CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 31-Jan-2019

Day Change Summary
	Previous	Current
	30-Jan-2019	31-Jan-2019	Change	Change %	Previous Week
Open	0.7157	0.7249	0.0092	1.3%	0.7169
High	0.7279	0.7300	0.0021	0.3%	0.7192
Low	0.7154	0.7248	0.0094	1.3%	0.7082
Close	0.7276	0.7270	-0.0006	-0.1%	0.7185
Range	0.0125	0.0052	-0.0073	-58.4%	0.0110
ATR	0.0066	0.0065	-0.0001	-1.5%	0.0000
Volume	131,275	140,333	9,058	6.9%	409,792

Daily Pivots for day following 31-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7429	0.7401	0.7299
R3	0.7377	0.7349	0.7284
R2	0.7325	0.7325	0.7280
R1	0.7297	0.7297	0.7275	0.7311
PP	0.7273	0.7273	0.7273	0.7280
S1	0.7245	0.7245	0.7265	0.7259
S2	0.7221	0.7221	0.7260
S3	0.7169	0.7193	0.7256
S4	0.7117	0.7141	0.7241

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	0.7300	0.7082	0.0218	3.0%	0.0074	1.0%	86%	True	False	107,375
10	0.7300	0.7082	0.0218	3.0%	0.0068	0.9%	86%	True	False	103,613
20	0.7300	0.6825	0.0475	6.5%	0.0069	0.9%	94%	True	False	104,088
40	0.7407	0.6825	0.0582	8.0%	0.0063	0.9%	76%	False	False	81,542
60	0.7407	0.6825	0.0582	8.0%	0.0061	0.8%	76%	False	False	54,591
80	0.7407	0.6825	0.0582	8.0%	0.0058	0.8%	76%	False	False	40,979
100	0.7407	0.6825	0.0582	8.0%	0.0054	0.7%	76%	False	False	32,791
120	0.7407	0.6825	0.0582	8.0%	0.0049	0.7%	76%	False	False	27,328

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7521
2.618	0.7436
1.618	0.7384
1.000	0.7352
0.618	0.7332
HIGH	0.7300
0.618	0.7280
0.500	0.7274
0.382	0.7268
LOW	0.7248
0.618	0.7216
1.000	0.7196
1.618	0.7164
2.618	0.7112
4.250	0.7027

Fisher Pivots for day following 31-Jan-2019
Pivot	1 day	3 day
R1	0.7274	0.7254
PP	0.7273	0.7238
S1	0.7271	0.7222

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

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