CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 07-Mar-2018

Day Change Summary
	Previous	Current
	06-Mar-2018	07-Mar-2018	Change	Change %	Previous Week
Open	0.7763	0.7812	0.0049	0.6%	0.7843
High	0.7842	0.7830	-0.0012	-0.2%	0.7893
Low	0.7757	0.7771	0.0014	0.2%	0.7713
Close	0.7818	0.7816	-0.0002	0.0%	0.7754
Range	0.0085	0.0059	-0.0026	-30.6%	0.0180
ATR	0.0071	0.0070	-0.0001	-1.2%	0.0000
Volume	126,280	110,036	-16,244	-12.9%	574,142

Daily Pivots for day following 07-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7958	0.7848
R3	0.7924	0.7899	0.7832
R2	0.7865	0.7865	0.7827
R1	0.7840	0.7840	0.7821	0.7853
PP	0.7806	0.7806	0.7806	0.7812
S1	0.7781	0.7781	0.7811	0.7794
S2	0.7747	0.7747	0.7805
S3	0.7688	0.7722	0.7800
S4	0.7629	0.7663	0.7784

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	0.7842	0.7713	0.0129	1.7%	0.0057	0.7%	80%	False	False	118,413
10	0.7893	0.7713	0.0180	2.3%	0.0061	0.8%	57%	False	False	107,114
20	0.7987	0.7713	0.0274	3.5%	0.0072	0.9%	38%	False	False	118,537
40	0.8135	0.7713	0.0422	5.4%	0.0074	1.0%	24%	False	False	129,761
60	0.8135	0.7498	0.0637	8.1%	0.0064	0.8%	50%	False	False	107,132
80	0.8135	0.7498	0.0637	8.1%	0.0060	0.8%	50%	False	False	80,631
100	0.8135	0.7498	0.0637	8.1%	0.0058	0.7%	50%	False	False	64,532
120	0.8135	0.7498	0.0637	8.1%	0.0057	0.7%	50%	False	False	53,784

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8081
2.618	0.7984
1.618	0.7925
1.000	0.7889
0.618	0.7866
HIGH	0.7830
0.618	0.7807
0.500	0.7801
0.382	0.7794
LOW	0.7771
0.618	0.7735
1.000	0.7712
1.618	0.7676
2.618	0.7617
4.250	0.7520

Fisher Pivots for day following 07-Mar-2018
Pivot	1 day	3 day
R1	0.7811	0.7805
PP	0.7806	0.7795
S1	0.7801	0.7784

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

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