CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 04-Mar-2019

Day Change Summary
	Previous	Current
	01-Mar-2019	04-Mar-2019	Change	Change %	Previous Week
Open	0.7099	0.7099	0.0000	0.0%	0.7151
High	0.7124	0.7110	-0.0014	-0.2%	0.7202
Low	0.7071	0.7077	0.0006	0.1%	0.7071
Close	0.7075	0.7088	0.0013	0.2%	0.7075
Range	0.0053	0.0033	-0.0020	-37.7%	0.0131
ATR	0.0065	0.0063	-0.0002	-3.3%	0.0000
Volume	112,173	76,070	-36,103	-32.2%	508,234

Daily Pivots for day following 04-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7191	0.7172	0.7106
R3	0.7158	0.7139	0.7097
R2	0.7125	0.7125	0.7094
R1	0.7106	0.7106	0.7091	0.7099
PP	0.7092	0.7092	0.7092	0.7088
S1	0.7073	0.7073	0.7085	0.7066
S2	0.7059	0.7059	0.7082
S3	0.7026	0.7040	0.7079
S4	0.6993	0.7007	0.7070

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	1.8%	0.0058	0.8%	13%	False	False	99,189
10	0.7210	0.7071	0.0139	2.0%	0.0066	0.9%	12%	False	False	109,594
20	0.7269	0.7058	0.0211	3.0%	0.0063	0.9%	14%	False	False	102,198
40	0.7300	0.7001	0.0299	4.2%	0.0062	0.9%	29%	False	False	102,589
60	0.7369	0.6825	0.0544	7.7%	0.0062	0.9%	48%	False	False	90,285
80	0.7407	0.6825	0.0582	8.2%	0.0061	0.9%	45%	False	False	67,910
100	0.7407	0.6825	0.0582	8.2%	0.0059	0.8%	45%	False	False	54,358
120	0.7407	0.6825	0.0582	8.2%	0.0055	0.8%	45%	False	False	45,306

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7250
2.618	0.7196
1.618	0.7163
1.000	0.7143
0.618	0.7130
HIGH	0.7110
0.618	0.7097
0.500	0.7094
0.382	0.7090
LOW	0.7077
0.618	0.7057
1.000	0.7044
1.618	0.7024
2.618	0.6991
4.250	0.6937

Fisher Pivots for day following 04-Mar-2019
Pivot	1 day	3 day
R1	0.7094	0.7120
PP	0.7092	0.7109
S1	0.7090	0.7099

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

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