CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	0.6885	0.6727	-0.0158	-2.3%	0.6823
High	0.6894	0.6759	-0.0135	-2.0%	0.6919
Low	0.6701	0.6698	-0.0003	0.0%	0.6698
Close	0.6727	0.6716	-0.0011	-0.2%	0.6716
Range	0.0193	0.0061	-0.0133	-68.7%	0.0221
ATR	0.0101	0.0098	-0.0003	-2.8%	0.0000
Volume	70,633	75,487	4,854	6.9%	313,640

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6906	0.6871	0.6749
R3	0.6845	0.6811	0.6733
R2	0.6785	0.6785	0.6727
R1	0.6750	0.6750	0.6722	0.6737
PP	0.6724	0.6724	0.6724	0.6718
S1	0.6690	0.6690	0.6710	0.6677
S2	0.6664	0.6664	0.6705
S3	0.6603	0.6629	0.6699
S4	0.6543	0.6569	0.6683

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7439	0.7298	0.6837
R3	0.7219	0.7078	0.6777
R2	0.6998	0.6998	0.6756
R1	0.6857	0.6857	0.6736	0.6817
PP	0.6778	0.6778	0.6778	0.6758
S1	0.6637	0.6637	0.6696	0.6597
S2	0.6557	0.6557	0.6676
S3	0.6337	0.6416	0.6655
S4	0.6116	0.6196	0.6595

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	3.3%	0.0110	1.6%	8%	False	True	62,728
10	0.6919	0.6698	0.0221	3.3%	0.0099	1.5%	8%	False	True	33,399
20	0.6919	0.6617	0.0302	4.5%	0.0092	1.4%	33%	False	False	17,429
40	0.6919	0.6244	0.0675	10.1%	0.0095	1.4%	70%	False	False	8,843
60	0.6919	0.6225	0.0694	10.3%	0.0092	1.4%	71%	False	False	5,910
80	0.7021	0.6225	0.0796	11.9%	0.0081	1.2%	62%	False	False	4,437
100	0.7140	0.6225	0.0915	13.6%	0.0069	1.0%	54%	False	False	3,550

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7016
2.618	0.6917
1.618	0.6856
1.000	0.6819
0.618	0.6796
HIGH	0.6759
0.618	0.6735
0.500	0.6728
0.382	0.6721
LOW	0.6698
0.618	0.6661
1.000	0.6638
1.618	0.6600
2.618	0.6540
4.250	0.6441

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	0.6728	0.6802
PP	0.6724	0.6774
S1	0.6720	0.6745

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

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