CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 13-Feb-2018

Day Change Summary
	Previous	Current
	12-Feb-2018	13-Feb-2018	Change	Change %	Previous Week
Open	0.7816	0.7859	0.0043	0.6%	0.7901
High	0.7863	0.7876	0.0013	0.2%	0.7953
Low	0.7808	0.7826	0.0018	0.2%	0.7757
Close	0.7840	0.7856	0.0016	0.2%	0.7788
Range	0.0055	0.0050	-0.0005	-9.1%	0.0196
ATR	0.0074	0.0072	-0.0002	-2.3%	0.0000
Volume	100,866	91,545	-9,321	-9.2%	858,599

Daily Pivots for day following 13-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8003	0.7979	0.7884
R3	0.7953	0.7929	0.7870
R2	0.7903	0.7903	0.7865
R1	0.7879	0.7879	0.7861	0.7866
PP	0.7853	0.7853	0.7853	0.7846
S1	0.7829	0.7829	0.7851	0.7816
S2	0.7803	0.7803	0.7847
S3	0.7753	0.7779	0.7842
S4	0.7703	0.7729	0.7829

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	0.7907	0.7757	0.0150	1.9%	0.0067	0.9%	66%	False	False	132,081
10	0.8116	0.7757	0.0359	4.6%	0.0078	1.0%	28%	False	False	156,476
20	0.8135	0.7757	0.0378	4.8%	0.0078	1.0%	26%	False	False	140,998
40	0.8135	0.7634	0.0501	6.4%	0.0062	0.8%	44%	False	False	112,726
60	0.8135	0.7498	0.0637	8.1%	0.0059	0.7%	56%	False	False	78,981
80	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	56%	False	False	59,282
100	0.8135	0.7498	0.0637	8.1%	0.0055	0.7%	56%	False	False	47,437

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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.8007
1.618	0.7957
1.000	0.7926
0.618	0.7907
HIGH	0.7876
0.618	0.7857
0.500	0.7851
0.382	0.7845
LOW	0.7826
0.618	0.7795
1.000	0.7776
1.618	0.7745
2.618	0.7695
4.250	0.7614

Fisher Pivots for day following 13-Feb-2018
Pivot	1 day	3 day
R1	0.7854	0.7843
PP	0.7853	0.7830
S1	0.7851	0.7817

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

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