CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 02-Mar-2018

Day Change Summary
	Previous	Current
	01-Mar-2018	02-Mar-2018	Change	Change %	Previous Week
Open	0.7761	0.7763	0.0002	0.0%	0.7843
High	0.7770	0.7774	0.0004	0.1%	0.7893
Low	0.7713	0.7737	0.0024	0.3%	0.7713
Close	0.7759	0.7754	-0.0005	-0.1%	0.7754
Range	0.0057	0.0037	-0.0020	-35.1%	0.0180
ATR	0.0074	0.0072	-0.0003	-3.6%	0.0000
Volume	164,393	103,251	-61,142	-37.2%	574,142

Daily Pivots for day following 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7847	0.7774
R3	0.7829	0.7810	0.7764
R2	0.7792	0.7792	0.7761
R1	0.7773	0.7773	0.7757	0.7764
PP	0.7755	0.7755	0.7755	0.7751
S1	0.7736	0.7736	0.7751	0.7727
S2	0.7718	0.7718	0.7747
S3	0.7681	0.7699	0.7744
S4	0.7644	0.7662	0.7734

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8327	0.8220	0.7853
R3	0.8147	0.8040	0.7804
R2	0.7967	0.7967	0.7787
R1	0.7860	0.7860	0.7771	0.7824
PP	0.7787	0.7787	0.7787	0.7768
S1	0.7680	0.7680	0.7738	0.7644
S2	0.7607	0.7607	0.7721
S3	0.7427	0.7500	0.7705
S4	0.7247	0.7320	0.7655

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%	0.0061	0.8%	23%	False	False	114,828
10	0.7987	0.7713	0.0274	3.5%	0.0067	0.9%	15%	False	False	111,265
20	0.8043	0.7713	0.0330	4.3%	0.0077	1.0%	12%	False	False	131,565
40	0.8135	0.7713	0.0422	5.4%	0.0073	0.9%	10%	False	False	129,052
60	0.8135	0.7498	0.0637	8.2%	0.0064	0.8%	40%	False	False	101,907
80	0.8135	0.7498	0.0637	8.2%	0.0060	0.8%	40%	False	False	76,588
100	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	40%	False	False	61,289
120	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	40%	False	False	51,081

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.7931
2.618	0.7871
1.618	0.7834
1.000	0.7811
0.618	0.7797
HIGH	0.7774
0.618	0.7760
0.500	0.7756
0.382	0.7751
LOW	0.7737
0.618	0.7714
1.000	0.7700
1.618	0.7677
2.618	0.7640
4.250	0.7580

Fisher Pivots for day following 02-Mar-2018
Pivot	1 day	3 day
R1	0.7756	0.7766
PP	0.7755	0.7762
S1	0.7755	0.7758

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

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