CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	0.7069	0.7062	-0.0007	-0.1%	0.6986
High	0.7077	0.7156	0.0080	1.1%	0.7155
Low	0.6996	0.7048	0.0053	0.8%	0.6976
Close	0.7065	0.7134	0.0070	1.0%	0.7124
Range	0.0081	0.0108	0.0027	33.3%	0.0180
ATR	0.0085	0.0087	0.0002	1.9%	0.0000
Volume	83,660	92,592	8,932	10.7%	370,597

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7437	0.7393	0.7193
R3	0.7329	0.7285	0.7164
R2	0.7221	0.7221	0.7154
R1	0.7177	0.7177	0.7144	0.7199
PP	0.7113	0.7113	0.7113	0.7124
S1	0.7069	0.7069	0.7124	0.7091
S2	0.7005	0.7005	0.7114
S3	0.6897	0.6961	0.7104
S4	0.6789	0.6853	0.7075

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	0.7156	0.6996	0.0161	2.2%	0.0074	1.0%	86%	True	False	73,946
10	0.7156	0.6886	0.0270	3.8%	0.0074	1.0%	92%	True	False	75,175
20	0.7156	0.6732	0.0424	5.9%	0.0091	1.3%	95%	True	False	84,907
40	0.7156	0.6650	0.0506	7.1%	0.0092	1.3%	96%	True	False	68,106
60	0.7156	0.6319	0.0838	11.7%	0.0094	1.3%	97%	True	False	45,721
80	0.7156	0.6225	0.0931	13.1%	0.0090	1.3%	98%	True	False	34,302
100	0.7156	0.6225	0.0931	13.1%	0.0088	1.2%	98%	True	False	27,452
120	0.7156	0.6225	0.0931	13.1%	0.0078	1.1%	98%	True	False	22,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7615
2.618	0.7439
1.618	0.7331
1.000	0.7264
0.618	0.7223
HIGH	0.7156
0.618	0.7115
0.500	0.7102
0.382	0.7089
LOW	0.7048
0.618	0.6981
1.000	0.6940
1.618	0.6873
2.618	0.6765
4.250	0.6589

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	0.7123	0.7115
PP	0.7113	0.7095
S1	0.7102	0.7076

Download as Excel Spreadsheet

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

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