CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 06-Feb-2023

Day Change Summary
	Previous	Current
	03-Feb-2023	06-Feb-2023	Change	Change %	Previous Week
Open	0.7084	0.6925	-0.0159	-2.2%	0.7113
High	0.7090	0.6958	-0.0132	-1.9%	0.7169
Low	0.6929	0.6865	-0.0064	-0.9%	0.6929
Close	0.6936	0.6889	-0.0047	-0.7%	0.6936
Range	0.0161	0.0093	-0.0068	-42.2%	0.0240
ATR	0.0092	0.0092	0.0000	0.0%	0.0000
Volume	131,834	100,231	-31,603	-24.0%	472,488

Daily Pivots for day following 06-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7183	0.7129	0.6940
R3	0.7090	0.7036	0.6915
R2	0.6997	0.6997	0.6906
R1	0.6943	0.6943	0.6898	0.6923
PP	0.6904	0.6904	0.6904	0.6894
S1	0.6850	0.6850	0.6880	0.6830
S2	0.6811	0.6811	0.6872
S3	0.6718	0.6757	0.6863
S4	0.6625	0.6664	0.6838

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	0.6865	0.0304	4.4%	0.0107	1.5%	8%	False	True	102,376
10	0.7169	0.6865	0.0304	4.4%	0.0087	1.3%	8%	False	True	86,252
20	0.7169	0.6865	0.0304	4.4%	0.0085	1.2%	8%	False	True	85,572
40	0.7169	0.6650	0.0519	7.5%	0.0093	1.3%	46%	False	False	76,348
60	0.7169	0.6426	0.0743	10.8%	0.0094	1.4%	62%	False	False	51,306
80	0.7169	0.6225	0.0944	13.7%	0.0092	1.3%	70%	False	False	38,497
100	0.7169	0.6225	0.0944	13.7%	0.0089	1.3%	70%	False	False	30,808
120	0.7169	0.6225	0.0944	13.7%	0.0080	1.2%	70%	False	False	25,674

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7353
2.618	0.7201
1.618	0.7108
1.000	0.7051
0.618	0.7015
HIGH	0.6958
0.618	0.6922
0.500	0.6911
0.382	0.6900
LOW	0.6865
0.618	0.6807
1.000	0.6772
1.618	0.6714
2.618	0.6621
4.250	0.6469

Fisher Pivots for day following 06-Feb-2023
Pivot	1 day	3 day
R1	0.6911	0.7017
PP	0.6904	0.6974
S1	0.6896	0.6932

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

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