CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	0.6722	0.6711	-0.0011	-0.2%	0.6823
High	0.6766	0.6750	-0.0016	-0.2%	0.6919
Low	0.6650	0.6679	0.0029	0.4%	0.6698
Close	0.6700	0.6726	0.0026	0.4%	0.6716
Range	0.0116	0.0072	-0.0045	-38.4%	0.0221
ATR	0.0096	0.0094	-0.0002	-1.8%	0.0000
Volume	99,507	56,375	-43,132	-43.3%	313,640

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6933	0.6901	0.6765
R3	0.6861	0.6829	0.6745
R2	0.6790	0.6790	0.6739
R1	0.6758	0.6758	0.6732	0.6774
PP	0.6718	0.6718	0.6718	0.6726
S1	0.6686	0.6686	0.6719	0.6702
S2	0.6647	0.6647	0.6712
S3	0.6575	0.6615	0.6706
S4	0.6504	0.6543	0.6686

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	0.6894	0.6650	0.0244	3.6%	0.0098	1.5%	31%	False	False	72,553
10	0.6919	0.6650	0.0269	4.0%	0.0093	1.4%	28%	False	False	54,469
20	0.6919	0.6650	0.0269	4.0%	0.0093	1.4%	28%	False	False	28,249
40	0.6919	0.6310	0.0609	9.0%	0.0092	1.4%	68%	False	False	14,254
60	0.6919	0.6225	0.0694	10.3%	0.0092	1.4%	72%	False	False	9,519
80	0.6925	0.6225	0.0700	10.4%	0.0083	1.2%	72%	False	False	7,145
100	0.7140	0.6225	0.0915	13.6%	0.0070	1.0%	55%	False	False	5,716

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7054
2.618	0.6937
1.618	0.6866
1.000	0.6822
0.618	0.6794
HIGH	0.6750
0.618	0.6723
0.500	0.6714
0.382	0.6706
LOW	0.6679
0.618	0.6634
1.000	0.6607
1.618	0.6563
2.618	0.6491
4.250	0.6375

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	0.6722	0.6720
PP	0.6718	0.6714
S1	0.6714	0.6708

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

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