CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	0.6750	0.6800	0.0050	0.7%	0.6822
High	0.6807	0.6840	0.0033	0.5%	0.6881
Low	0.6731	0.6770	0.0039	0.6%	0.6698
Close	0.6797	0.6829	0.0032	0.5%	0.6829
Range	0.0076	0.0070	-0.0006	-7.9%	0.0183
ATR	0.0093	0.0092	-0.0002	-1.8%	0.0000
Volume	3,371	11,035	7,664	227.4%	20,357

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7023	0.6996	0.6868
R3	0.6953	0.6926	0.6848
R2	0.6883	0.6883	0.6842
R1	0.6856	0.6856	0.6835	0.6869
PP	0.6813	0.6813	0.6813	0.6819
S1	0.6786	0.6786	0.6823	0.6799
S2	0.6743	0.6743	0.6816
S3	0.6673	0.6716	0.6810
S4	0.6603	0.6646	0.6791

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7352	0.7273	0.6930
R3	0.7169	0.7090	0.6879
R2	0.6986	0.6986	0.6863
R1	0.6907	0.6907	0.6846	0.6947
PP	0.6803	0.6803	0.6803	0.6822
S1	0.6724	0.6724	0.6812	0.6764
S2	0.6620	0.6620	0.6795
S3	0.6437	0.6541	0.6779
S4	0.6254	0.6358	0.6728

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%	0.0089	1.3%	72%	False	False	4,071
10	0.6892	0.6672	0.0220	3.2%	0.0092	1.4%	72%	False	False	3,420
20	0.6892	0.6612	0.0280	4.1%	0.0087	1.3%	78%	False	False	1,930
40	0.6892	0.6232	0.0660	9.7%	0.0090	1.3%	91%	False	False	1,004
60	0.6892	0.6225	0.0667	9.8%	0.0088	1.3%	91%	False	False	688
80	0.7021	0.6225	0.0796	11.7%	0.0075	1.1%	76%	False	False	517

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7137
2.618	0.7023
1.618	0.6953
1.000	0.6910
0.618	0.6883
HIGH	0.6840
0.618	0.6813
0.500	0.6805
0.382	0.6796
LOW	0.6770
0.618	0.6726
1.000	0.6700
1.618	0.6656
2.618	0.6586
4.250	0.6472

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	0.6821	0.6809
PP	0.6813	0.6789
S1	0.6805	0.6769

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

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