CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 29-Jan-2019

Day Change Summary
	Previous	Current
	28-Jan-2019	29-Jan-2019	Change	Change %	Previous Week
Open	0.7186	0.7166	-0.0020	-0.3%	0.7169
High	0.7211	0.7182	-0.0029	-0.4%	0.7192
Low	0.7166	0.7144	-0.0022	-0.3%	0.7082
Close	0.7171	0.7154	-0.0017	-0.2%	0.7185
Range	0.0045	0.0038	-0.0007	-15.6%	0.0110
ATR	0.0063	0.0061	-0.0002	-2.8%	0.0000
Volume	67,974	79,410	11,436	16.8%	409,792

Daily Pivots for day following 29-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7274	0.7252	0.7175
R3	0.7236	0.7214	0.7164
R2	0.7198	0.7198	0.7161
R1	0.7176	0.7176	0.7157	0.7168
PP	0.7160	0.7160	0.7160	0.7156
S1	0.7138	0.7138	0.7151	0.7130
S2	0.7122	0.7122	0.7147
S3	0.7084	0.7100	0.7144
S4	0.7046	0.7062	0.7133

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%	0.0061	0.9%	56%	False	False	87,040
10	0.7232	0.7082	0.0150	2.1%	0.0060	0.8%	48%	False	False	95,284
20	0.7242	0.6825	0.0417	5.8%	0.0065	0.9%	79%	False	False	98,072
40	0.7407	0.6825	0.0582	8.1%	0.0060	0.8%	57%	False	False	74,845
60	0.7407	0.6825	0.0582	8.1%	0.0061	0.9%	57%	False	False	50,087
80	0.7407	0.6825	0.0582	8.1%	0.0056	0.8%	57%	False	False	37,585
100	0.7407	0.6825	0.0582	8.1%	0.0052	0.7%	57%	False	False	30,075

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7343
2.618	0.7281
1.618	0.7243
1.000	0.7220
0.618	0.7205
HIGH	0.7182
0.618	0.7167
0.500	0.7163
0.382	0.7159
LOW	0.7144
0.618	0.7121
1.000	0.7106
1.618	0.7083
2.618	0.7045
4.250	0.6983

Fisher Pivots for day following 29-Jan-2019
Pivot	1 day	3 day
R1	0.7163	0.7152
PP	0.7160	0.7149
S1	0.7157	0.7147

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

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