CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	0.6726	0.6691	-0.0036	-0.5%	0.6720
High	0.6788	0.6746	-0.0042	-0.6%	0.6788
Low	0.6669	0.6681	0.0012	0.2%	0.6650
Close	0.6678	0.6732	0.0054	0.8%	0.6732
Range	0.0119	0.0065	-0.0054	-45.1%	0.0138
ATR	0.0096	0.0094	-0.0002	-2.1%	0.0000
Volume	76,461	59,182	-17,279	-22.6%	352,288

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6914	0.6888	0.6767
R3	0.6849	0.6823	0.6749
R2	0.6784	0.6784	0.6743
R1	0.6758	0.6758	0.6737	0.6771
PP	0.6719	0.6719	0.6719	0.6726
S1	0.6693	0.6693	0.6726	0.6706
S2	0.6654	0.6654	0.6720
S3	0.6589	0.6628	0.6714
S4	0.6524	0.6563	0.6696

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7136	0.7071	0.6807
R3	0.6998	0.6934	0.6769
R2	0.6861	0.6861	0.6757
R1	0.6796	0.6796	0.6744	0.6828
PP	0.6723	0.6723	0.6723	0.6739
S1	0.6659	0.6659	0.6719	0.6691
S2	0.6586	0.6586	0.6706
S3	0.6448	0.6521	0.6694
S4	0.6311	0.6384	0.6656

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	2.0%	0.0084	1.3%	59%	False	False	70,457
10	0.6919	0.6650	0.0269	4.0%	0.0097	1.4%	30%	False	False	66,592
20	0.6919	0.6650	0.0269	4.0%	0.0095	1.4%	30%	False	False	35,006
40	0.6919	0.6310	0.0609	9.0%	0.0095	1.4%	69%	False	False	17,642
60	0.6919	0.6225	0.0694	10.3%	0.0091	1.4%	73%	False	False	11,776
80	0.6925	0.6225	0.0700	10.4%	0.0085	1.3%	72%	False	False	8,840
100	0.7140	0.6225	0.0915	13.6%	0.0072	1.1%	55%	False	False	7,073

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7022
2.618	0.6916
1.618	0.6851
1.000	0.6811
0.618	0.6786
HIGH	0.6746
0.618	0.6721
0.500	0.6713
0.382	0.6705
LOW	0.6681
0.618	0.6640
1.000	0.6616
1.618	0.6575
2.618	0.6510
4.250	0.6404

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	0.6725	0.6730
PP	0.6719	0.6729
S1	0.6713	0.6728

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

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