CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Jan-2023

Day Change Summary
	Previous	Current
	06-Jan-2023	09-Jan-2023	Change	Change %	Previous Week
Open	0.6771	0.6894	0.0123	1.8%	0.6817
High	0.6905	0.6968	0.0063	0.9%	0.6906
Low	0.6732	0.6892	0.0160	2.4%	0.6706
Close	0.6900	0.6952	0.0052	0.8%	0.6900
Range	0.0173	0.0076	-0.0097	-56.2%	0.0200
ATR	0.0105	0.0102	-0.0002	-2.0%	0.0000
Volume	101,320	85,592	-15,728	-15.5%	433,311

Daily Pivots for day following 09-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7164	0.7133	0.6994
R3	0.7088	0.7058	0.6973
R2	0.7013	0.7013	0.6966
R1	0.6982	0.6982	0.6959	0.6998
PP	0.6937	0.6937	0.6937	0.6945
S1	0.6907	0.6907	0.6945	0.6922
S2	0.6862	0.6862	0.6938
S3	0.6786	0.6831	0.6931
S4	0.6711	0.6756	0.6910

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	0.6968	0.6706	0.0262	3.8%	0.0136	2.0%	94%	True	False	103,780
10	0.6968	0.6681	0.0287	4.1%	0.0103	1.5%	95%	True	False	80,692
20	0.6968	0.6650	0.0318	4.6%	0.0100	1.4%	95%	True	False	71,235
40	0.6968	0.6426	0.0542	7.8%	0.0098	1.4%	97%	True	False	36,312
60	0.6968	0.6225	0.0743	10.7%	0.0094	1.4%	98%	True	False	24,231
80	0.6968	0.6225	0.0743	10.7%	0.0090	1.3%	98%	True	False	18,187
100	0.7021	0.6225	0.0796	11.4%	0.0080	1.1%	91%	False	False	14,550

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7288
2.618	0.7165
1.618	0.7090
1.000	0.7043
0.618	0.7014
HIGH	0.6968
0.618	0.6939
0.500	0.6930
0.382	0.6921
LOW	0.6892
0.618	0.6845
1.000	0.6817
1.618	0.6770
2.618	0.6694
4.250	0.6571

Fisher Pivots for day following 09-Jan-2023
Pivot	1 day	3 day
R1	0.6945	0.6918
PP	0.6937	0.6884
S1	0.6930	0.6850

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

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