CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.6727	0.6720	-0.0007	-0.1%	0.6823
High	0.6759	0.6756	-0.0003	0.0%	0.6919
Low	0.6698	0.6705	0.0007	0.1%	0.6698
Close	0.6716	0.6717	0.0001	0.0%	0.6716
Range	0.0061	0.0051	-0.0010	-16.5%	0.0221
ATR	0.0098	0.0094	-0.0003	-3.5%	0.0000
Volume	75,487	60,763	-14,724	-19.5%	313,640

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6877	0.6848	0.6745
R3	0.6827	0.6797	0.6731
R2	0.6776	0.6776	0.6726
R1	0.6747	0.6747	0.6722	0.6736
PP	0.6726	0.6726	0.6726	0.6721
S1	0.6696	0.6696	0.6712	0.6686
S2	0.6675	0.6675	0.6708
S3	0.6625	0.6646	0.6703
S4	0.6574	0.6595	0.6689

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%	0.0106	1.6%	9%	False	False	71,862
10	0.6919	0.6698	0.0221	3.3%	0.0088	1.3%	9%	False	False	39,253
20	0.6919	0.6617	0.0302	4.5%	0.0091	1.4%	33%	False	False	20,462
40	0.6919	0.6310	0.0609	9.1%	0.0092	1.4%	67%	False	False	10,360
60	0.6919	0.6225	0.0694	10.3%	0.0091	1.4%	71%	False	False	6,922
80	0.7021	0.6225	0.0796	11.9%	0.0082	1.2%	62%	False	False	5,197
100	0.7140	0.6225	0.0915	13.6%	0.0069	1.0%	54%	False	False	4,157

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.6970
2.618	0.6888
1.618	0.6837
1.000	0.6806
0.618	0.6787
HIGH	0.6756
0.618	0.6736
0.500	0.6730
0.382	0.6724
LOW	0.6705
0.618	0.6674
1.000	0.6655
1.618	0.6623
2.618	0.6573
4.250	0.6490

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.6730	0.6796
PP	0.6726	0.6770
S1	0.6721	0.6743

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

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