CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 15-Mar-2018

Day Change Summary
	Previous	Current
	14-Mar-2018	15-Mar-2018	Change	Change %	Previous Week
Open	0.7858	0.7875	0.0017	0.2%	0.7765
High	0.7917	0.7885	-0.0032	-0.4%	0.7855
Low	0.7851	0.7794	-0.0057	-0.7%	0.7726
Close	0.7883	0.7798	-0.0085	-1.1%	0.7848
Range	0.0066	0.0091	0.0025	37.9%	0.0129
ATR	0.0067	0.0068	0.0002	2.6%	0.0000
Volume	146,756	107,407	-39,349	-26.8%	537,552

Daily Pivots for day following 15-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8099	0.8039	0.7848
R3	0.8008	0.7948	0.7823
R2	0.7917	0.7917	0.7815
R1	0.7857	0.7857	0.7806	0.7842
PP	0.7826	0.7826	0.7826	0.7818
S1	0.7766	0.7766	0.7790	0.7751
S2	0.7735	0.7735	0.7781
S3	0.7644	0.7675	0.7773
S4	0.7553	0.7584	0.7748

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	0.7776	0.0141	1.8%	0.0064	0.8%	16%	False	False	111,128
10	0.7917	0.7726	0.0191	2.4%	0.0061	0.8%	38%	False	False	108,263
20	0.7987	0.7713	0.0274	3.5%	0.0066	0.8%	31%	False	False	110,099
40	0.8135	0.7713	0.0422	5.4%	0.0074	0.9%	20%	False	False	126,141
60	0.8135	0.7638	0.0497	6.4%	0.0065	0.8%	32%	False	False	112,833
80	0.8135	0.7498	0.0637	8.2%	0.0062	0.8%	47%	False	False	88,800
100	0.8135	0.7498	0.0637	8.2%	0.0059	0.8%	47%	False	False	71,078
120	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	47%	False	False	59,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8272
2.618	0.8123
1.618	0.8032
1.000	0.7976
0.618	0.7941
HIGH	0.7885
0.618	0.7850
0.500	0.7840
0.382	0.7829
LOW	0.7794
0.618	0.7738
1.000	0.7703
1.618	0.7647
2.618	0.7556
4.250	0.7407

Fisher Pivots for day following 15-Mar-2018
Pivot	1 day	3 day
R1	0.7840	0.7856
PP	0.7826	0.7836
S1	0.7812	0.7817

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

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