CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 04-Feb-2019

Day Change Summary
	Previous	Current
	01-Feb-2019	04-Feb-2019	Change	Change %	Previous Week
Open	0.7277	0.7254	-0.0023	-0.3%	0.7186
High	0.7289	0.7259	-0.0030	-0.4%	0.7300
Low	0.7241	0.7216	-0.0025	-0.3%	0.7144
Close	0.7255	0.7229	-0.0026	-0.4%	0.7255
Range	0.0048	0.0043	-0.0005	-10.4%	0.0156
ATR	0.0064	0.0062	-0.0001	-2.3%	0.0000
Volume	113,590	76,394	-37,196	-32.7%	532,582

Daily Pivots for day following 04-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7364	0.7339	0.7253
R3	0.7321	0.7296	0.7241
R2	0.7278	0.7278	0.7237
R1	0.7253	0.7253	0.7233	0.7244
PP	0.7235	0.7235	0.7235	0.7230
S1	0.7210	0.7210	0.7225	0.7201
S2	0.7192	0.7192	0.7221
S3	0.7149	0.7167	0.7217
S4	0.7106	0.7124	0.7205

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%	0.0061	0.8%	54%	False	False	108,200
10	0.7300	0.7082	0.0218	3.0%	0.0064	0.9%	67%	False	False	101,876
20	0.7300	0.7082	0.0218	3.0%	0.0057	0.8%	67%	False	False	100,018
40	0.7300	0.6825	0.0475	6.6%	0.0061	0.8%	85%	False	False	86,141
60	0.7407	0.6825	0.0582	8.1%	0.0061	0.8%	69%	False	False	57,754
80	0.7407	0.6825	0.0582	8.1%	0.0058	0.8%	69%	False	False	43,353
100	0.7407	0.6825	0.0582	8.1%	0.0054	0.7%	69%	False	False	34,691
120	0.7407	0.6825	0.0582	8.1%	0.0050	0.7%	69%	False	False	28,911

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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7442
2.618	0.7372
1.618	0.7329
1.000	0.7302
0.618	0.7286
HIGH	0.7259
0.618	0.7243
0.500	0.7238
0.382	0.7232
LOW	0.7216
0.618	0.7189
1.000	0.7173
1.618	0.7146
2.618	0.7103
4.250	0.7033

Fisher Pivots for day following 04-Feb-2019
Pivot	1 day	3 day
R1	0.7238	0.7258
PP	0.7235	0.7248
S1	0.7232	0.7239

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

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