
HIGH	0.7829
0.618	0.7801
0.500	0.7793
0.382	0.7785
LOW	0.7757
0.618	0.7713
1.000	0.7685
1.618	0.7641
2.618	0.7569
4.250	0.7451

Fisher Pivots for day following 09-Feb-2018
Pivot	1 day	3 day
R1	0.7793	0.7832
PP	0.7791	0.7817
S1	0.7790	0.7803

Download as Excel Spreadsheet

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

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