CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	0.7128	0.7113	-0.0015	-0.2%	0.6986
High	0.7142	0.7133	-0.0009	-0.1%	0.7155
Low	0.7095	0.7064	-0.0032	-0.4%	0.6976
Close	0.7124	0.7070	-0.0054	-0.8%	0.7124
Range	0.0047	0.0069	0.0023	48.4%	0.0180
ATR	0.0087	0.0086	-0.0001	-1.5%	0.0000
Volume	62,691	60,836	-1,855	-3.0%	370,597

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7296	0.7252	0.7107
R3	0.7227	0.7183	0.7088
R2	0.7158	0.7158	0.7082
R1	0.7114	0.7114	0.7076	0.7101
PP	0.7089	0.7089	0.7089	0.7082
S1	0.7045	0.7045	0.7063	0.7032
S2	0.7020	0.7020	0.7057
S3	0.6951	0.6976	0.7051
S4	0.6882	0.6907	0.7032

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7623	0.7553	0.7222
R3	0.7444	0.7373	0.7173
R2	0.7264	0.7264	0.7156
R1	0.7194	0.7194	0.7140	0.7229
PP	0.7085	0.7085	0.7085	0.7102
S1	0.7014	0.7014	0.7107	0.7050
S2	0.6905	0.6905	0.7091
S3	0.6726	0.6835	0.7074
S4	0.6546	0.6655	0.7025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7155	0.7007	0.0149	2.1%	0.0067	0.9%	42%	False	False	70,128
10	0.7155	0.6886	0.0269	3.8%	0.0077	1.1%	68%	False	False	80,154
20	0.7155	0.6706	0.0449	6.4%	0.0092	1.3%	81%	False	False	84,755
40	0.7155	0.6650	0.0505	7.1%	0.0091	1.3%	83%	False	False	63,859
60	0.7155	0.6310	0.0845	12.0%	0.0094	1.3%	90%	False	False	42,785
80	0.7155	0.6225	0.0930	13.2%	0.0090	1.3%	91%	False	False	32,099
100	0.7155	0.6225	0.0930	13.2%	0.0087	1.2%	91%	False	False	25,689
120	0.7155	0.6225	0.0930	13.2%	0.0076	1.1%	91%	False	False	21,408

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7426
2.618	0.7313
1.618	0.7244
1.000	0.7202
0.618	0.7175
HIGH	0.7133
0.618	0.7106
0.500	0.7098
0.382	0.7090
LOW	0.7064
0.618	0.7021
1.000	0.6995
1.618	0.6952
2.618	0.6883
4.250	0.6770

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	0.7098	0.7109
PP	0.7089	0.7096
S1	0.7079	0.7083

Download as Excel Spreadsheet

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

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