CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	0.7142	0.7084	-0.0058	-0.8%	0.7113
High	0.7169	0.7090	-0.0079	-1.1%	0.7169
Low	0.7079	0.6929	-0.0151	-2.1%	0.6929
Close	0.7083	0.6936	-0.0147	-2.1%	0.6936
Range	0.0090	0.0161	0.0072	79.9%	0.0240
ATR	0.0087	0.0092	0.0005	6.1%	0.0000
Volume	103,566	131,834	28,268	27.3%	472,488

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7468	0.7363	0.7025
R3	0.7307	0.7202	0.6980
R2	0.7146	0.7146	0.6966
R1	0.7041	0.7041	0.6951	0.7013
PP	0.6985	0.6985	0.6985	0.6971
S1	0.6880	0.6880	0.6921	0.6852
S2	0.6824	0.6824	0.6906
S3	0.6663	0.6719	0.6892
S4	0.6502	0.6558	0.6847

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7731	0.7574	0.7068
R3	0.7491	0.7334	0.7002
R2	0.7251	0.7251	0.6980
R1	0.7094	0.7094	0.6958	0.7052
PP	0.7011	0.7011	0.7011	0.6990
S1	0.6854	0.6854	0.6914	0.6812
S2	0.6771	0.6771	0.6892
S3	0.6531	0.6614	0.6870
S4	0.6291	0.6374	0.6804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7169	0.6929	0.0240	3.5%	0.0102	1.5%	3%	False	True	94,497
10	0.7169	0.6929	0.0240	3.5%	0.0085	1.2%	3%	False	True	84,308
20	0.7169	0.6732	0.0437	6.3%	0.0089	1.3%	47%	False	False	85,626
40	0.7169	0.6650	0.0519	7.5%	0.0092	1.3%	55%	False	False	73,883
60	0.7169	0.6426	0.0743	10.7%	0.0094	1.4%	69%	False	False	49,636
80	0.7169	0.6225	0.0944	13.6%	0.0091	1.3%	75%	False	False	37,244
100	0.7169	0.6225	0.0944	13.6%	0.0089	1.3%	75%	False	False	29,806
120	0.7169	0.6225	0.0944	13.6%	0.0079	1.1%	75%	False	False	24,838

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	0.0017
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7511
1.618	0.7350
1.000	0.7251
0.618	0.7189
HIGH	0.7090
0.618	0.7028
0.500	0.7009
0.382	0.6990
LOW	0.6929
0.618	0.6829
1.000	0.6768
1.618	0.6668
2.618	0.6507
4.250	0.6244

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	0.7009	0.7049
PP	0.6985	0.7011
S1	0.6960	0.6974

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

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