CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	0.7004	0.6956	-0.0048	-0.7%	0.6894
High	0.7079	0.6962	-0.0117	-1.6%	0.7010
Low	0.6950	0.6886	-0.0064	-0.9%	0.6874
Close	0.6960	0.6932	-0.0028	-0.4%	0.6993
Range	0.0129	0.0076	-0.0053	-40.9%	0.0136
ATR	0.0099	0.0098	-0.0002	-1.7%	0.0000
Volume	115,479	86,923	-28,556	-24.7%	398,012

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7155	0.7119	0.6974
R3	0.7079	0.7043	0.6953
R2	0.7003	0.7003	0.6946
R1	0.6967	0.6967	0.6939	0.6947
PP	0.6927	0.6927	0.6927	0.6917
S1	0.6891	0.6891	0.6925	0.6871
S2	0.6851	0.6851	0.6918
S3	0.6775	0.6815	0.6911
S4	0.6699	0.6739	0.6890

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	3.0%	0.0100	1.4%	28%	False	False	97,690
10	0.7079	0.6732	0.0347	5.0%	0.0098	1.4%	58%	False	False	90,457
20	0.7079	0.6650	0.0429	6.2%	0.0098	1.4%	66%	False	False	83,232
40	0.7079	0.6617	0.0462	6.7%	0.0094	1.4%	68%	False	False	51,847
60	0.7079	0.6310	0.0769	11.1%	0.0094	1.4%	81%	False	False	34,651
80	0.7079	0.6225	0.0854	12.3%	0.0093	1.3%	83%	False	False	26,000
100	0.7079	0.6225	0.0854	12.3%	0.0085	1.2%	83%	False	False	20,804
120	0.7140	0.6225	0.0915	13.2%	0.0074	1.1%	77%	False	False	17,337

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	0.0027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7285
2.618	0.7161
1.618	0.7085
1.000	0.7038
0.618	0.7009
HIGH	0.6962
0.618	0.6933
0.500	0.6924
0.382	0.6915
LOW	0.6886
0.618	0.6839
1.000	0.6810
1.618	0.6763
2.618	0.6687
4.250	0.6563

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	0.6929	0.6982
PP	0.6927	0.6966
S1	0.6924	0.6949

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

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