CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 02-Mar-2018

Day Change Summary
	Previous	Current
	01-Mar-2018	02-Mar-2018	Change	Change %	Previous Week
Open	0.7763	0.7766	0.0003	0.0%	0.7845
High	0.7769	0.7773	0.0004	0.1%	0.7896
Low	0.7716	0.7741	0.0025	0.3%	0.7716
Close	0.7762	0.7757	-0.0005	-0.1%	0.7757
Range	0.0053	0.0032	-0.0021	-39.6%	0.0180
ATR	0.0069	0.0066	-0.0003	-3.8%	0.0000
Volume	1,069	1,277	208	19.5%	4,538

Daily Pivots for day following 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7837	0.7775
R3	0.7821	0.7805	0.7766
R2	0.7789	0.7789	0.7763
R1	0.7773	0.7773	0.7760	0.7765
PP	0.7757	0.7757	0.7757	0.7753
S1	0.7741	0.7741	0.7754	0.7733
S2	0.7725	0.7725	0.7751
S3	0.7693	0.7709	0.7748
S4	0.7661	0.7677	0.7739

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8223	0.7856
R3	0.8150	0.8043	0.7807
R2	0.7970	0.7970	0.7790
R1	0.7863	0.7863	0.7774	0.7827
PP	0.7790	0.7790	0.7790	0.7771
S1	0.7683	0.7683	0.7741	0.7647
S2	0.7610	0.7610	0.7724
S3	0.7430	0.7503	0.7708
S4	0.7250	0.7323	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7896	0.7716	0.0180	2.3%	0.0058	0.7%	23%	False	False	907
10	0.7986	0.7716	0.0270	3.5%	0.0062	0.8%	15%	False	False	579
20	0.8039	0.7716	0.0323	4.2%	0.0071	0.9%	13%	False	False	476
40	0.8130	0.7716	0.0414	5.3%	0.0065	0.8%	10%	False	False	315
60	0.8130	0.7501	0.0629	8.1%	0.0054	0.7%	41%	False	False	217

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7909
2.618	0.7857
1.618	0.7825
1.000	0.7805
0.618	0.7793
HIGH	0.7773
0.618	0.7761
0.500	0.7757
0.382	0.7753
LOW	0.7741
0.618	0.7721
1.000	0.7709
1.618	0.7689
2.618	0.7657
4.250	0.7605

Fisher Pivots for day following 02-Mar-2018
Pivot	1 day	3 day
R1	0.7757	0.7768
PP	0.7757	0.7764
S1	0.7757	0.7761

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

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