CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Feb-2023

Day Change Summary
	Previous	Current
	08-Feb-2023	09-Feb-2023	Change	Change %	Previous Week
Open	0.6973	0.6934	-0.0039	-0.6%	0.7113
High	0.7005	0.7019	0.0015	0.2%	0.7169
Low	0.6927	0.6930	0.0003	0.0%	0.6929
Close	0.6934	0.6948	0.0014	0.2%	0.6936
Range	0.0078	0.0090	0.0012	15.5%	0.0240
ATR	0.0092	0.0092	0.0000	-0.2%	0.0000
Volume	69,514	78,940	9,426	13.6%	472,488

Daily Pivots for day following 09-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7234	0.7180	0.6997
R3	0.7144	0.7091	0.6972
R2	0.7055	0.7055	0.6964
R1	0.7001	0.7001	0.6956	0.7028
PP	0.6965	0.6965	0.6965	0.6979
S1	0.6912	0.6912	0.6939	0.6939
S2	0.6876	0.6876	0.6931
S3	0.6786	0.6822	0.6923
S4	0.6697	0.6733	0.6898

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	0.7090	0.6865	0.0225	3.2%	0.0106	1.5%	37%	False	False	104,138
10	0.7169	0.6865	0.0304	4.4%	0.0092	1.3%	27%	False	False	92,403
20	0.7169	0.6865	0.0304	4.4%	0.0089	1.3%	27%	False	False	88,877
40	0.7169	0.6650	0.0519	7.5%	0.0094	1.4%	57%	False	False	82,826
60	0.7169	0.6617	0.0552	7.9%	0.0091	1.3%	60%	False	False	56,109
80	0.7169	0.6244	0.0925	13.3%	0.0091	1.3%	76%	False	False	42,103
100	0.7169	0.6225	0.0944	13.6%	0.0091	1.3%	77%	False	False	33,694
120	0.7169	0.6225	0.0944	13.6%	0.0082	1.2%	77%	False	False	28,079

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	0.7399
2.618	0.7253
1.618	0.7164
1.000	0.7109
0.618	0.7074
HIGH	0.7019
0.618	0.6985
0.500	0.6974
0.382	0.6964
LOW	0.6930
0.618	0.6874
1.000	0.6840
1.618	0.6785
2.618	0.6695
4.250	0.6549

Fisher Pivots for day following 09-Feb-2023
Pivot	1 day	3 day
R1	0.6974	0.6955
PP	0.6965	0.6953
S1	0.6956	0.6950

Download as Excel Spreadsheet

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

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