CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 01-Feb-2019

Day Change Summary
	Previous	Current
	31-Jan-2019	01-Feb-2019	Change	Change %	Previous Week
Open	0.7249	0.7277	0.0028	0.4%	0.7186
High	0.7300	0.7289	-0.0011	-0.2%	0.7300
Low	0.7248	0.7241	-0.0007	-0.1%	0.7144
Close	0.7270	0.7255	-0.0015	-0.2%	0.7255
Range	0.0052	0.0048	-0.0004	-7.7%	0.0156
ATR	0.0065	0.0064	-0.0001	-1.8%	0.0000
Volume	140,333	113,590	-26,743	-19.1%	532,582

Daily Pivots for day following 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7378	0.7281
R3	0.7358	0.7330	0.7268
R2	0.7310	0.7310	0.7264
R1	0.7282	0.7282	0.7259	0.7272
PP	0.7262	0.7262	0.7262	0.7257
S1	0.7234	0.7234	0.7251	0.7224
S2	0.7214	0.7214	0.7246
S3	0.7166	0.7186	0.7242
S4	0.7118	0.7138	0.7229

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7634	0.7341
R3	0.7545	0.7478	0.7298
R2	0.7389	0.7389	0.7284
R1	0.7322	0.7322	0.7269	0.7355
PP	0.7233	0.7233	0.7233	0.7250
S1	0.7166	0.7166	0.7241	0.7200
S2	0.7077	0.7077	0.7226
S3	0.6921	0.7010	0.7212
S4	0.6765	0.6854	0.7169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7300	0.7144	0.0156	2.2%	0.0062	0.8%	71%	False	False	106,516
10	0.7300	0.7082	0.0218	3.0%	0.0065	0.9%	79%	False	False	103,084
20	0.7300	0.7001	0.0299	4.1%	0.0061	0.8%	85%	False	False	102,981
40	0.7369	0.6825	0.0544	7.5%	0.0062	0.9%	79%	False	False	84,328
60	0.7407	0.6825	0.0582	8.0%	0.0061	0.8%	74%	False	False	56,481
80	0.7407	0.6825	0.0582	8.0%	0.0058	0.8%	74%	False	False	42,398
100	0.7407	0.6825	0.0582	8.0%	0.0054	0.7%	74%	False	False	33,927
120	0.7407	0.6825	0.0582	8.0%	0.0049	0.7%	74%	False	False	28,274

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7493
2.618	0.7415
1.618	0.7367
1.000	0.7337
0.618	0.7319
HIGH	0.7289
0.618	0.7271
0.500	0.7265
0.382	0.7259
LOW	0.7241
0.618	0.7211
1.000	0.7193
1.618	0.7163
2.618	0.7115
4.250	0.7037

Fisher Pivots for day following 01-Feb-2019
Pivot	1 day	3 day
R1	0.7265	0.7246
PP	0.7262	0.7236
S1	0.7258	0.7227

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

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