CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 14-Mar-2018

Day Change Summary
	Previous	Current
	13-Mar-2018	14-Mar-2018	Change	Change %	Previous Week
Open	0.7873	0.7858	-0.0015	-0.2%	0.7765
High	0.7898	0.7917	0.0019	0.2%	0.7855
Low	0.7846	0.7851	0.0005	0.1%	0.7726
Close	0.7867	0.7883	0.0016	0.2%	0.7848
Range	0.0052	0.0066	0.0014	26.9%	0.0129
ATR	0.0067	0.0067	0.0000	-0.1%	0.0000
Volume	114,266	146,756	32,490	28.4%	537,552

Daily Pivots for day following 14-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8048	0.7919
R3	0.8016	0.7982	0.7901
R2	0.7950	0.7950	0.7895
R1	0.7916	0.7916	0.7889	0.7933
PP	0.7884	0.7884	0.7884	0.7892
S1	0.7850	0.7850	0.7877	0.7867
S2	0.7818	0.7818	0.7871
S3	0.7752	0.7784	0.7865
S4	0.7686	0.7718	0.7847

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	0.7917	0.7772	0.0145	1.8%	0.0059	0.7%	77%	True	False	109,510
10	0.7917	0.7713	0.0204	2.6%	0.0058	0.7%	83%	True	False	113,961
20	0.7987	0.7713	0.0274	3.5%	0.0070	0.9%	62%	False	False	112,894
40	0.8135	0.7713	0.0422	5.4%	0.0074	0.9%	40%	False	False	126,946
60	0.8135	0.7634	0.0501	6.4%	0.0065	0.8%	50%	False	False	112,782
80	0.8135	0.7498	0.0637	8.1%	0.0061	0.8%	60%	False	False	87,459
100	0.8135	0.7498	0.0637	8.1%	0.0059	0.7%	60%	False	False	70,004
120	0.8135	0.7498	0.0637	8.1%	0.0057	0.7%	60%	False	False	58,346

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8198
2.618	0.8090
1.618	0.8024
1.000	0.7983
0.618	0.7958
HIGH	0.7917
0.618	0.7892
0.500	0.7884
0.382	0.7876
LOW	0.7851
0.618	0.7810
1.000	0.7785
1.618	0.7744
2.618	0.7678
4.250	0.7570

Fisher Pivots for day following 14-Mar-2018
Pivot	1 day	3 day
R1	0.7884	0.7883
PP	0.7884	0.7882
S1	0.7883	0.7882

Download as Excel Spreadsheet

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

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