CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 22-Feb-2019

Day Change Summary
	Previous	Current
	21-Feb-2019	22-Feb-2019	Change	Change %	Previous Week
Open	0.7167	0.7096	-0.0071	-1.0%	0.7142
High	0.7210	0.7153	-0.0057	-0.8%	0.7210
Low	0.7071	0.7085	0.0014	0.2%	0.7071
Close	0.7083	0.7137	0.0054	0.8%	0.7137
Range	0.0139	0.0068	-0.0071	-51.1%	0.0139
ATR	0.0066	0.0066	0.0000	0.4%	0.0000
Volume	168,659	119,061	-49,598	-29.4%	511,638

Daily Pivots for day following 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7329	0.7301	0.7174
R3	0.7261	0.7233	0.7156
R2	0.7193	0.7193	0.7149
R1	0.7165	0.7165	0.7143	0.7179
PP	0.7125	0.7125	0.7125	0.7132
S1	0.7097	0.7097	0.7131	0.7111
S2	0.7057	0.7057	0.7125
S3	0.6989	0.7029	0.7118
S4	0.6921	0.6961	0.7100

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7486	0.7213
R3	0.7417	0.7347	0.7175
R2	0.7278	0.7278	0.7162
R1	0.7208	0.7208	0.7150	0.7174
PP	0.7139	0.7139	0.7139	0.7122
S1	0.7069	0.7069	0.7124	0.7035
S2	0.7000	0.7000	0.7112
S3	0.6861	0.6930	0.7099
S4	0.6722	0.6791	0.7061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7210	0.7071	0.0139	1.9%	0.0077	1.1%	47%	False	False	120,004
10	0.7210	0.7058	0.0152	2.1%	0.0064	0.9%	52%	False	False	106,730
20	0.7300	0.7058	0.0242	3.4%	0.0067	0.9%	33%	False	False	105,506
40	0.7300	0.6825	0.0475	6.7%	0.0065	0.9%	66%	False	False	99,783
60	0.7407	0.6825	0.0582	8.2%	0.0063	0.9%	54%	False	False	80,726
80	0.7407	0.6825	0.0582	8.2%	0.0062	0.9%	54%	False	False	60,628
100	0.7407	0.6825	0.0582	8.2%	0.0058	0.8%	54%	False	False	48,518
120	0.7407	0.6825	0.0582	8.2%	0.0054	0.8%	54%	False	False	40,437

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7442
2.618	0.7331
1.618	0.7263
1.000	0.7221
0.618	0.7195
HIGH	0.7153
0.618	0.7127
0.500	0.7119
0.382	0.7111
LOW	0.7085
0.618	0.7043
1.000	0.7017
1.618	0.6975
2.618	0.6907
4.250	0.6796

Fisher Pivots for day following 22-Feb-2019
Pivot	1 day	3 day
R1	0.7131	0.7141
PP	0.7125	0.7139
S1	0.7119	0.7138

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

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