CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 16-Mar-2018

Day Change Summary
	Previous	Current
	15-Mar-2018	16-Mar-2018	Change	Change %	Previous Week
Open	0.7875	0.7798	-0.0077	-1.0%	0.7851
High	0.7885	0.7804	-0.0081	-1.0%	0.7917
Low	0.7794	0.7709	-0.0085	-1.1%	0.7709
Close	0.7798	0.7713	-0.0085	-1.1%	0.7713
Range	0.0091	0.0095	0.0004	4.4%	0.0208
ATR	0.0068	0.0070	0.0002	2.8%	0.0000
Volume	107,407	21,991	-85,416	-79.5%	463,820

Daily Pivots for day following 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.7965	0.7765
R3	0.7932	0.7870	0.7739
R2	0.7837	0.7837	0.7730
R1	0.7775	0.7775	0.7722	0.7759
PP	0.7742	0.7742	0.7742	0.7734
S1	0.7680	0.7680	0.7704	0.7664
S2	0.7647	0.7647	0.7696
S3	0.7552	0.7585	0.7687
S4	0.7457	0.7490	0.7661

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8404	0.8266	0.7827
R3	0.8196	0.8058	0.7770
R2	0.7988	0.7988	0.7751
R1	0.7850	0.7850	0.7732	0.7815
PP	0.7780	0.7780	0.7780	0.7762
S1	0.7642	0.7642	0.7694	0.7607
S2	0.7572	0.7572	0.7675
S3	0.7364	0.7434	0.7656
S4	0.7156	0.7226	0.7599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7917	0.7709	0.0208	2.7%	0.0067	0.9%	2%	False	True	92,764
10	0.7917	0.7709	0.0208	2.7%	0.0067	0.9%	2%	False	True	100,137
20	0.7987	0.7709	0.0278	3.6%	0.0067	0.9%	1%	False	True	105,701
40	0.8135	0.7709	0.0426	5.5%	0.0075	1.0%	1%	False	True	123,705
60	0.8135	0.7644	0.0491	6.4%	0.0066	0.9%	14%	False	False	112,222
80	0.8135	0.7498	0.0637	8.3%	0.0062	0.8%	34%	False	False	89,072
100	0.8135	0.7498	0.0637	8.3%	0.0060	0.8%	34%	False	False	71,298
120	0.8135	0.7498	0.0637	8.3%	0.0057	0.7%	34%	False	False	59,424

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	0.0011
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8208
2.618	0.8053
1.618	0.7958
1.000	0.7899
0.618	0.7863
HIGH	0.7804
0.618	0.7768
0.500	0.7757
0.382	0.7745
LOW	0.7709
0.618	0.7650
1.000	0.7614
1.618	0.7555
2.618	0.7460
4.250	0.7305

Fisher Pivots for day following 16-Mar-2018
Pivot	1 day	3 day
R1	0.7757	0.7813
PP	0.7742	0.7780
S1	0.7728	0.7746

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

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