CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	0.6921	0.6982	0.0061	0.9%	0.6894
High	0.7001	0.7010	0.0010	0.1%	0.7010
Low	0.6874	0.6931	0.0057	0.8%	0.6874
Close	0.6988	0.6993	0.0005	0.1%	0.6993
Range	0.0127	0.0079	-0.0048	-37.5%	0.0136
ATR	0.0099	0.0098	-0.0001	-1.5%	0.0000
Volume	101,602	73,884	-27,718	-27.3%	398,012

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7215	0.7183	0.7036
R3	0.7136	0.7104	0.7015
R2	0.7057	0.7057	0.7007
R1	0.7025	0.7025	0.7000	0.7041
PP	0.6978	0.6978	0.6978	0.6986
S1	0.6946	0.6946	0.6986	0.6962
S2	0.6899	0.6899	0.6979
S3	0.6820	0.6867	0.6971
S4	0.6741	0.6788	0.6950

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7367	0.7316	0.7068
R3	0.7231	0.7180	0.7030
R2	0.7095	0.7095	0.7018
R1	0.7044	0.7044	0.7005	0.7070
PP	0.6959	0.6959	0.6959	0.6972
S1	0.6908	0.6908	0.6981	0.6934
S2	0.6823	0.6823	0.6968
S3	0.6687	0.6772	0.6956
S4	0.6551	0.6636	0.6918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7010	0.6874	0.0136	1.9%	0.0081	1.2%	88%	True	False	79,602
10	0.7010	0.6706	0.0304	4.3%	0.0107	1.5%	94%	True	False	89,356
20	0.7010	0.6650	0.0360	5.1%	0.0098	1.4%	95%	True	False	77,928
40	0.7010	0.6617	0.0393	5.6%	0.0093	1.3%	96%	True	False	44,105
60	0.7010	0.6244	0.0767	11.0%	0.0093	1.3%	98%	True	False	29,436
80	0.7010	0.6225	0.0785	11.2%	0.0093	1.3%	98%	True	False	22,091
100	0.7021	0.6225	0.0796	11.4%	0.0083	1.2%	96%	False	False	17,674
120	0.7140	0.6225	0.0915	13.1%	0.0072	1.0%	84%	False	False	14,729

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7346
2.618	0.7217
1.618	0.7138
1.000	0.7089
0.618	0.7059
HIGH	0.7010
0.618	0.6980
0.500	0.6971
0.382	0.6961
LOW	0.6931
0.618	0.6882
1.000	0.6852
1.618	0.6803
2.618	0.6724
4.250	0.6595

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	0.6986	0.6976
PP	0.6978	0.6959
S1	0.6971	0.6942

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

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