CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 28-Jan-2019

Day Change Summary
	Previous	Current
	25-Jan-2019	28-Jan-2019	Change	Change %	Previous Week
Open	0.7095	0.7186	0.0091	1.3%	0.7169
High	0.7192	0.7211	0.0019	0.3%	0.7192
Low	0.7082	0.7166	0.0084	1.2%	0.7082
Close	0.7185	0.7171	-0.0014	-0.2%	0.7185
Range	0.0110	0.0045	-0.0065	-59.1%	0.0110
ATR	0.0064	0.0063	-0.0001	-2.1%	0.0000
Volume	117,887	67,974	-49,913	-42.3%	409,792

Daily Pivots for day following 28-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7318	0.7289	0.7196
R3	0.7273	0.7244	0.7183
R2	0.7228	0.7228	0.7179
R1	0.7199	0.7199	0.7175	0.7191
PP	0.7183	0.7183	0.7183	0.7179
S1	0.7154	0.7154	0.7167	0.7146
S2	0.7138	0.7138	0.7163
S3	0.7093	0.7109	0.7159
S4	0.7048	0.7064	0.7146

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7483	0.7444	0.7246
R3	0.7373	0.7334	0.7215
R2	0.7263	0.7263	0.7205
R1	0.7224	0.7224	0.7195	0.7244
PP	0.7153	0.7153	0.7153	0.7163
S1	0.7114	0.7114	0.7175	0.7134
S2	0.7043	0.7043	0.7165
S3	0.6933	0.7004	0.7155
S4	0.6823	0.6894	0.7124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7211	0.7082	0.0129	1.8%	0.0067	0.9%	69%	True	False	95,553
10	0.7232	0.7082	0.0150	2.1%	0.0060	0.8%	59%	False	False	94,700
20	0.7242	0.6825	0.0417	5.8%	0.0066	0.9%	83%	False	False	97,248
40	0.7407	0.6825	0.0582	8.1%	0.0060	0.8%	59%	False	False	72,885
60	0.7407	0.6825	0.0582	8.1%	0.0061	0.8%	59%	False	False	48,765
80	0.7407	0.6825	0.0582	8.1%	0.0057	0.8%	59%	False	False	36,593
100	0.7407	0.6825	0.0582	8.1%	0.0052	0.7%	59%	False	False	29,281

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7402
2.618	0.7329
1.618	0.7284
1.000	0.7256
0.618	0.7239
HIGH	0.7211
0.618	0.7194
0.500	0.7189
0.382	0.7183
LOW	0.7166
0.618	0.7138
1.000	0.7121
1.618	0.7093
2.618	0.7048
4.250	0.6975

Fisher Pivots for day following 28-Jan-2019
Pivot	1 day	3 day
R1	0.7189	0.7163
PP	0.7183	0.7155
S1	0.7177	0.7147

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

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