CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 27-Feb-2019

Day Change Summary
	Previous	Current
	26-Feb-2019	27-Feb-2019	Change	Change %	Previous Week
Open	0.7172	0.7194	0.0022	0.3%	0.7142
High	0.7198	0.7202	0.0004	0.1%	0.7210
Low	0.7145	0.7130	-0.0015	-0.2%	0.7071
Close	0.7196	0.7143	-0.0053	-0.7%	0.7137
Range	0.0053	0.0072	0.0019	35.8%	0.0139
ATR	0.0064	0.0065	0.0001	0.8%	0.0000
Volume	92,601	98,098	5,497	5.9%	511,638

Daily Pivots for day following 27-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7374	0.7331	0.7183
R3	0.7302	0.7259	0.7163
R2	0.7230	0.7230	0.7156
R1	0.7187	0.7187	0.7150	0.7173
PP	0.7158	0.7158	0.7158	0.7151
S1	0.7115	0.7115	0.7136	0.7101
S2	0.7086	0.7086	0.7130
S3	0.7014	0.7043	0.7123
S4	0.6942	0.6971	0.7103

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%	0.0076	1.1%	52%	False	False	113,355
10	0.7210	0.7071	0.0139	1.9%	0.0067	0.9%	52%	False	False	108,237
20	0.7300	0.7058	0.0242	3.4%	0.0066	0.9%	35%	False	False	106,195
40	0.7300	0.6825	0.0475	6.6%	0.0066	0.9%	67%	False	False	102,133
60	0.7407	0.6825	0.0582	8.1%	0.0062	0.9%	55%	False	False	85,295
80	0.7407	0.6825	0.0582	8.1%	0.0062	0.9%	55%	False	False	64,114
100	0.7407	0.6825	0.0582	8.1%	0.0058	0.8%	55%	False	False	51,307
120	0.7407	0.6825	0.0582	8.1%	0.0055	0.8%	55%	False	False	42,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7508
2.618	0.7390
1.618	0.7318
1.000	0.7274
0.618	0.7246
HIGH	0.7202
0.618	0.7174
0.500	0.7166
0.382	0.7158
LOW	0.7130
0.618	0.7086
1.000	0.7058
1.618	0.7014
2.618	0.6942
4.250	0.6824

Fisher Pivots for day following 27-Feb-2019
Pivot	1 day	3 day
R1	0.7166	0.7166
PP	0.7158	0.7158
S1	0.7151	0.7151

Download as Excel Spreadsheet

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

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