CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	0.6758	0.6790	0.0032	0.5%	0.6741
High	0.6807	0.6841	0.0034	0.5%	0.6841
Low	0.6729	0.6773	0.0044	0.6%	0.6729
Close	0.6806	0.6829	0.0023	0.3%	0.6829
Range	0.0078	0.0068	-0.0010	-12.3%	0.0112
ATR	0.0090	0.0089	-0.0002	-1.8%	0.0000
Volume	53,525	62,239	8,714	16.3%	228,843

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7018	0.6991	0.6866
R3	0.6950	0.6923	0.6847
R2	0.6882	0.6882	0.6841
R1	0.6855	0.6855	0.6835	0.6869
PP	0.6814	0.6814	0.6814	0.6821
S1	0.6787	0.6787	0.6822	0.6801
S2	0.6746	0.6746	0.6816
S3	0.6678	0.6719	0.6810
S4	0.6610	0.6651	0.6791

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7134	0.7093	0.6890
R3	0.7022	0.6981	0.6859
R2	0.6911	0.6911	0.6849
R1	0.6870	0.6870	0.6839	0.6890
PP	0.6799	0.6799	0.6799	0.6810
S1	0.6758	0.6758	0.6818	0.6779
S2	0.6688	0.6688	0.6808
S3	0.6576	0.6647	0.6798
S4	0.6465	0.6535	0.6767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6841	0.6681	0.0160	2.3%	0.0070	1.0%	93%	True	False	57,605
10	0.6841	0.6650	0.0191	2.8%	0.0077	1.1%	94%	True	False	65,661
20	0.6919	0.6650	0.0269	3.9%	0.0090	1.3%	66%	False	False	45,910
40	0.6919	0.6310	0.0609	8.9%	0.0094	1.4%	85%	False	False	23,355
60	0.6919	0.6225	0.0694	10.2%	0.0089	1.3%	87%	False	False	15,584
80	0.6925	0.6225	0.0700	10.3%	0.0086	1.3%	86%	False	False	11,701
100	0.7140	0.6225	0.0915	13.4%	0.0074	1.1%	66%	False	False	9,361

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7130
2.618	0.7019
1.618	0.6951
1.000	0.6909
0.618	0.6883
HIGH	0.6841
0.618	0.6815
0.500	0.6807
0.382	0.6798
LOW	0.6773
0.618	0.6730
1.000	0.6705
1.618	0.6662
2.618	0.6594
4.250	0.6484

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	0.6821	0.6814
PP	0.6814	0.6799
S1	0.6807	0.6785

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

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