CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	0.6925	0.6893	-0.0032	-0.5%	0.7113
High	0.6958	0.6999	0.0041	0.6%	0.7169
Low	0.6865	0.6892	0.0027	0.4%	0.6929
Close	0.6889	0.6951	0.0062	0.9%	0.6936
Range	0.0093	0.0107	0.0014	15.1%	0.0240
ATR	0.0092	0.0094	0.0001	1.3%	0.0000
Volume	100,231	140,171	39,940	39.8%	472,488

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7268	0.7216	0.7009
R3	0.7161	0.7109	0.6980
R2	0.7054	0.7054	0.6970
R1	0.7002	0.7002	0.6960	0.7028
PP	0.6947	0.6947	0.6947	0.6960
S1	0.6895	0.6895	0.6941	0.6921
S2	0.6840	0.6840	0.6931
S3	0.6733	0.6788	0.6921
S4	0.6626	0.6681	0.6892

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%	0.0112	1.6%	28%	False	False	113,678
10	0.7169	0.6865	0.0304	4.4%	0.0091	1.3%	28%	False	False	93,408
20	0.7169	0.6865	0.0304	4.4%	0.0087	1.3%	28%	False	False	88,301
40	0.7169	0.6650	0.0519	7.5%	0.0094	1.3%	58%	False	False	79,768
60	0.7169	0.6426	0.0743	10.7%	0.0094	1.4%	71%	False	False	53,641
80	0.7169	0.6225	0.0944	13.6%	0.0093	1.3%	77%	False	False	40,248
100	0.7169	0.6225	0.0944	13.6%	0.0090	1.3%	77%	False	False	32,209
120	0.7169	0.6225	0.0944	13.6%	0.0081	1.2%	77%	False	False	26,842

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7453
2.618	0.7279
1.618	0.7172
1.000	0.7106
0.618	0.7065
HIGH	0.6999
0.618	0.6958
0.500	0.6945
0.382	0.6932
LOW	0.6892
0.618	0.6825
1.000	0.6785
1.618	0.6718
2.618	0.6611
4.250	0.6437

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	0.6949	0.6977
PP	0.6947	0.6968
S1	0.6945	0.6959

Download as Excel Spreadsheet

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

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