CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	0.6823	0.6772	-0.0051	-0.7%	0.6822
High	0.6824	0.6919	0.0095	1.4%	0.6881
Low	0.6755	0.6766	0.0011	0.2%	0.6698
Close	0.6768	0.6883	0.0116	1.7%	0.6829
Range	0.0069	0.0153	0.0084	121.7%	0.0183
ATR	0.0090	0.0095	0.0004	4.9%	0.0000
Volume	15,090	82,407	67,317	446.1%	20,357

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7315	0.7252	0.6967
R3	0.7162	0.7099	0.6925
R2	0.7009	0.7009	0.6911
R1	0.6946	0.6946	0.6897	0.6977
PP	0.6856	0.6856	0.6856	0.6871
S1	0.6793	0.6793	0.6869	0.6824
S2	0.6703	0.6703	0.6855
S3	0.6550	0.6640	0.6841
S4	0.6397	0.6487	0.6799

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	0.6919	0.6698	0.0221	3.2%	0.0088	1.3%	84%	True	False	22,707
10	0.6919	0.6698	0.0221	3.2%	0.0097	1.4%	84%	True	False	12,479
20	0.6919	0.6617	0.0302	4.4%	0.0089	1.3%	88%	True	False	6,789
40	0.6919	0.6244	0.0675	9.8%	0.0090	1.3%	95%	True	False	3,440
60	0.6919	0.6225	0.0694	10.1%	0.0090	1.3%	95%	True	False	2,312
80	0.7021	0.6225	0.0796	11.6%	0.0078	1.1%	83%	False	False	1,735
100	0.7140	0.6225	0.0915	13.3%	0.0066	1.0%	72%	False	False	1,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7569
2.618	0.7319
1.618	0.7166
1.000	0.7072
0.618	0.7013
HIGH	0.6919
0.618	0.6860
0.500	0.6842
0.382	0.6824
LOW	0.6766
0.618	0.6671
1.000	0.6613
1.618	0.6518
2.618	0.6365
4.250	0.6115

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	0.6869	0.6868
PP	0.6856	0.6852
S1	0.6842	0.6837

Download as Excel Spreadsheet

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

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