CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 17-Jan-2023

Day Change Summary
	Previous	Current
	13-Jan-2023	17-Jan-2023	Change	Change %	Previous Week
Open	0.6982	0.6990	0.0008	0.1%	0.6894
High	0.7010	0.7035	0.0025	0.3%	0.7010
Low	0.6931	0.6946	0.0015	0.2%	0.6874
Close	0.6993	0.7004	0.0011	0.2%	0.6993
Range	0.0079	0.0089	0.0010	12.7%	0.0136
ATR	0.0098	0.0097	-0.0001	-0.6%	0.0000
Volume	73,884	110,563	36,679	49.6%	398,012

Daily Pivots for day following 17-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7262	0.7222	0.7053
R3	0.7173	0.7133	0.7028
R2	0.7084	0.7084	0.7020
R1	0.7044	0.7044	0.7012	0.7064
PP	0.6995	0.6995	0.6995	0.7005
S1	0.6955	0.6955	0.6996	0.6975
S2	0.6906	0.6906	0.6988
S3	0.6817	0.6866	0.6980
S4	0.6728	0.6777	0.6955

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	0.7035	0.6874	0.0161	2.3%	0.0083	1.2%	81%	True	False	84,596
10	0.7035	0.6706	0.0329	4.7%	0.0109	1.6%	91%	True	False	94,188
20	0.7035	0.6650	0.0385	5.5%	0.0093	1.3%	92%	True	False	79,925
40	0.7035	0.6617	0.0418	6.0%	0.0094	1.3%	93%	True	False	46,792
60	0.7035	0.6244	0.0791	11.3%	0.0094	1.3%	96%	True	False	31,279
80	0.7035	0.6225	0.0810	11.6%	0.0093	1.3%	96%	True	False	23,473
100	0.7035	0.6225	0.0810	11.6%	0.0083	1.2%	96%	True	False	18,780
120	0.7140	0.6225	0.0915	13.1%	0.0073	1.0%	85%	False	False	15,650

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7413
2.618	0.7268
1.618	0.7179
1.000	0.7124
0.618	0.7090
HIGH	0.7035
0.618	0.7001
0.500	0.6990
0.382	0.6979
LOW	0.6946
0.618	0.6890
1.000	0.6857
1.618	0.6801
2.618	0.6712
4.250	0.6567

Fisher Pivots for day following 17-Jan-2023
Pivot	1 day	3 day
R1	0.6999	0.6987
PP	0.6995	0.6971
S1	0.6990	0.6954

Download as Excel Spreadsheet

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

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