CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 29-Dec-2022

Day Change Summary
	Previous	Current
	28-Dec-2022	29-Dec-2022	Change	Change %	Previous Week
Open	0.6754	0.6758	0.0005	0.1%	0.6720
High	0.6822	0.6807	-0.0015	-0.2%	0.6788
Low	0.6740	0.6729	-0.0011	-0.2%	0.6650
Close	0.6764	0.6806	0.0042	0.6%	0.6732
Range	0.0082	0.0078	-0.0005	-5.5%	0.0138
ATR	0.0091	0.0090	-0.0001	-1.1%	0.0000
Volume	62,159	53,525	-8,634	-13.9%	352,288

Daily Pivots for day following 29-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7013	0.6987	0.6848
R3	0.6935	0.6909	0.6827
R2	0.6858	0.6858	0.6820
R1	0.6832	0.6832	0.6813	0.6845
PP	0.6780	0.6780	0.6780	0.6787
S1	0.6754	0.6754	0.6798	0.6767
S2	0.6703	0.6703	0.6791
S3	0.6625	0.6677	0.6784
S4	0.6548	0.6599	0.6763

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	0.6822	0.6669	0.0153	2.2%	0.0080	1.2%	90%	False	False	60,449
10	0.6894	0.6650	0.0244	3.6%	0.0089	1.3%	64%	False	False	66,501
20	0.6919	0.6650	0.0269	3.9%	0.0090	1.3%	58%	False	False	42,962
40	0.6919	0.6310	0.0609	8.9%	0.0095	1.4%	81%	False	False	21,801
60	0.6919	0.6225	0.0694	10.2%	0.0090	1.3%	84%	False	False	14,547
80	0.6925	0.6225	0.0700	10.3%	0.0086	1.3%	83%	False	False	10,923
100	0.7140	0.6225	0.0915	13.4%	0.0073	1.1%	63%	False	False	8,739

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7136
2.618	0.7009
1.618	0.6932
1.000	0.6884
0.618	0.6854
HIGH	0.6807
0.618	0.6777
0.500	0.6768
0.382	0.6759
LOW	0.6729
0.618	0.6681
1.000	0.6652
1.618	0.6604
2.618	0.6526
4.250	0.6400

Fisher Pivots for day following 29-Dec-2022
Pivot	1 day	3 day
R1	0.6793	0.6795
PP	0.6780	0.6785
S1	0.6768	0.6775

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

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