CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 18-Jan-2023

Day Change Summary
	Previous	Current
	17-Jan-2023	18-Jan-2023	Change	Change %	Previous Week
Open	0.6990	0.7004	0.0014	0.2%	0.6894
High	0.7035	0.7079	0.0044	0.6%	0.7010
Low	0.6946	0.6950	0.0005	0.1%	0.6874
Close	0.7004	0.6960	-0.0045	-0.6%	0.6993
Range	0.0089	0.0129	0.0040	44.4%	0.0136
ATR	0.0097	0.0099	0.0002	2.3%	0.0000
Volume	110,563	115,479	4,916	4.4%	398,012

Daily Pivots for day following 18-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7382	0.7299	0.7030
R3	0.7253	0.7171	0.6995
R2	0.7125	0.7125	0.6983
R1	0.7042	0.7042	0.6971	0.7019
PP	0.6996	0.6996	0.6996	0.6985
S1	0.6914	0.6914	0.6948	0.6891
S2	0.6868	0.6868	0.6936
S3	0.6739	0.6785	0.6924
S4	0.6611	0.6657	0.6889

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	0.7079	0.6874	0.0205	2.9%	0.0095	1.4%	42%	True	False	92,419
10	0.7079	0.6732	0.0347	5.0%	0.0107	1.5%	66%	True	False	94,638
20	0.7079	0.6650	0.0429	6.2%	0.0096	1.4%	72%	True	False	81,924
40	0.7079	0.6617	0.0462	6.6%	0.0094	1.4%	74%	True	False	49,676
60	0.7079	0.6244	0.0835	12.0%	0.0095	1.4%	86%	True	False	33,204
80	0.7079	0.6225	0.0854	12.3%	0.0093	1.3%	86%	True	False	24,913
100	0.7079	0.6225	0.0854	12.3%	0.0084	1.2%	86%	True	False	19,935
120	0.7140	0.6225	0.0915	13.1%	0.0074	1.1%	80%	False	False	16,612

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7625
2.618	0.7415
1.618	0.7286
1.000	0.7207
0.618	0.7158
HIGH	0.7079
0.618	0.7029
0.500	0.7014
0.382	0.6999
LOW	0.6950
0.618	0.6871
1.000	0.6822
1.618	0.6742
2.618	0.6614
4.250	0.6404

Fisher Pivots for day following 18-Jan-2023
Pivot	1 day	3 day
R1	0.7014	0.7005
PP	0.6996	0.6990
S1	0.6978	0.6975

Download as Excel Spreadsheet

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

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