CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 08-Feb-2023

Day Change Summary
	Previous	Current
	07-Feb-2023	08-Feb-2023	Change	Change %	Previous Week
Open	0.6893	0.6973	0.0080	1.2%	0.7113
High	0.6999	0.7005	0.0006	0.1%	0.7169
Low	0.6892	0.6927	0.0036	0.5%	0.6929
Close	0.6951	0.6934	-0.0017	-0.2%	0.6936
Range	0.0107	0.0078	-0.0030	-27.6%	0.0240
ATR	0.0094	0.0092	-0.0001	-1.2%	0.0000
Volume	140,171	69,514	-70,657	-50.4%	472,488

Daily Pivots for day following 08-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7188	0.7138	0.6976
R3	0.7110	0.7061	0.6955
R2	0.7033	0.7033	0.6948
R1	0.6983	0.6983	0.6941	0.6969
PP	0.6955	0.6955	0.6955	0.6948
S1	0.6906	0.6906	0.6926	0.6892
S2	0.6878	0.6878	0.6919
S3	0.6800	0.6828	0.6912
S4	0.6723	0.6751	0.6891

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%	0.0106	1.5%	23%	False	False	109,063
10	0.7169	0.6865	0.0304	4.4%	0.0090	1.3%	23%	False	False	91,505
20	0.7169	0.6865	0.0304	4.4%	0.0087	1.3%	23%	False	False	87,958
40	0.7169	0.6650	0.0519	7.5%	0.0094	1.4%	55%	False	False	81,230
60	0.7169	0.6612	0.0557	8.0%	0.0092	1.3%	58%	False	False	54,797
80	0.7169	0.6232	0.0937	13.5%	0.0092	1.3%	75%	False	False	41,117
100	0.7169	0.6225	0.0944	13.6%	0.0090	1.3%	75%	False	False	32,905
120	0.7169	0.6225	0.0944	13.6%	0.0081	1.2%	75%	False	False	27,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7334
2.618	0.7207
1.618	0.7130
1.000	0.7082
0.618	0.7052
HIGH	0.7005
0.618	0.6975
0.500	0.6966
0.382	0.6957
LOW	0.6927
0.618	0.6879
1.000	0.6850
1.618	0.6802
2.618	0.6724
4.250	0.6598

Fisher Pivots for day following 08-Feb-2023
Pivot	1 day	3 day
R1	0.6966	0.6935
PP	0.6955	0.6934
S1	0.6944	0.6934

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

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