CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	0.6772	0.6882	0.0110	1.6%	0.6822
High	0.6919	0.6907	-0.0012	-0.2%	0.6881
Low	0.6766	0.6832	0.0067	1.0%	0.6698
Close	0.6883	0.6873	-0.0010	-0.1%	0.6829
Range	0.0153	0.0075	-0.0079	-51.3%	0.0183
ATR	0.0095	0.0093	-0.0001	-1.5%	0.0000
Volume	82,407	70,023	-12,384	-15.0%	20,357

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7094	0.7058	0.6914
R3	0.7020	0.6984	0.6893
R2	0.6945	0.6945	0.6887
R1	0.6909	0.6909	0.6880	0.6890
PP	0.6871	0.6871	0.6871	0.6861
S1	0.6835	0.6835	0.6866	0.6815
S2	0.6796	0.6796	0.6859
S3	0.6722	0.6760	0.6853
S4	0.6647	0.6686	0.6832

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	0.6731	0.0188	2.7%	0.0089	1.3%	76%	False	False	36,385
10	0.6919	0.6698	0.0221	3.2%	0.0091	1.3%	79%	False	False	19,424
20	0.6919	0.6617	0.0302	4.4%	0.0087	1.3%	85%	False	False	10,282
40	0.6919	0.6244	0.0675	9.8%	0.0091	1.3%	93%	False	False	5,191
60	0.6919	0.6225	0.0694	10.1%	0.0091	1.3%	93%	False	False	3,479
80	0.7021	0.6225	0.0796	11.6%	0.0079	1.1%	81%	False	False	2,611
100	0.7140	0.6225	0.0915	13.3%	0.0067	1.0%	71%	False	False	2,089

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

Fibonacci Retracements and Extensions
4.250	0.7223
2.618	0.7102
1.618	0.7027
1.000	0.6981
0.618	0.6953
HIGH	0.6907
0.618	0.6878
0.500	0.6869
0.382	0.6860
LOW	0.6832
0.618	0.6786
1.000	0.6758
1.618	0.6711
2.618	0.6637
4.250	0.6515

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	0.6872	0.6861
PP	0.6871	0.6849
S1	0.6869	0.6837

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

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