CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	0.6986	0.7042	0.0057	0.8%	0.6990
High	0.7054	0.7072	0.0018	0.3%	0.7079
Low	0.6976	0.7007	0.0031	0.4%	0.6886
Close	0.7034	0.7064	0.0030	0.4%	0.6984
Range	0.0078	0.0065	-0.0013	-16.7%	0.0193
ATR	0.0094	0.0092	-0.0002	-2.2%	0.0000
Volume	80,791	68,613	-12,178	-15.1%	370,114

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7242	0.7218	0.7099
R3	0.7177	0.7153	0.7081
R2	0.7112	0.7112	0.7075
R1	0.7088	0.7088	0.7069	0.7100
PP	0.7047	0.7047	0.7047	0.7053
S1	0.7023	0.7023	0.7058	0.7035
S2	0.6982	0.6982	0.7052
S3	0.6917	0.6958	0.7046
S4	0.6852	0.6893	0.7028

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%	0.0083	1.2%	92%	False	False	81,791
10	0.7079	0.6874	0.0205	2.9%	0.0083	1.2%	93%	False	False	83,193
20	0.7079	0.6681	0.0398	5.6%	0.0093	1.3%	96%	False	False	81,943
40	0.7079	0.6650	0.0429	6.1%	0.0094	1.3%	96%	False	False	57,000
60	0.7079	0.6310	0.0769	10.9%	0.0093	1.3%	98%	False	False	38,091
80	0.7079	0.6225	0.0854	12.1%	0.0091	1.3%	98%	False	False	28,578
100	0.7079	0.6225	0.0854	12.1%	0.0086	1.2%	98%	False	False	22,869
120	0.7140	0.6225	0.0915	12.9%	0.0075	1.1%	92%	False	False	19,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0026
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7348
2.618	0.7242
1.618	0.7177
1.000	0.7137
0.618	0.7112
HIGH	0.7072
0.618	0.7047
0.500	0.7039
0.382	0.7031
LOW	0.7007
0.618	0.6966
1.000	0.6942
1.618	0.6901
2.618	0.6836
4.250	0.6730

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	0.7055	0.7041
PP	0.7047	0.7019
S1	0.7039	0.6996

Download as Excel Spreadsheet

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

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