CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 19-Mar-2018

Day Change Summary
	Previous	Current
	16-Mar-2018	19-Mar-2018	Change	Change %	Previous Week
Open	0.7798	0.7715	-0.0083	-1.1%	0.7851
High	0.7804	0.7720	-0.0084	-1.1%	0.7917
Low	0.7709	0.7688	-0.0021	-0.3%	0.7709
Close	0.7713	0.7704	-0.0009	-0.1%	0.7713
Range	0.0095	0.0032	-0.0063	-66.3%	0.0208
ATR	0.0070	0.0067	-0.0003	-3.9%	0.0000
Volume	21,991	1,471	-20,520	-93.3%	463,820

Daily Pivots for day following 19-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7800	0.7784	0.7722
R3	0.7768	0.7752	0.7713
R2	0.7736	0.7736	0.7710
R1	0.7720	0.7720	0.7707	0.7712
PP	0.7704	0.7704	0.7704	0.7700
S1	0.7688	0.7688	0.7701	0.7680
S2	0.7672	0.7672	0.7698
S3	0.7640	0.7656	0.7695
S4	0.7608	0.7624	0.7686

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	0.7688	0.0229	3.0%	0.0067	0.9%	7%	False	True	78,378
10	0.7917	0.7688	0.0229	3.0%	0.0066	0.9%	7%	False	True	91,473
20	0.7934	0.7688	0.0246	3.2%	0.0064	0.8%	7%	False	True	100,356
40	0.8135	0.7688	0.0447	5.8%	0.0074	1.0%	4%	False	True	121,388
60	0.8135	0.7650	0.0485	6.3%	0.0066	0.9%	11%	False	False	111,191
80	0.8135	0.7498	0.0637	8.3%	0.0063	0.8%	32%	False	False	89,083
100	0.8135	0.7498	0.0637	8.3%	0.0060	0.8%	32%	False	False	71,312
120	0.8135	0.7498	0.0637	8.3%	0.0057	0.7%	32%	False	False	59,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7856
2.618	0.7804
1.618	0.7772
1.000	0.7752
0.618	0.7740
HIGH	0.7720
0.618	0.7708
0.500	0.7704
0.382	0.7700
LOW	0.7688
0.618	0.7668
1.000	0.7656
1.618	0.7636
2.618	0.7604
4.250	0.7552

Fisher Pivots for day following 19-Mar-2018
Pivot	1 day	3 day
R1	0.7704	0.7787
PP	0.7704	0.7759
S1	0.7704	0.7732

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

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