CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 07-Feb-2019

Day Change Summary
	Previous	Current
	06-Feb-2019	07-Feb-2019	Change	Change %	Previous Week
Open	0.7238	0.7112	-0.0126	-1.7%	0.7186
High	0.7249	0.7121	-0.0128	-1.8%	0.7300
Low	0.7107	0.7093	-0.0014	-0.2%	0.7144
Close	0.7119	0.7104	-0.0015	-0.2%	0.7255
Range	0.0142	0.0028	-0.0114	-80.3%	0.0156
ATR	0.0068	0.0065	-0.0003	-4.2%	0.0000
Volume	135,431	91,081	-44,350	-32.7%	532,582

Daily Pivots for day following 07-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7190	0.7175	0.7119
R3	0.7162	0.7147	0.7112
R2	0.7134	0.7134	0.7109
R1	0.7119	0.7119	0.7107	0.7113
PP	0.7106	0.7106	0.7106	0.7103
S1	0.7091	0.7091	0.7101	0.7085
S2	0.7078	0.7078	0.7099
S3	0.7050	0.7063	0.7096
S4	0.7022	0.7035	0.7089

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	0.7289	0.7093	0.0196	2.8%	0.0066	0.9%	6%	False	True	101,187
10	0.7300	0.7082	0.0218	3.1%	0.0070	1.0%	10%	False	False	104,281
20	0.7300	0.7082	0.0218	3.1%	0.0063	0.9%	10%	False	False	100,469
40	0.7300	0.6825	0.0475	6.7%	0.0063	0.9%	59%	False	False	93,279
60	0.7407	0.6825	0.0582	8.2%	0.0062	0.9%	48%	False	False	63,010
80	0.7407	0.6825	0.0582	8.2%	0.0059	0.8%	48%	False	False	47,301
100	0.7407	0.6825	0.0582	8.2%	0.0055	0.8%	48%	False	False	37,849
120	0.7407	0.6825	0.0582	8.2%	0.0051	0.7%	48%	False	False	31,544

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7240
2.618	0.7194
1.618	0.7166
1.000	0.7149
0.618	0.7138
HIGH	0.7121
0.618	0.7110
0.500	0.7107
0.382	0.7104
LOW	0.7093
0.618	0.7076
1.000	0.7065
1.618	0.7048
2.618	0.7020
4.250	0.6974

Fisher Pivots for day following 07-Feb-2019
Pivot	1 day	3 day
R1	0.7107	0.7181
PP	0.7106	0.7155
S1	0.7105	0.7130

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

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