CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 22-Feb-2018

Day Change Summary
	Previous	Current
	21-Feb-2018	22-Feb-2018	Change	Change %	Previous Week
Open	0.7880	0.7799	-0.0081	-1.0%	0.7816
High	0.7903	0.7859	-0.0044	-0.6%	0.7987
Low	0.7802	0.7790	-0.0012	-0.2%	0.7772
Close	0.7820	0.7844	0.0024	0.3%	0.7906
Range	0.0101	0.0069	-0.0032	-31.7%	0.0215
ATR	0.0080	0.0079	-0.0001	-1.0%	0.0000
Volume	128,483	96,905	-31,578	-24.6%	574,047

Daily Pivots for day following 22-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.8010	0.7882
R3	0.7969	0.7941	0.7863
R2	0.7900	0.7900	0.7857
R1	0.7872	0.7872	0.7850	0.7886
PP	0.7831	0.7831	0.7831	0.7838
S1	0.7803	0.7803	0.7838	0.7817
S2	0.7762	0.7762	0.7831
S3	0.7693	0.7734	0.7825
S4	0.7624	0.7665	0.7806

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	0.7790	0.0197	2.5%	0.0080	1.0%	27%	False	True	114,558
10	0.7987	0.7757	0.0230	2.9%	0.0081	1.0%	38%	False	False	126,989
20	0.8135	0.7757	0.0378	4.8%	0.0085	1.1%	23%	False	False	142,717
40	0.8135	0.7712	0.0423	5.4%	0.0070	0.9%	31%	False	False	121,104
60	0.8135	0.7498	0.0637	8.1%	0.0063	0.8%	54%	False	False	91,211
80	0.8135	0.7498	0.0637	8.1%	0.0059	0.8%	54%	False	False	68,475
100	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	54%	False	False	54,794
120	0.8135	0.7498	0.0637	8.1%	0.0057	0.7%	54%	False	False	45,667

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8152
2.618	0.8040
1.618	0.7971
1.000	0.7928
0.618	0.7902
HIGH	0.7859
0.618	0.7833
0.500	0.7825
0.382	0.7816
LOW	0.7790
0.618	0.7747
1.000	0.7721
1.618	0.7678
2.618	0.7609
4.250	0.7497

Fisher Pivots for day following 22-Feb-2018
Pivot	1 day	3 day
R1	0.7838	0.7862
PP	0.7831	0.7856
S1	0.7825	0.7850

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

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