CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 20-Feb-2019

Day Change Summary
	Previous	Current
	19-Feb-2019	20-Feb-2019	Change	Change %	Previous Week
Open	0.7142	0.7165	0.0023	0.3%	0.7093
High	0.7177	0.7186	0.0009	0.1%	0.7152
Low	0.7107	0.7145	0.0038	0.5%	0.7058
Close	0.7172	0.7176	0.0004	0.1%	0.7143
Range	0.0070	0.0041	-0.0029	-41.4%	0.0094
ATR	0.0062	0.0061	-0.0002	-2.4%	0.0000
Volume	133,735	90,183	-43,552	-32.6%	456,252

Daily Pivots for day following 20-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7292	0.7275	0.7199
R3	0.7251	0.7234	0.7187
R2	0.7210	0.7210	0.7184
R1	0.7193	0.7193	0.7180	0.7202
PP	0.7169	0.7169	0.7169	0.7173
S1	0.7152	0.7152	0.7172	0.7161
S2	0.7128	0.7128	0.7168
S3	0.7087	0.7111	0.7165
S4	0.7046	0.7070	0.7153

Weekly Pivots for week ending 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7400	0.7365	0.7195
R3	0.7306	0.7271	0.7169
R2	0.7212	0.7212	0.7160
R1	0.7177	0.7177	0.7152	0.7195
PP	0.7118	0.7118	0.7118	0.7126
S1	0.7083	0.7083	0.7134	0.7101
S2	0.7024	0.7024	0.7126
S3	0.6930	0.6989	0.7117
S4	0.6836	0.6895	0.7091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7186	0.7074	0.0112	1.6%	0.0058	0.8%	91%	True	False	103,120
10	0.7249	0.7058	0.0191	2.7%	0.0060	0.8%	62%	False	False	100,609
20	0.7300	0.7058	0.0242	3.4%	0.0062	0.9%	49%	False	False	99,616
40	0.7300	0.6825	0.0475	6.6%	0.0063	0.9%	74%	False	False	96,091
60	0.7407	0.6825	0.0582	8.1%	0.0061	0.9%	60%	False	False	75,947
80	0.7407	0.6825	0.0582	8.1%	0.0061	0.8%	60%	False	False	57,034
100	0.7407	0.6825	0.0582	8.1%	0.0057	0.8%	60%	False	False	45,643
120	0.7407	0.6825	0.0582	8.1%	0.0053	0.7%	60%	False	False	38,040

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	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7360
2.618	0.7293
1.618	0.7252
1.000	0.7227
0.618	0.7211
HIGH	0.7186
0.618	0.7170
0.500	0.7166
0.382	0.7161
LOW	0.7145
0.618	0.7120
1.000	0.7104
1.618	0.7079
2.618	0.7038
4.250	0.6971

Fisher Pivots for day following 20-Feb-2019
Pivot	1 day	3 day
R1	0.7173	0.7162
PP	0.7169	0.7148
S1	0.7166	0.7135

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

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