CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	0.7042	0.7059	0.0017	0.2%	0.6990
High	0.7072	0.7135	0.0064	0.9%	0.7079
Low	0.7007	0.7045	0.0039	0.5%	0.6886
Close	0.7064	0.7116	0.0052	0.7%	0.6984
Range	0.0065	0.0090	0.0025	38.5%	0.0193
ATR	0.0092	0.0092	0.0000	-0.2%	0.0000
Volume	68,613	88,547	19,934	29.1%	370,114

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7369	0.7332	0.7165
R3	0.7279	0.7242	0.7140
R2	0.7189	0.7189	0.7132
R1	0.7152	0.7152	0.7124	0.7170
PP	0.7099	0.7099	0.7099	0.7108
S1	0.7062	0.7062	0.7107	0.7080
S2	0.7009	0.7009	0.7099
S3	0.6919	0.6972	0.7091
S4	0.6829	0.6882	0.7066

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	0.7135	0.6886	0.0249	3.5%	0.0075	1.1%	92%	True	False	76,404
10	0.7135	0.6874	0.0261	3.7%	0.0085	1.2%	93%	True	False	84,411
20	0.7135	0.6706	0.0429	6.0%	0.0094	1.3%	95%	True	False	83,411
40	0.7135	0.6650	0.0485	6.8%	0.0094	1.3%	96%	True	False	59,209
60	0.7135	0.6310	0.0825	11.6%	0.0094	1.3%	98%	True	False	39,565
80	0.7135	0.6225	0.0910	12.8%	0.0092	1.3%	98%	True	False	29,685
100	0.7135	0.6225	0.0910	12.8%	0.0087	1.2%	98%	True	False	23,754
120	0.7140	0.6225	0.0915	12.9%	0.0075	1.1%	97%	False	False	19,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7518
2.618	0.7371
1.618	0.7281
1.000	0.7225
0.618	0.7191
HIGH	0.7135
0.618	0.7101
0.500	0.7090
0.382	0.7079
LOW	0.7045
0.618	0.6989
1.000	0.6955
1.618	0.6899
2.618	0.6809
4.250	0.6663

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	0.7107	0.7095
PP	0.7099	0.7075
S1	0.7090	0.7055

Download as Excel Spreadsheet

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

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