CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 12-Mar-2019

Day Change Summary
	Previous	Current
	11-Mar-2019	12-Mar-2019	Change	Change %	Previous Week
Open	0.7039	0.7070	0.0031	0.4%	0.7099
High	0.7078	0.7093	0.0015	0.2%	0.7110
Low	0.7027	0.7058	0.0031	0.4%	0.7004
Close	0.7062	0.7088	0.0026	0.4%	0.7048
Range	0.0051	0.0035	-0.0016	-31.4%	0.0106
ATR	0.0059	0.0058	-0.0002	-2.9%	0.0000
Volume	87,236	96,021	8,785	10.1%	465,836

Daily Pivots for day following 12-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7185	0.7171	0.7107
R3	0.7150	0.7136	0.7098
R2	0.7115	0.7115	0.7094
R1	0.7101	0.7101	0.7091	0.7108
PP	0.7080	0.7080	0.7080	0.7083
S1	0.7066	0.7066	0.7085	0.7073
S2	0.7045	0.7045	0.7082
S3	0.7010	0.7031	0.7078
S4	0.6975	0.6996	0.7069

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7372	0.7316	0.7106
R3	0.7266	0.7210	0.7077
R2	0.7160	0.7160	0.7067
R1	0.7104	0.7104	0.7058	0.7079
PP	0.7054	0.7054	0.7054	0.7042
S1	0.6998	0.6998	0.7038	0.6973
S2	0.6948	0.6948	0.7029
S3	0.6842	0.6892	0.7019
S4	0.6736	0.6786	0.6990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7094	0.7004	0.0090	1.3%	0.0051	0.7%	93%	False	False	99,292
10	0.7202	0.7004	0.0198	2.8%	0.0053	0.7%	42%	False	False	97,637
20	0.7210	0.7004	0.0206	2.9%	0.0059	0.8%	41%	False	False	102,284
40	0.7300	0.7004	0.0296	4.2%	0.0060	0.9%	28%	False	False	100,714
60	0.7300	0.6825	0.0475	6.7%	0.0062	0.9%	55%	False	False	97,387
80	0.7407	0.6825	0.0582	8.2%	0.0061	0.9%	45%	False	False	75,057
100	0.7407	0.6825	0.0582	8.2%	0.0059	0.8%	45%	False	False	60,086
120	0.7407	0.6825	0.0582	8.2%	0.0056	0.8%	45%	False	False	50,079

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7242
2.618	0.7185
1.618	0.7150
1.000	0.7128
0.618	0.7115
HIGH	0.7093
0.618	0.7080
0.500	0.7076
0.382	0.7071
LOW	0.7058
0.618	0.7036
1.000	0.7023
1.618	0.7001
2.618	0.6966
4.250	0.6909

Fisher Pivots for day following 12-Mar-2019
Pivot	1 day	3 day
R1	0.7084	0.7075
PP	0.7080	0.7062
S1	0.7076	0.7049

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

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