CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 13-Mar-2018

Day Change Summary
	Previous	Current
	12-Mar-2018	13-Mar-2018	Change	Change %	Previous Week
Open	0.7851	0.7873	0.0022	0.3%	0.7765
High	0.7880	0.7898	0.0018	0.2%	0.7855
Low	0.7849	0.7846	-0.0003	0.0%	0.7726
Close	0.7877	0.7867	-0.0010	-0.1%	0.7848
Range	0.0031	0.0052	0.0021	67.7%	0.0129
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	73,400	114,266	40,866	55.7%	537,552

Daily Pivots for day following 13-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8026	0.7999	0.7896
R3	0.7974	0.7947	0.7881
R2	0.7922	0.7922	0.7877
R1	0.7895	0.7895	0.7872	0.7883
PP	0.7870	0.7870	0.7870	0.7864
S1	0.7843	0.7843	0.7862	0.7831
S2	0.7818	0.7818	0.7857
S3	0.7766	0.7791	0.7853
S4	0.7714	0.7739	0.7838

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	0.7898	0.7771	0.0127	1.6%	0.0058	0.7%	76%	True	False	102,166
10	0.7898	0.7713	0.0185	2.4%	0.0057	0.7%	83%	True	False	110,270
20	0.7987	0.7713	0.0274	3.5%	0.0069	0.9%	56%	False	False	110,134
40	0.8135	0.7713	0.0422	5.4%	0.0074	0.9%	36%	False	False	127,639
60	0.8135	0.7623	0.0512	6.5%	0.0064	0.8%	48%	False	False	111,499
80	0.8135	0.7498	0.0637	8.1%	0.0061	0.8%	58%	False	False	85,631
100	0.8135	0.7498	0.0637	8.1%	0.0058	0.7%	58%	False	False	68,537
120	0.8135	0.7498	0.0637	8.1%	0.0057	0.7%	58%	False	False	57,124

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

Fibonacci Retracements and Extensions
4.250	0.8119
2.618	0.8034
1.618	0.7982
1.000	0.7950
0.618	0.7930
HIGH	0.7898
0.618	0.7878
0.500	0.7872
0.382	0.7866
LOW	0.7846
0.618	0.7814
1.000	0.7794
1.618	0.7762
2.618	0.7710
4.250	0.7625

Fisher Pivots for day following 13-Mar-2018
Pivot	1 day	3 day
R1	0.7872	0.7857
PP	0.7870	0.7847
S1	0.7869	0.7837

Download as Excel Spreadsheet

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

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