CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 24-Jan-2019

Day Change Summary
	Previous	Current
	23-Jan-2019	24-Jan-2019	Change	Change %	Previous Week
Open	0.7128	0.7147	0.0019	0.3%	0.7218
High	0.7151	0.7172	0.0021	0.3%	0.7232
Low	0.7124	0.7086	-0.0038	-0.5%	0.7153
Close	0.7149	0.7094	-0.0055	-0.8%	0.7174
Range	0.0027	0.0086	0.0059	218.5%	0.0079
ATR	0.0059	0.0061	0.0002	3.3%	0.0000
Volume	66,681	103,250	36,569	54.8%	469,237

Daily Pivots for day following 24-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7375	0.7321	0.7141
R3	0.7289	0.7235	0.7118
R2	0.7203	0.7203	0.7110
R1	0.7149	0.7149	0.7102	0.7133
PP	0.7117	0.7117	0.7117	0.7110
S1	0.7063	0.7063	0.7086	0.7047
S2	0.7031	0.7031	0.7078
S3	0.6945	0.6977	0.7070
S4	0.6859	0.6891	0.7047

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	0.7086	0.0142	2.0%	0.0062	0.9%	6%	False	True	99,850
10	0.7242	0.7086	0.0156	2.2%	0.0055	0.8%	5%	False	True	96,657
20	0.7242	0.6825	0.0417	5.9%	0.0063	0.9%	65%	False	False	94,061
40	0.7407	0.6825	0.0582	8.2%	0.0061	0.9%	46%	False	False	68,337
60	0.7407	0.6825	0.0582	8.2%	0.0060	0.8%	46%	False	False	45,669
80	0.7407	0.6825	0.0582	8.2%	0.0056	0.8%	46%	False	False	34,271
100	0.7407	0.6825	0.0582	8.2%	0.0052	0.7%	46%	False	False	27,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7538
2.618	0.7397
1.618	0.7311
1.000	0.7258
0.618	0.7225
HIGH	0.7172
0.618	0.7139
0.500	0.7129
0.382	0.7119
LOW	0.7086
0.618	0.7033
1.000	0.7000
1.618	0.6947
2.618	0.6861
4.250	0.6721

Fisher Pivots for day following 24-Jan-2019
Pivot	1 day	3 day
R1	0.7129	0.7137
PP	0.7117	0.7123
S1	0.7106	0.7108

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

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