CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 08-Jan-2019

Day Change Summary
	Previous	Current
	07-Jan-2019	08-Jan-2019	Change	Change %	Previous Week
Open	0.7129	0.7152	0.0023	0.3%	0.7052
High	0.7158	0.7158	0.0000	0.0%	0.7132
Low	0.7122	0.7125	0.0003	0.0%	0.6825
Close	0.7150	0.7147	-0.0003	0.0%	0.7124
Range	0.0036	0.0033	-0.0003	-8.3%	0.0307
ATR	0.0069	0.0067	-0.0003	-3.7%	0.0000
Volume	89,112	99,850	10,738	12.1%	422,669

Daily Pivots for day following 08-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7242	0.7228	0.7165
R3	0.7209	0.7195	0.7156
R2	0.7176	0.7176	0.7153
R1	0.7162	0.7162	0.7150	0.7153
PP	0.7143	0.7143	0.7143	0.7139
S1	0.7129	0.7129	0.7144	0.7120
S2	0.7110	0.7110	0.7141
S3	0.7077	0.7096	0.7138
S4	0.7044	0.7063	0.7129

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7948	0.7843	0.7293
R3	0.7641	0.7536	0.7208
R2	0.7334	0.7334	0.7180
R1	0.7229	0.7229	0.7152	0.7282
PP	0.7027	0.7027	0.7027	0.7053
S1	0.6922	0.6922	0.7096	0.6975
S2	0.6720	0.6720	0.7068
S3	0.6413	0.6615	0.7040
S4	0.6106	0.6308	0.6955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7158	0.6825	0.0333	4.7%	0.0094	1.3%	97%	True	False	112,167
10	0.7158	0.6825	0.0333	4.7%	0.0068	1.0%	97%	True	False	83,503
20	0.7254	0.6825	0.0429	6.0%	0.0062	0.9%	75%	False	False	80,935
40	0.7407	0.6825	0.0582	8.1%	0.0062	0.9%	55%	False	False	41,339
60	0.7407	0.6825	0.0582	8.1%	0.0057	0.8%	55%	False	False	27,612
80	0.7407	0.6825	0.0582	8.1%	0.0052	0.7%	55%	False	False	20,719
100	0.7407	0.6825	0.0582	8.1%	0.0049	0.7%	55%	False	False	16,579

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7298
2.618	0.7244
1.618	0.7211
1.000	0.7191
0.618	0.7178
HIGH	0.7158
0.618	0.7145
0.500	0.7142
0.382	0.7138
LOW	0.7125
0.618	0.7105
1.000	0.7092
1.618	0.7072
2.618	0.7039
4.250	0.6985

Fisher Pivots for day following 08-Jan-2019
Pivot	1 day	3 day
R1	0.7145	0.7125
PP	0.7143	0.7102
S1	0.7142	0.7080

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

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