CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 06-Jan-2023

Day Change Summary
	Previous	Current
	05-Jan-2023	06-Jan-2023	Change	Change %	Previous Week
Open	0.6854	0.6771	-0.0084	-1.2%	0.6817
High	0.6864	0.6905	0.0041	0.6%	0.6906
Low	0.6753	0.6732	-0.0021	-0.3%	0.6706
Close	0.6776	0.6900	0.0125	1.8%	0.6900
Range	0.0111	0.0173	0.0062	55.4%	0.0200
ATR	0.0099	0.0105	0.0005	5.3%	0.0000
Volume	92,280	101,320	9,040	9.8%	433,311

Daily Pivots for day following 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7363	0.7304	0.6995
R3	0.7191	0.7132	0.6947
R2	0.7018	0.7018	0.6932
R1	0.6959	0.6959	0.6916	0.6989
PP	0.6846	0.6846	0.6846	0.6860
S1	0.6787	0.6787	0.6884	0.6816
S2	0.6673	0.6673	0.6868
S3	0.6501	0.6614	0.6853
S4	0.6328	0.6442	0.6805

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7437	0.7369	0.7010
R3	0.7237	0.7169	0.6955
R2	0.7037	0.7037	0.6937
R1	0.6969	0.6969	0.6918	0.7003
PP	0.6837	0.6837	0.6837	0.6855
S1	0.6769	0.6769	0.6882	0.6803
S2	0.6637	0.6637	0.6863
S3	0.6437	0.6569	0.6845
S4	0.6237	0.6369	0.6790

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	2.9%	0.0134	1.9%	97%	False	False	99,110
10	0.6906	0.6669	0.0237	3.4%	0.0107	1.6%	97%	False	False	79,779
20	0.6919	0.6650	0.0269	3.9%	0.0100	1.5%	93%	False	False	67,124
40	0.6919	0.6426	0.0493	7.1%	0.0098	1.4%	96%	False	False	34,173
60	0.6919	0.6225	0.0694	10.1%	0.0094	1.4%	97%	False	False	22,805
80	0.6919	0.6225	0.0694	10.1%	0.0090	1.3%	97%	False	False	17,117
100	0.7040	0.6225	0.0815	11.8%	0.0079	1.1%	83%	False	False	13,694

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	0.0023
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7638
2.618	0.7356
1.618	0.7184
1.000	0.7077
0.618	0.7011
HIGH	0.6905
0.618	0.6839
0.500	0.6818
0.382	0.6798
LOW	0.6732
0.618	0.6625
1.000	0.6560
1.618	0.6453
2.618	0.6280
4.250	0.5999

Fisher Pivots for day following 06-Jan-2023
Pivot	1 day	3 day
R1	0.6873	0.6873
PP	0.6846	0.6846
S1	0.6818	0.6819

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

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