CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	0.7920	0.7943	0.0023	0.3%	0.7816
High	0.7965	0.7987	0.0022	0.3%	0.7987
Low	0.7891	0.7891	0.0000	0.0%	0.7772
Close	0.7934	0.7906	-0.0028	-0.4%	0.7906
Range	0.0074	0.0096	0.0022	29.7%	0.0215
ATR	0.0078	0.0079	0.0001	1.6%	0.0000
Volume	109,952	108,378	-1,574	-1.4%	574,047

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8157	0.7959
R3	0.8120	0.8061	0.7932
R2	0.8024	0.8024	0.7924
R1	0.7965	0.7965	0.7915	0.7947
PP	0.7928	0.7928	0.7928	0.7919
S1	0.7869	0.7869	0.7897	0.7851
S2	0.7832	0.7832	0.7888
S3	0.7736	0.7773	0.7880
S4	0.7640	0.7677	0.7853

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8533	0.8435	0.8024
R3	0.8318	0.8220	0.7965
R2	0.8103	0.8103	0.7945
R1	0.8005	0.8005	0.7926	0.8054
PP	0.7888	0.7888	0.7888	0.7913
S1	0.7790	0.7790	0.7886	0.7839
S2	0.7673	0.7673	0.7867
S3	0.7458	0.7575	0.7847
S4	0.7243	0.7360	0.7788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7987	0.7772	0.0215	2.7%	0.0087	1.1%	62%	True	False	114,809
10	0.7987	0.7757	0.0230	2.9%	0.0082	1.0%	65%	True	False	143,264
20	0.8135	0.7757	0.0378	4.8%	0.0084	1.1%	39%	False	False	142,421
40	0.8135	0.7650	0.0485	6.1%	0.0067	0.8%	53%	False	False	116,609
60	0.8135	0.7498	0.0637	8.1%	0.0062	0.8%	64%	False	False	85,326
80	0.8135	0.7498	0.0637	8.1%	0.0059	0.7%	64%	False	False	64,051
100	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	64%	False	False	51,251
120	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	64%	False	False	42,713

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8395
2.618	0.8238
1.618	0.8142
1.000	0.8083
0.618	0.8046
HIGH	0.7987
0.618	0.7950
0.500	0.7939
0.382	0.7928
LOW	0.7891
0.618	0.7832
1.000	0.7795
1.618	0.7736
2.618	0.7640
4.250	0.7483

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	0.7939	0.7897
PP	0.7928	0.7888
S1	0.7917	0.7880

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

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