CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	0.7794	0.7761	-0.0033	-0.4%	0.7909
High	0.7819	0.7770	-0.0049	-0.6%	0.7934
Low	0.7761	0.7713	-0.0048	-0.6%	0.7790
Close	0.7778	0.7759	-0.0019	-0.2%	0.7835
Range	0.0058	0.0057	-0.0001	-1.7%	0.0144
ATR	0.0075	0.0074	-0.0001	-1.0%	0.0000
Volume	109,839	164,393	54,554	49.7%	430,139

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7918	0.7896	0.7790
R3	0.7861	0.7839	0.7775
R2	0.7804	0.7804	0.7769
R1	0.7782	0.7782	0.7764	0.7765
PP	0.7747	0.7747	0.7747	0.7739
S1	0.7725	0.7725	0.7754	0.7708
S2	0.7690	0.7690	0.7749
S3	0.7633	0.7668	0.7743
S4	0.7576	0.7611	0.7728

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8285	0.8204	0.7914
R3	0.8141	0.8060	0.7875
R2	0.7997	0.7997	0.7861
R1	0.7916	0.7916	0.7848	0.7885
PP	0.7853	0.7853	0.7853	0.7837
S1	0.7772	0.7772	0.7822	0.7741
S2	0.7709	0.7709	0.7809
S3	0.7565	0.7628	0.7795
S4	0.7421	0.7484	0.7756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7893	0.7713	0.0180	2.3%	0.0062	0.8%	26%	False	True	109,313
10	0.7987	0.7713	0.0274	3.5%	0.0071	0.9%	17%	False	True	111,936
20	0.8066	0.7713	0.0353	4.5%	0.0079	1.0%	13%	False	True	134,256
40	0.8135	0.7713	0.0422	5.4%	0.0073	0.9%	11%	False	True	128,374
60	0.8135	0.7498	0.0637	8.2%	0.0064	0.8%	41%	False	False	100,255
80	0.8135	0.7498	0.0637	8.2%	0.0060	0.8%	41%	False	False	75,300
100	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	41%	False	False	60,258
120	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	41%	False	False	50,222

Crabel Price Patterns
NR	True
NR4	True
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	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8012
2.618	0.7919
1.618	0.7862
1.000	0.7827
0.618	0.7805
HIGH	0.7770
0.618	0.7748
0.500	0.7742
0.382	0.7735
LOW	0.7713
0.618	0.7678
1.000	0.7656
1.618	0.7621
2.618	0.7564
4.250	0.7471

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	0.7753	0.7791
PP	0.7747	0.7780
S1	0.7742	0.7770

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

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