CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	0.6749	0.6854	0.0106	1.6%	0.6741
High	0.6906	0.6864	-0.0043	-0.6%	0.6841
Low	0.6735	0.6753	0.0018	0.3%	0.6729
Close	0.6859	0.6776	-0.0083	-1.2%	0.6829
Range	0.0171	0.0111	-0.0060	-35.1%	0.0112
ATR	0.0098	0.0099	0.0001	0.9%	0.0000
Volume	128,730	92,280	-36,450	-28.3%	228,843

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7130	0.7064	0.6837
R3	0.7019	0.6953	0.6806
R2	0.6908	0.6908	0.6796
R1	0.6842	0.6842	0.6786	0.6820
PP	0.6797	0.6797	0.6797	0.6786
S1	0.6731	0.6731	0.6765	0.6709
S2	0.6686	0.6686	0.6755
S3	0.6575	0.6620	0.6745
S4	0.6464	0.6509	0.6714

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	0.6906	0.6706	0.0200	3.0%	0.0115	1.7%	35%	False	False	89,551
10	0.6906	0.6669	0.0237	3.5%	0.0097	1.4%	45%	False	False	75,285
20	0.6919	0.6650	0.0269	4.0%	0.0095	1.4%	47%	False	False	62,140
40	0.6919	0.6426	0.0493	7.3%	0.0096	1.4%	71%	False	False	31,641
60	0.6919	0.6225	0.0694	10.2%	0.0092	1.4%	79%	False	False	21,117
80	0.6925	0.6225	0.0700	10.3%	0.0090	1.3%	79%	False	False	15,850
100	0.7040	0.6225	0.0815	12.0%	0.0077	1.1%	68%	False	False	12,681

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7335
2.618	0.7154
1.618	0.7043
1.000	0.6975
0.618	0.6932
HIGH	0.6864
0.618	0.6821
0.500	0.6808
0.382	0.6795
LOW	0.6753
0.618	0.6684
1.000	0.6642
1.618	0.6573
2.618	0.6462
4.250	0.6281

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	0.6808	0.6806
PP	0.6797	0.6796
S1	0.6786	0.6786

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

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