CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 10-Jan-2023

Day Change Summary
	Previous	Current
	09-Jan-2023	10-Jan-2023	Change	Change %	Previous Week
Open	0.6894	0.6930	0.0037	0.5%	0.6817
High	0.6968	0.6945	-0.0023	-0.3%	0.6906
Low	0.6892	0.6876	-0.0016	-0.2%	0.6706
Close	0.6952	0.6911	-0.0041	-0.6%	0.6900
Range	0.0076	0.0069	-0.0007	-9.3%	0.0200
ATR	0.0102	0.0101	-0.0002	-1.8%	0.0000
Volume	85,592	76,366	-9,226	-10.8%	433,311

Daily Pivots for day following 10-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7116	0.7082	0.6949
R3	0.7048	0.7014	0.6930
R2	0.6979	0.6979	0.6924
R1	0.6945	0.6945	0.6917	0.6928
PP	0.6911	0.6911	0.6911	0.6902
S1	0.6877	0.6877	0.6905	0.6859
S2	0.6842	0.6842	0.6898
S3	0.6774	0.6808	0.6892
S4	0.6705	0.6740	0.6873

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	0.6732	0.0236	3.4%	0.0120	1.7%	76%	False	False	96,857
10	0.6968	0.6706	0.0262	3.8%	0.0103	1.5%	78%	False	False	82,411
20	0.6968	0.6650	0.0318	4.6%	0.0100	1.4%	82%	False	False	74,502
40	0.6968	0.6612	0.0356	5.2%	0.0094	1.4%	84%	False	False	38,216
60	0.6968	0.6232	0.0736	10.6%	0.0094	1.4%	92%	False	False	25,503
80	0.6968	0.6225	0.0743	10.7%	0.0091	1.3%	92%	False	False	19,141
100	0.7021	0.6225	0.0796	11.5%	0.0080	1.2%	86%	False	False	15,314

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	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7236
2.618	0.7124
1.618	0.7055
1.000	0.7013
0.618	0.6987
HIGH	0.6945
0.618	0.6918
0.500	0.6910
0.382	0.6902
LOW	0.6876
0.618	0.6834
1.000	0.6808
1.618	0.6765
2.618	0.6697
4.250	0.6585

Fisher Pivots for day following 10-Jan-2023
Pivot	1 day	3 day
R1	0.6911	0.6891
PP	0.6911	0.6870
S1	0.6910	0.6850

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

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