CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 22-Jan-2019

Day Change Summary
	Previous	Current
	18-Jan-2019	22-Jan-2019	Change	Change %	Previous Week
Open	0.7195	0.7169	-0.0026	-0.4%	0.7218
High	0.7221	0.7188	-0.0033	-0.5%	0.7232
Low	0.7165	0.7122	-0.0043	-0.6%	0.7153
Close	0.7174	0.7125	-0.0049	-0.7%	0.7174
Range	0.0056	0.0066	0.0010	17.9%	0.0079
ATR	0.0061	0.0061	0.0000	0.6%	0.0000
Volume	88,467	121,974	33,507	37.9%	469,237

Daily Pivots for day following 22-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7343	0.7300	0.7161
R3	0.7277	0.7234	0.7143
R2	0.7211	0.7211	0.7137
R1	0.7168	0.7168	0.7131	0.7157
PP	0.7145	0.7145	0.7145	0.7139
S1	0.7102	0.7102	0.7119	0.7091
S2	0.7079	0.7079	0.7113
S3	0.7013	0.7036	0.7107
S4	0.6947	0.6970	0.7089

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	0.7122	0.0110	1.5%	0.0059	0.8%	3%	False	True	103,529
10	0.7242	0.7122	0.0120	1.7%	0.0053	0.7%	2%	False	True	101,446
20	0.7242	0.6825	0.0417	5.9%	0.0063	0.9%	72%	False	False	92,565
40	0.7407	0.6825	0.0582	8.2%	0.0061	0.8%	52%	False	False	64,112
60	0.7407	0.6825	0.0582	8.2%	0.0060	0.8%	52%	False	False	42,840
80	0.7407	0.6825	0.0582	8.2%	0.0055	0.8%	52%	False	False	32,150
100	0.7407	0.6825	0.0582	8.2%	0.0051	0.7%	52%	False	False	25,724

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7469
2.618	0.7361
1.618	0.7295
1.000	0.7254
0.618	0.7229
HIGH	0.7188
0.618	0.7163
0.500	0.7155
0.382	0.7147
LOW	0.7122
0.618	0.7081
1.000	0.7056
1.618	0.7015
2.618	0.6949
4.250	0.6842

Fisher Pivots for day following 22-Jan-2019
Pivot	1 day	3 day
R1	0.7155	0.7175
PP	0.7145	0.7158
S1	0.7135	0.7142

Download as Excel Spreadsheet

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

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