CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 01-Mar-2019

Day Change Summary
	Previous	Current
	28-Feb-2019	01-Mar-2019	Change	Change %	Previous Week
Open	0.7143	0.7099	-0.0044	-0.6%	0.7151
High	0.7169	0.7124	-0.0045	-0.6%	0.7202
Low	0.7092	0.7071	-0.0021	-0.3%	0.7071
Close	0.7095	0.7075	-0.0020	-0.3%	0.7075
Range	0.0077	0.0053	-0.0024	-31.2%	0.0131
ATR	0.0066	0.0065	-0.0001	-1.4%	0.0000
Volume	117,006	112,173	-4,833	-4.1%	508,234

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7249	0.7215	0.7104
R3	0.7196	0.7162	0.7090
R2	0.7143	0.7143	0.7085
R1	0.7109	0.7109	0.7080	0.7100
PP	0.7090	0.7090	0.7090	0.7085
S1	0.7056	0.7056	0.7070	0.7046
S2	0.7037	0.7037	0.7065
S3	0.6984	0.7003	0.7060
S4	0.6931	0.6950	0.7046

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7509	0.7423	0.7147
R3	0.7378	0.7292	0.7111
R2	0.7247	0.7247	0.7099
R1	0.7161	0.7161	0.7087	0.7139
PP	0.7116	0.7116	0.7116	0.7105
S1	0.7030	0.7030	0.7063	0.7007
S2	0.6985	0.6985	0.7051
S3	0.6854	0.6899	0.7039
S4	0.6723	0.6768	0.7003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7202	0.7071	0.0131	1.9%	0.0061	0.9%	3%	False	True	101,646
10	0.7210	0.7071	0.0139	2.0%	0.0069	1.0%	3%	False	True	110,825
20	0.7289	0.7058	0.0231	3.3%	0.0064	0.9%	7%	False	False	104,074
40	0.7300	0.6825	0.0475	6.7%	0.0066	0.9%	53%	False	False	104,081
60	0.7407	0.6825	0.0582	8.2%	0.0063	0.9%	43%	False	False	89,053
80	0.7407	0.6825	0.0582	8.2%	0.0061	0.9%	43%	False	False	66,962
100	0.7407	0.6825	0.0582	8.2%	0.0059	0.8%	43%	False	False	53,598
120	0.7407	0.6825	0.0582	8.2%	0.0055	0.8%	43%	False	False	44,672

Crabel Price Patterns
NR	True
NR4	False
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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7349
2.618	0.7263
1.618	0.7210
1.000	0.7177
0.618	0.7157
HIGH	0.7124
0.618	0.7104
0.500	0.7098
0.382	0.7091
LOW	0.7071
0.618	0.7038
1.000	0.7018
1.618	0.6985
2.618	0.6932
4.250	0.6846

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	0.7098	0.7137
PP	0.7090	0.7116
S1	0.7083	0.7096

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

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