CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 09-Mar-2018

Day Change Summary
	Previous	Current
	08-Mar-2018	09-Mar-2018	Change	Change %	Previous Week
Open	0.7818	0.7787	-0.0031	-0.4%	0.7765
High	0.7839	0.7855	0.0016	0.2%	0.7855
Low	0.7772	0.7776	0.0004	0.1%	0.7726
Close	0.7788	0.7848	0.0060	0.8%	0.7848
Range	0.0067	0.0079	0.0012	17.9%	0.0129
ATR	0.0070	0.0070	0.0001	0.9%	0.0000
Volume	99,319	113,812	14,493	14.6%	537,552

Daily Pivots for day following 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.8035	0.7891
R3	0.7984	0.7956	0.7870
R2	0.7905	0.7905	0.7862
R1	0.7877	0.7877	0.7855	0.7891
PP	0.7826	0.7826	0.7826	0.7834
S1	0.7798	0.7798	0.7841	0.7812
S2	0.7747	0.7747	0.7834
S3	0.7668	0.7719	0.7826
S4	0.7589	0.7640	0.7805

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8197	0.8151	0.7919
R3	0.8068	0.8022	0.7883
R2	0.7939	0.7939	0.7872
R1	0.7893	0.7893	0.7860	0.7916
PP	0.7810	0.7810	0.7810	0.7821
S1	0.7764	0.7764	0.7836	0.7787
S2	0.7681	0.7681	0.7824
S3	0.7552	0.7635	0.7813
S4	0.7423	0.7506	0.7777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7855	0.7726	0.0129	1.6%	0.0067	0.9%	95%	True	False	107,510
10	0.7893	0.7713	0.0180	2.3%	0.0064	0.8%	75%	False	False	111,169
20	0.7987	0.7713	0.0274	3.5%	0.0071	0.9%	49%	False	False	114,424
40	0.8135	0.7713	0.0422	5.4%	0.0075	1.0%	32%	False	False	128,936
60	0.8135	0.7516	0.0619	7.9%	0.0066	0.8%	54%	False	False	110,260
80	0.8135	0.7498	0.0637	8.1%	0.0061	0.8%	55%	False	False	83,293
100	0.8135	0.7498	0.0637	8.1%	0.0058	0.7%	55%	False	False	66,662
120	0.8135	0.7498	0.0637	8.1%	0.0058	0.7%	55%	False	False	55,560

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8191
2.618	0.8062
1.618	0.7983
1.000	0.7934
0.618	0.7904
HIGH	0.7855
0.618	0.7825
0.500	0.7816
0.382	0.7806
LOW	0.7776
0.618	0.7727
1.000	0.7697
1.618	0.7648
2.618	0.7569
4.250	0.7440

Fisher Pivots for day following 09-Mar-2018
Pivot	1 day	3 day
R1	0.7837	0.7836
PP	0.7826	0.7825
S1	0.7816	0.7813

Download as Excel Spreadsheet

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

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