CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 08-Mar-2018

Day Change Summary
	Previous	Current
	07-Mar-2018	08-Mar-2018	Change	Change %	Previous Week
Open	0.7812	0.7818	0.0006	0.1%	0.7843
High	0.7830	0.7839	0.0009	0.1%	0.7893
Low	0.7771	0.7772	0.0001	0.0%	0.7713
Close	0.7816	0.7788	-0.0028	-0.4%	0.7754
Range	0.0059	0.0067	0.0008	13.6%	0.0180
ATR	0.0070	0.0070	0.0000	-0.3%	0.0000
Volume	110,036	99,319	-10,717	-9.7%	574,142

Daily Pivots for day following 08-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8001	0.7961	0.7825
R3	0.7934	0.7894	0.7806
R2	0.7867	0.7867	0.7800
R1	0.7827	0.7827	0.7794	0.7814
PP	0.7800	0.7800	0.7800	0.7793
S1	0.7760	0.7760	0.7782	0.7746
S2	0.7733	0.7733	0.7776
S3	0.7666	0.7693	0.7770
S4	0.7599	0.7626	0.7751

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	0.7726	0.0116	1.5%	0.0059	0.8%	53%	False	False	105,398
10	0.7893	0.7713	0.0180	2.3%	0.0060	0.8%	42%	False	False	107,355
20	0.7987	0.7713	0.0274	3.5%	0.0071	0.9%	27%	False	False	117,172
40	0.8135	0.7713	0.0422	5.4%	0.0075	1.0%	18%	False	False	129,384
60	0.8135	0.7503	0.0632	8.1%	0.0065	0.8%	45%	False	False	108,703
80	0.8135	0.7498	0.0637	8.2%	0.0060	0.8%	46%	False	False	81,871
100	0.8135	0.7498	0.0637	8.2%	0.0058	0.7%	46%	False	False	65,525
120	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	46%	False	False	54,612

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8124
2.618	0.8014
1.618	0.7947
1.000	0.7906
0.618	0.7880
HIGH	0.7839
0.618	0.7813
0.500	0.7806
0.382	0.7798
LOW	0.7772
0.618	0.7731
1.000	0.7705
1.618	0.7664
2.618	0.7597
4.250	0.7487

Fisher Pivots for day following 08-Mar-2018
Pivot	1 day	3 day
R1	0.7806	0.7800
PP	0.7800	0.7796
S1	0.7794	0.7792

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

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