CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Feb-2023

Day Change Summary
	Previous	Current
	10-Feb-2023	13-Feb-2023	Change	Change %	Previous Week
Open	0.6947	0.6924	-0.0023	-0.3%	0.6925
High	0.6968	0.6981	0.0013	0.2%	0.7019
Low	0.6916	0.6898	-0.0019	-0.3%	0.6865
Close	0.6921	0.6970	0.0049	0.7%	0.6921
Range	0.0052	0.0083	0.0031	59.6%	0.0155
ATR	0.0089	0.0089	0.0000	-0.5%	0.0000
Volume	73,913	56,170	-17,743	-24.0%	462,769

Daily Pivots for day following 13-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7198	0.7167	0.7016
R3	0.7115	0.7084	0.6993
R2	0.7032	0.7032	0.6985
R1	0.7001	0.7001	0.6978	0.7017
PP	0.6949	0.6949	0.6949	0.6957
S1	0.6918	0.6918	0.6962	0.6934
S2	0.6866	0.6866	0.6955
S3	0.6783	0.6835	0.6947
S4	0.6700	0.6752	0.6924

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7398	0.7314	0.7006
R3	0.7244	0.7160	0.6963
R2	0.7089	0.7089	0.6949
R1	0.7005	0.7005	0.6935	0.6970
PP	0.6935	0.6935	0.6935	0.6917
S1	0.6851	0.6851	0.6907	0.6816
S2	0.6780	0.6780	0.6893
S3	0.6626	0.6696	0.6879
S4	0.6471	0.6542	0.6836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7019	0.6892	0.0128	1.8%	0.0082	1.2%	62%	False	False	83,741
10	0.7169	0.6865	0.0304	4.4%	0.0094	1.4%	35%	False	False	93,059
20	0.7169	0.6865	0.0304	4.4%	0.0086	1.2%	35%	False	False	86,606
40	0.7169	0.6650	0.0519	7.4%	0.0092	1.3%	62%	False	False	82,267
60	0.7169	0.6617	0.0552	7.9%	0.0090	1.3%	64%	False	False	58,272
80	0.7169	0.6244	0.0925	13.3%	0.0092	1.3%	79%	False	False	43,729
100	0.7169	0.6225	0.0944	13.5%	0.0091	1.3%	79%	False	False	34,994
120	0.7169	0.6225	0.0944	13.5%	0.0083	1.2%	79%	False	False	29,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7333
2.618	0.7198
1.618	0.7115
1.000	0.7064
0.618	0.7032
HIGH	0.6981
0.618	0.6949
0.500	0.6939
0.382	0.6929
LOW	0.6898
0.618	0.6846
1.000	0.6815
1.618	0.6763
2.618	0.6680
4.250	0.6545

Fisher Pivots for day following 13-Feb-2023
Pivot	1 day	3 day
R1	0.6960	0.6966
PP	0.6949	0.6962
S1	0.6939	0.6958

Download as Excel Spreadsheet

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

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