CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 16-Jan-2019

Day Change Summary
	Previous	Current
	15-Jan-2019	16-Jan-2019	Change	Change %	Previous Week
Open	0.7200	0.7206	0.0006	0.1%	0.7129
High	0.7232	0.7218	-0.0014	-0.2%	0.7242
Low	0.7186	0.7168	-0.0018	-0.3%	0.7122
Close	0.7200	0.7185	-0.0015	-0.2%	0.7214
Range	0.0046	0.0050	0.0004	8.7%	0.0120
ATR	0.0061	0.0060	-0.0001	-1.3%	0.0000
Volume	105,943	82,383	-23,560	-22.2%	512,364

Daily Pivots for day following 16-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7340	0.7313	0.7213
R3	0.7290	0.7263	0.7199
R2	0.7240	0.7240	0.7194
R1	0.7213	0.7213	0.7190	0.7202
PP	0.7190	0.7190	0.7190	0.7185
S1	0.7163	0.7163	0.7180	0.7152
S2	0.7140	0.7140	0.7176
S3	0.7090	0.7113	0.7171
S4	0.7040	0.7063	0.7158

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	0.7154	0.0088	1.2%	0.0048	0.7%	35%	False	False	93,464
10	0.7242	0.6825	0.0417	5.8%	0.0070	1.0%	86%	False	False	104,564
20	0.7242	0.6825	0.0417	5.8%	0.0064	0.9%	86%	False	False	91,743
40	0.7407	0.6825	0.0582	8.1%	0.0061	0.8%	62%	False	False	55,940
60	0.7407	0.6825	0.0582	8.1%	0.0058	0.8%	62%	False	False	37,354
80	0.7407	0.6825	0.0582	8.1%	0.0054	0.7%	62%	False	False	28,034
100	0.7407	0.6825	0.0582	8.1%	0.0050	0.7%	62%	False	False	22,432

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7431
2.618	0.7349
1.618	0.7299
1.000	0.7268
0.618	0.7249
HIGH	0.7218
0.618	0.7199
0.500	0.7193
0.382	0.7187
LOW	0.7168
0.618	0.7137
1.000	0.7118
1.618	0.7087
2.618	0.7037
4.250	0.6956

Fisher Pivots for day following 16-Jan-2019
Pivot	1 day	3 day
R1	0.7193	0.7200
PP	0.7190	0.7195
S1	0.7188	0.7190

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

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