CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	0.6722	0.6750	0.0029	0.4%	0.6746
High	0.6769	0.6807	0.0039	0.6%	0.6892
Low	0.6698	0.6731	0.0033	0.5%	0.6672
Close	0.6758	0.6797	0.0040	0.6%	0.6839
Range	0.0071	0.0076	0.0006	7.8%	0.0220
ATR	0.0095	0.0093	-0.0001	-1.4%	0.0000
Volume	1,634	3,371	1,737	106.3%	13,852

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7006	0.6978	0.6839
R3	0.6930	0.6902	0.6818
R2	0.6854	0.6854	0.6811
R1	0.6826	0.6826	0.6804	0.6840
PP	0.6778	0.6778	0.6778	0.6786
S1	0.6750	0.6750	0.6790	0.6764
S2	0.6702	0.6702	0.6783
S3	0.6626	0.6674	0.6776
S4	0.6550	0.6598	0.6755

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7368	0.6959
R3	0.7240	0.7149	0.6899
R2	0.7020	0.7020	0.6879
R1	0.6929	0.6929	0.6859	0.6975
PP	0.6801	0.6801	0.6801	0.6823
S1	0.6710	0.6710	0.6818	0.6755
S2	0.6581	0.6581	0.6798
S3	0.6362	0.6490	0.6778
S4	0.6142	0.6271	0.6718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6881	0.6698	0.0183	2.7%	0.0093	1.4%	54%	False	False	2,479
10	0.6892	0.6672	0.0220	3.2%	0.0091	1.3%	57%	False	False	2,336
20	0.6892	0.6426	0.0466	6.9%	0.0095	1.4%	80%	False	False	1,388
40	0.6892	0.6225	0.0667	9.8%	0.0092	1.3%	86%	False	False	729
60	0.6892	0.6225	0.0667	9.8%	0.0087	1.3%	86%	False	False	504
80	0.7021	0.6225	0.0796	11.7%	0.0074	1.1%	72%	False	False	379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7130
2.618	0.7006
1.618	0.6930
1.000	0.6883
0.618	0.6854
HIGH	0.6807
0.618	0.6778
0.500	0.6769
0.382	0.6760
LOW	0.6731
0.618	0.6684
1.000	0.6655
1.618	0.6608
2.618	0.6532
4.250	0.6408

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	0.6788	0.6782
PP	0.6778	0.6767
S1	0.6769	0.6753

Download as Excel Spreadsheet

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

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