CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 18-Jan-2019

Day Change Summary
	Previous	Current
	17-Jan-2019	18-Jan-2019	Change	Change %	Previous Week
Open	0.7177	0.7195	0.0018	0.3%	0.7218
High	0.7228	0.7221	-0.0007	-0.1%	0.7232
Low	0.7153	0.7165	0.0012	0.2%	0.7153
Close	0.7206	0.7174	-0.0032	-0.4%	0.7174
Range	0.0075	0.0056	-0.0019	-25.3%	0.0079
ATR	0.0061	0.0061	0.0000	-0.6%	0.0000
Volume	118,880	88,467	-30,413	-25.6%	469,237

Daily Pivots for day following 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7355	0.7320	0.7205
R3	0.7299	0.7264	0.7189
R2	0.7243	0.7243	0.7184
R1	0.7208	0.7208	0.7179	0.7198
PP	0.7187	0.7187	0.7187	0.7181
S1	0.7152	0.7152	0.7169	0.7142
S2	0.7131	0.7131	0.7164
S3	0.7075	0.7096	0.7159
S4	0.7019	0.7040	0.7143

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7423	0.7378	0.7217
R3	0.7344	0.7299	0.7196
R2	0.7265	0.7265	0.7188
R1	0.7220	0.7220	0.7181	0.7203
PP	0.7186	0.7186	0.7186	0.7178
S1	0.7141	0.7141	0.7167	0.7124
S2	0.7107	0.7107	0.7160
S3	0.7028	0.7062	0.7152
S4	0.6949	0.6983	0.7131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7232	0.7153	0.0079	1.1%	0.0054	0.7%	27%	False	False	93,847
10	0.7242	0.7122	0.0120	1.7%	0.0050	0.7%	43%	False	False	98,160
20	0.7242	0.6825	0.0417	5.8%	0.0063	0.9%	84%	False	False	92,205
40	0.7407	0.6825	0.0582	8.1%	0.0061	0.8%	60%	False	False	61,112
60	0.7407	0.6825	0.0582	8.1%	0.0059	0.8%	60%	False	False	40,808
80	0.7407	0.6825	0.0582	8.1%	0.0055	0.8%	60%	False	False	30,625
100	0.7407	0.6825	0.0582	8.1%	0.0051	0.7%	60%	False	False	24,505

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7459
2.618	0.7368
1.618	0.7312
1.000	0.7277
0.618	0.7256
HIGH	0.7221
0.618	0.7200
0.500	0.7193
0.382	0.7186
LOW	0.7165
0.618	0.7130
1.000	0.7109
1.618	0.7074
2.618	0.7018
4.250	0.6927

Fisher Pivots for day following 18-Jan-2019
Pivot	1 day	3 day
R1	0.7193	0.7191
PP	0.7187	0.7185
S1	0.7180	0.7180

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

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