CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	0.7059	0.7118	0.0059	0.8%	0.6990
High	0.7135	0.7155	0.0020	0.3%	0.7079
Low	0.7045	0.7092	0.0047	0.7%	0.6886
Close	0.7116	0.7126	0.0010	0.1%	0.6984
Range	0.0090	0.0064	-0.0027	-29.4%	0.0193
ATR	0.0092	0.0090	-0.0002	-2.2%	0.0000
Volume	88,547	69,955	-18,592	-21.0%	370,114

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7315	0.7284	0.7160
R3	0.7251	0.7220	0.7143
R2	0.7188	0.7188	0.7137
R1	0.7157	0.7157	0.7131	0.7172
PP	0.7124	0.7124	0.7124	0.7132
S1	0.7093	0.7093	0.7120	0.7109
S2	0.7061	0.7061	0.7114
S3	0.6997	0.7030	0.7108
S4	0.6934	0.6966	0.7091

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	0.7155	0.6921	0.0235	3.3%	0.0073	1.0%	87%	True	False	73,011
10	0.7155	0.6874	0.0281	3.9%	0.0086	1.2%	90%	True	False	85,350
20	0.7155	0.6706	0.0449	6.3%	0.0094	1.3%	93%	True	False	84,363
40	0.7155	0.6650	0.0505	7.1%	0.0094	1.3%	94%	True	False	60,834
60	0.7155	0.6310	0.0845	11.9%	0.0094	1.3%	97%	True	False	40,731
80	0.7155	0.6225	0.0930	13.1%	0.0091	1.3%	97%	True	False	30,558
100	0.7155	0.6225	0.0930	13.1%	0.0087	1.2%	97%	True	False	24,454
120	0.7155	0.6225	0.0930	13.1%	0.0076	1.1%	97%	True	False	20,379

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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7425
2.618	0.7321
1.618	0.7258
1.000	0.7219
0.618	0.7194
HIGH	0.7155
0.618	0.7131
0.500	0.7123
0.382	0.7116
LOW	0.7092
0.618	0.7052
1.000	0.7028
1.618	0.6989
2.618	0.6925
4.250	0.6822

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	0.7125	0.7111
PP	0.7124	0.7096
S1	0.7123	0.7081

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

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