CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	0.6925	0.6986	0.0061	0.9%	0.6990
High	0.6988	0.7054	0.0066	0.9%	0.7079
Low	0.6921	0.6976	0.0055	0.8%	0.6886
Close	0.6984	0.7034	0.0050	0.7%	0.6984
Range	0.0067	0.0078	0.0011	16.4%	0.0193
ATR	0.0096	0.0094	-0.0001	-1.3%	0.0000
Volume	57,149	80,791	23,642	41.4%	370,114

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7255	0.7222	0.7076
R3	0.7177	0.7144	0.7055
R2	0.7099	0.7099	0.7048
R1	0.7066	0.7066	0.7041	0.7083
PP	0.7021	0.7021	0.7021	0.7029
S1	0.6988	0.6988	0.7026	0.7005
S2	0.6943	0.6943	0.7019
S3	0.6865	0.6910	0.7012
S4	0.6787	0.6832	0.6991

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7465	0.7090
R3	0.7368	0.7272	0.7037
R2	0.7175	0.7175	0.7019
R1	0.7080	0.7080	0.7002	0.7031
PP	0.6983	0.6983	0.6983	0.6959
S1	0.6887	0.6887	0.6966	0.6839
S2	0.6790	0.6790	0.6949
S3	0.6598	0.6695	0.6931
S4	0.6405	0.6502	0.6878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7079	0.6886	0.0193	2.7%	0.0088	1.2%	77%	False	False	90,181
10	0.7079	0.6874	0.0205	2.9%	0.0084	1.2%	78%	False	False	84,891
20	0.7079	0.6669	0.0410	5.8%	0.0096	1.4%	89%	False	False	82,335
40	0.7079	0.6650	0.0429	6.1%	0.0094	1.3%	89%	False	False	55,292
60	0.7079	0.6310	0.0769	10.9%	0.0093	1.3%	94%	False	False	36,948
80	0.7079	0.6225	0.0854	12.1%	0.0093	1.3%	95%	False	False	27,723
100	0.7079	0.6225	0.0854	12.1%	0.0085	1.2%	95%	False	False	22,183
120	0.7140	0.6225	0.0915	13.0%	0.0074	1.1%	88%	False	False	18,486

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7385
2.618	0.7258
1.618	0.7180
1.000	0.7132
0.618	0.7102
HIGH	0.7054
0.618	0.7024
0.500	0.7015
0.382	0.7005
LOW	0.6976
0.618	0.6927
1.000	0.6898
1.618	0.6849
2.618	0.6771
4.250	0.6644

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	0.7027	0.7012
PP	0.7021	0.6991
S1	0.7015	0.6970

Download as Excel Spreadsheet

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

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