CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 12-Feb-2018

Day Change Summary
	Previous	Current
	09-Feb-2018	12-Feb-2018	Change	Change %	Previous Week
Open	0.7770	0.7816	0.0046	0.6%	0.7901
High	0.7829	0.7863	0.0034	0.4%	0.7953
Low	0.7757	0.7808	0.0051	0.7%	0.7757
Close	0.7788	0.7840	0.0052	0.7%	0.7788
Range	0.0072	0.0055	-0.0017	-23.6%	0.0196
ATR	0.0074	0.0074	0.0000	0.1%	0.0000
Volume	172,606	100,866	-71,740	-41.6%	858,599

Daily Pivots for day following 12-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8002	0.7976	0.7870
R3	0.7947	0.7921	0.7855
R2	0.7892	0.7892	0.7850
R1	0.7866	0.7866	0.7845	0.7879
PP	0.7837	0.7837	0.7837	0.7844
S1	0.7811	0.7811	0.7835	0.7824
S2	0.7782	0.7782	0.7830
S3	0.7727	0.7756	0.7825
S4	0.7672	0.7701	0.7810

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	0.7912	0.7757	0.0155	2.0%	0.0073	0.9%	54%	False	False	157,294
10	0.8116	0.7757	0.0359	4.6%	0.0080	1.0%	23%	False	False	159,484
20	0.8135	0.7757	0.0378	4.8%	0.0079	1.0%	22%	False	False	145,144
40	0.8135	0.7623	0.0512	6.5%	0.0062	0.8%	42%	False	False	112,182
60	0.8135	0.7498	0.0637	8.1%	0.0058	0.7%	54%	False	False	77,463
80	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	54%	False	False	58,138
100	0.8135	0.7498	0.0637	8.1%	0.0055	0.7%	54%	False	False	46,522

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	0.0019
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8097
2.618	0.8007
1.618	0.7952
1.000	0.7918
0.618	0.7897
HIGH	0.7863
0.618	0.7842
0.500	0.7836
0.382	0.7829
LOW	0.7808
0.618	0.7774
1.000	0.7753
1.618	0.7719
2.618	0.7664
4.250	0.7574

Fisher Pivots for day following 12-Feb-2018
Pivot	1 day	3 day
R1	0.7839	0.7830
PP	0.7837	0.7820
S1	0.7836	0.7810

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

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