CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	0.7062	0.7142	0.0080	1.1%	0.6986
High	0.7156	0.7169	0.0013	0.2%	0.7155
Low	0.7048	0.7079	0.0031	0.4%	0.6976
Close	0.7134	0.7083	-0.0051	-0.7%	0.7124
Range	0.0108	0.0090	-0.0019	-17.1%	0.0180
ATR	0.0087	0.0087	0.0000	0.2%	0.0000
Volume	92,592	103,566	10,974	11.9%	370,597

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7379	0.7320	0.7132
R3	0.7289	0.7231	0.7108
R2	0.7200	0.7200	0.7099
R1	0.7141	0.7141	0.7091	0.7126
PP	0.7110	0.7110	0.7110	0.7102
S1	0.7052	0.7052	0.7075	0.7036
S2	0.7021	0.7021	0.7067
S3	0.6931	0.6962	0.7058
S4	0.6842	0.6873	0.7034

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	0.7169	0.6996	0.0173	2.4%	0.0079	1.1%	51%	True	False	80,669
10	0.7169	0.6921	0.0248	3.5%	0.0076	1.1%	66%	True	False	76,840
20	0.7169	0.6732	0.0437	6.2%	0.0087	1.2%	80%	True	False	83,648
40	0.7169	0.6650	0.0519	7.3%	0.0090	1.3%	84%	True	False	70,639
60	0.7169	0.6426	0.0743	10.5%	0.0092	1.3%	88%	True	False	47,440
80	0.7169	0.6225	0.0944	13.3%	0.0090	1.3%	91%	True	False	35,596
100	0.7169	0.6225	0.0944	13.3%	0.0088	1.2%	91%	True	False	28,487
120	0.7169	0.6225	0.0944	13.3%	0.0078	1.1%	91%	True	False	23,740

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7549
2.618	0.7403
1.618	0.7313
1.000	0.7258
0.618	0.7224
HIGH	0.7169
0.618	0.7134
0.500	0.7124
0.382	0.7113
LOW	0.7079
0.618	0.7024
1.000	0.6990
1.618	0.6934
2.618	0.6845
4.250	0.6699

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	0.7124	0.7083
PP	0.7110	0.7082
S1	0.7097	0.7082

Download as Excel Spreadsheet

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

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