CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 15-Jan-2019

Day Change Summary
	Previous	Current
	14-Jan-2019	15-Jan-2019	Change	Change %	Previous Week
Open	0.7218	0.7200	-0.0018	-0.2%	0.7129
High	0.7225	0.7232	0.0007	0.1%	0.7242
Low	0.7183	0.7186	0.0003	0.0%	0.7122
Close	0.7206	0.7200	-0.0006	-0.1%	0.7214
Range	0.0042	0.0046	0.0004	9.5%	0.0120
ATR	0.0062	0.0061	-0.0001	-1.9%	0.0000
Volume	73,564	105,943	32,379	44.0%	512,364

Daily Pivots for day following 15-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7318	0.7225
R3	0.7298	0.7272	0.7213
R2	0.7252	0.7252	0.7208
R1	0.7226	0.7226	0.7204	0.7223
PP	0.7206	0.7206	0.7206	0.7205
S1	0.7180	0.7180	0.7196	0.7177
S2	0.7160	0.7160	0.7192
S3	0.7114	0.7134	0.7187
S4	0.7068	0.7088	0.7175

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7503	0.7280
R3	0.7433	0.7383	0.7247
R2	0.7313	0.7313	0.7236
R1	0.7263	0.7263	0.7225	0.7288
PP	0.7193	0.7193	0.7193	0.7205
S1	0.7143	0.7143	0.7203	0.7168
S2	0.7073	0.7073	0.7192
S3	0.6953	0.7023	0.7181
S4	0.6833	0.6903	0.7148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7242	0.7146	0.0096	1.3%	0.0049	0.7%	56%	False	False	100,581
10	0.7242	0.6825	0.0417	5.8%	0.0072	1.0%	90%	False	False	106,374
20	0.7242	0.6825	0.0417	5.8%	0.0063	0.9%	90%	False	False	91,096
40	0.7407	0.6825	0.0582	8.1%	0.0061	0.9%	64%	False	False	53,883
60	0.7407	0.6825	0.0582	8.1%	0.0058	0.8%	64%	False	False	35,986
80	0.7407	0.6825	0.0582	8.1%	0.0053	0.7%	64%	False	False	27,004
100	0.7407	0.6825	0.0582	8.1%	0.0050	0.7%	64%	False	False	21,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7428
2.618	0.7352
1.618	0.7306
1.000	0.7278
0.618	0.7260
HIGH	0.7232
0.618	0.7214
0.500	0.7209
0.382	0.7204
LOW	0.7186
0.618	0.7158
1.000	0.7140
1.618	0.7112
2.618	0.7066
4.250	0.6991

Fisher Pivots for day following 15-Jan-2019
Pivot	1 day	3 day
R1	0.7209	0.7213
PP	0.7206	0.7208
S1	0.7203	0.7204

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

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