CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	0.6930	0.6914	-0.0017	-0.2%	0.6817
High	0.6945	0.6943	-0.0002	0.0%	0.6906
Low	0.6876	0.6890	0.0014	0.2%	0.6706
Close	0.6911	0.6929	0.0018	0.3%	0.6900
Range	0.0069	0.0053	-0.0016	-22.6%	0.0200
ATR	0.0101	0.0097	-0.0003	-3.4%	0.0000
Volume	76,366	60,568	-15,798	-20.7%	433,311

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7079	0.7057	0.6958
R3	0.7026	0.7004	0.6943
R2	0.6973	0.6973	0.6938
R1	0.6951	0.6951	0.6933	0.6962
PP	0.6920	0.6920	0.6920	0.6926
S1	0.6898	0.6898	0.6924	0.6909
S2	0.6867	0.6867	0.6919
S3	0.6814	0.6845	0.6914
S4	0.6761	0.6792	0.6899

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%	0.0096	1.4%	83%	False	False	83,225
10	0.6968	0.6706	0.0262	3.8%	0.0103	1.5%	85%	False	False	83,376
20	0.6968	0.6650	0.0318	4.6%	0.0099	1.4%	88%	False	False	76,775
40	0.6968	0.6617	0.0351	5.1%	0.0091	1.3%	89%	False	False	39,725
60	0.6968	0.6244	0.0724	10.4%	0.0092	1.3%	95%	False	False	26,512
80	0.6968	0.6225	0.0743	10.7%	0.0091	1.3%	95%	False	False	19,898
100	0.7021	0.6225	0.0796	11.5%	0.0081	1.2%	88%	False	False	15,919

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7168
2.618	0.7081
1.618	0.7028
1.000	0.6996
0.618	0.6975
HIGH	0.6943
0.618	0.6922
0.500	0.6916
0.382	0.6910
LOW	0.6890
0.618	0.6857
1.000	0.6837
1.618	0.6804
2.618	0.6751
4.250	0.6664

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	0.6924	0.6926
PP	0.6920	0.6924
S1	0.6916	0.6922

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

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