CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 03-Jan-2023

Day Change Summary
	Previous	Current
	30-Dec-2022	03-Jan-2023	Change	Change %	Previous Week
Open	0.6790	0.6817	0.0027	0.4%	0.6741
High	0.6841	0.6854	0.0014	0.2%	0.6841
Low	0.6773	0.6706	-0.0067	-1.0%	0.6729
Close	0.6829	0.6754	-0.0075	-1.1%	0.6829
Range	0.0068	0.0148	0.0080	117.6%	0.0112
ATR	0.0089	0.0093	0.0004	4.8%	0.0000
Volume	62,239	110,981	48,742	78.3%	228,843

Daily Pivots for day following 03-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7215	0.7133	0.6835
R3	0.7067	0.6985	0.6795
R2	0.6919	0.6919	0.6781
R1	0.6837	0.6837	0.6768	0.6804
PP	0.6771	0.6771	0.6771	0.6755
S1	0.6689	0.6689	0.6740	0.6656
S2	0.6623	0.6623	0.6727
S3	0.6475	0.6541	0.6713
S4	0.6327	0.6393	0.6673

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	0.6854	0.6706	0.0148	2.2%	0.0086	1.3%	32%	True	True	67,964
10	0.6854	0.6650	0.0204	3.0%	0.0085	1.3%	51%	True	False	69,211
20	0.6919	0.6650	0.0269	4.0%	0.0092	1.4%	39%	False	False	51,305
40	0.6919	0.6319	0.0600	8.9%	0.0096	1.4%	73%	False	False	26,128
60	0.6919	0.6225	0.0694	10.3%	0.0089	1.3%	76%	False	False	17,434
80	0.6925	0.6225	0.0700	10.4%	0.0087	1.3%	76%	False	False	13,088
100	0.7140	0.6225	0.0915	13.5%	0.0075	1.1%	58%	False	False	10,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7483
2.618	0.7241
1.618	0.7093
1.000	0.7002
0.618	0.6945
HIGH	0.6854
0.618	0.6797
0.500	0.6780
0.382	0.6763
LOW	0.6706
0.618	0.6615
1.000	0.6558
1.618	0.6467
2.618	0.6319
4.250	0.6077

Fisher Pivots for day following 03-Jan-2023
Pivot	1 day	3 day
R1	0.6780	0.6780
PP	0.6771	0.6771
S1	0.6763	0.6763

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

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