CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	0.7113	0.7069	-0.0044	-0.6%	0.6986
High	0.7133	0.7077	-0.0056	-0.8%	0.7155
Low	0.7064	0.6996	-0.0068	-1.0%	0.6976
Close	0.7070	0.7065	-0.0005	-0.1%	0.7124
Range	0.0069	0.0081	0.0012	17.4%	0.0180
ATR	0.0086	0.0085	0.0000	-0.4%	0.0000
Volume	60,836	83,660	22,824	37.5%	370,597

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7289	0.7258	0.7109
R3	0.7208	0.7177	0.7087
R2	0.7127	0.7127	0.7079
R1	0.7096	0.7096	0.7072	0.7071
PP	0.7046	0.7046	0.7046	0.7033
S1	0.7015	0.7015	0.7057	0.6990
S2	0.6965	0.6965	0.7050
S3	0.6884	0.6934	0.7042
S4	0.6803	0.6853	0.7020

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	0.6996	0.0160	2.3%	0.0070	1.0%	43%	False	True	73,137
10	0.7155	0.6886	0.0269	3.8%	0.0076	1.1%	66%	False	False	77,464
20	0.7155	0.6706	0.0449	6.4%	0.0093	1.3%	80%	False	False	85,826
40	0.7155	0.6650	0.0505	7.1%	0.0091	1.3%	82%	False	False	65,868
60	0.7155	0.6310	0.0845	12.0%	0.0094	1.3%	89%	False	False	44,179
80	0.7155	0.6225	0.0930	13.2%	0.0090	1.3%	90%	False	False	33,145
100	0.7155	0.6225	0.0930	13.2%	0.0087	1.2%	90%	False	False	26,526
120	0.7155	0.6225	0.0930	13.2%	0.0077	1.1%	90%	False	False	22,105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7421
2.618	0.7289
1.618	0.7208
1.000	0.7158
0.618	0.7127
HIGH	0.7077
0.618	0.7046
0.500	0.7036
0.382	0.7026
LOW	0.6996
0.618	0.6945
1.000	0.6915
1.618	0.6864
2.618	0.6783
4.250	0.6651

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	0.7055	0.7069
PP	0.7046	0.7067
S1	0.7036	0.7066

Download as Excel Spreadsheet

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

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