CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 23-Jan-2019

Day Change Summary
	Previous	Current
	22-Jan-2019	23-Jan-2019	Change	Change %	Previous Week
Open	0.7169	0.7128	-0.0041	-0.6%	0.7218
High	0.7188	0.7151	-0.0037	-0.5%	0.7232
Low	0.7122	0.7124	0.0002	0.0%	0.7153
Close	0.7125	0.7149	0.0024	0.3%	0.7174
Range	0.0066	0.0027	-0.0039	-59.1%	0.0079
ATR	0.0061	0.0059	-0.0002	-4.0%	0.0000
Volume	121,974	66,681	-55,293	-45.3%	469,237

Daily Pivots for day following 23-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7222	0.7213	0.7164
R3	0.7195	0.7186	0.7156
R2	0.7168	0.7168	0.7154
R1	0.7159	0.7159	0.7151	0.7164
PP	0.7141	0.7141	0.7141	0.7144
S1	0.7132	0.7132	0.7147	0.7137
S2	0.7114	0.7114	0.7144
S3	0.7087	0.7105	0.7142
S4	0.7060	0.7078	0.7134

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	0.7228	0.7122	0.0106	1.5%	0.0055	0.8%	25%	False	False	95,677
10	0.7242	0.7122	0.0120	1.7%	0.0052	0.7%	23%	False	False	98,129
20	0.7242	0.6825	0.0417	5.8%	0.0060	0.8%	78%	False	False	90,816
40	0.7407	0.6825	0.0582	8.1%	0.0060	0.8%	56%	False	False	65,763
60	0.7407	0.6825	0.0582	8.1%	0.0060	0.8%	56%	False	False	43,951
80	0.7407	0.6825	0.0582	8.1%	0.0055	0.8%	56%	False	False	32,982
100	0.7407	0.6825	0.0582	8.1%	0.0051	0.7%	56%	False	False	26,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7266
2.618	0.7222
1.618	0.7195
1.000	0.7178
0.618	0.7168
HIGH	0.7151
0.618	0.7141
0.500	0.7138
0.382	0.7134
LOW	0.7124
0.618	0.7107
1.000	0.7097
1.618	0.7080
2.618	0.7053
4.250	0.7009

Fisher Pivots for day following 23-Jan-2019
Pivot	1 day	3 day
R1	0.7145	0.7172
PP	0.7141	0.7164
S1	0.7138	0.7157

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

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