CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 14-Feb-2018

Day Change Summary
	Previous	Current
	13-Feb-2018	14-Feb-2018	Change	Change %	Previous Week
Open	0.7859	0.7855	-0.0004	-0.1%	0.7901
High	0.7876	0.7933	0.0057	0.7%	0.7953
Low	0.7826	0.7772	-0.0054	-0.7%	0.7757
Close	0.7856	0.7912	0.0056	0.7%	0.7788
Range	0.0050	0.0161	0.0111	222.0%	0.0196
ATR	0.0072	0.0078	0.0006	8.8%	0.0000
Volume	91,545	163,306	71,761	78.4%	858,599

Daily Pivots for day following 14-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8355	0.8295	0.8001
R3	0.8194	0.8134	0.7956
R2	0.8033	0.8033	0.7942
R1	0.7973	0.7973	0.7927	0.8003
PP	0.7872	0.7872	0.7872	0.7888
S1	0.7812	0.7812	0.7897	0.7842
S2	0.7711	0.7711	0.7882
S3	0.7550	0.7651	0.7868
S4	0.7389	0.7490	0.7823

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	0.7933	0.7757	0.0176	2.2%	0.0081	1.0%	88%	True	False	139,419
10	0.8066	0.7757	0.0309	3.9%	0.0086	1.1%	50%	False	False	156,576
20	0.8135	0.7757	0.0378	4.8%	0.0081	1.0%	41%	False	False	142,183
40	0.8135	0.7638	0.0497	6.3%	0.0065	0.8%	55%	False	False	114,200
60	0.8135	0.7498	0.0637	8.1%	0.0061	0.8%	65%	False	False	81,700
80	0.8135	0.7498	0.0637	8.1%	0.0058	0.7%	65%	False	False	61,323
100	0.8135	0.7498	0.0637	8.1%	0.0055	0.7%	65%	False	False	49,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 119 trading days

Fibonacci Retracements and Extensions
4.250	0.8617
2.618	0.8354
1.618	0.8193
1.000	0.8094
0.618	0.8032
HIGH	0.7933
0.618	0.7871
0.500	0.7853
0.382	0.7834
LOW	0.7772
0.618	0.7673
1.000	0.7611
1.618	0.7512
2.618	0.7351
4.250	0.7088

Fisher Pivots for day following 14-Feb-2018
Pivot	1 day	3 day
R1	0.7892	0.7892
PP	0.7872	0.7872
S1	0.7853	0.7853

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

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