CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 22-Dec-2022

Day Change Summary
	Previous	Current
	21-Dec-2022	22-Dec-2022	Change	Change %	Previous Week
Open	0.6711	0.6726	0.0015	0.2%	0.6823
High	0.6750	0.6788	0.0038	0.6%	0.6919
Low	0.6679	0.6669	-0.0010	-0.1%	0.6698
Close	0.6726	0.6678	-0.0048	-0.7%	0.6716
Range	0.0072	0.0119	0.0047	65.7%	0.0221
ATR	0.0094	0.0096	0.0002	1.8%	0.0000
Volume	56,375	76,461	20,086	35.6%	313,640

Daily Pivots for day following 22-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7067	0.6991	0.6743
R3	0.6949	0.6873	0.6711
R2	0.6830	0.6830	0.6700
R1	0.6754	0.6754	0.6689	0.6733
PP	0.6712	0.6712	0.6712	0.6701
S1	0.6636	0.6636	0.6667	0.6614
S2	0.6593	0.6593	0.6656
S3	0.6475	0.6517	0.6645
S4	0.6356	0.6399	0.6613

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	0.6788	0.6650	0.0138	2.1%	0.0083	1.2%	20%	True	False	73,718
10	0.6919	0.6650	0.0269	4.0%	0.0098	1.5%	10%	False	False	61,778
20	0.6919	0.6650	0.0269	4.0%	0.0094	1.4%	10%	False	False	32,057
40	0.6919	0.6310	0.0609	9.1%	0.0094	1.4%	60%	False	False	16,165
60	0.6919	0.6225	0.0694	10.4%	0.0091	1.4%	65%	False	False	10,790
80	0.6925	0.6225	0.0700	10.5%	0.0084	1.3%	65%	False	False	8,101
100	0.7140	0.6225	0.0915	13.7%	0.0071	1.1%	50%	False	False	6,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7291
2.618	0.7098
1.618	0.6979
1.000	0.6906
0.618	0.6861
HIGH	0.6788
0.618	0.6742
0.500	0.6728
0.382	0.6714
LOW	0.6669
0.618	0.6596
1.000	0.6551
1.618	0.6477
2.618	0.6359
4.250	0.6165

Fisher Pivots for day following 22-Dec-2022
Pivot	1 day	3 day
R1	0.6728	0.6719
PP	0.6712	0.6705
S1	0.6695	0.6692

Download as Excel Spreadsheet

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

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