CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 14-Feb-2023

Day Change Summary
	Previous	Current
	13-Feb-2023	14-Feb-2023	Change	Change %	Previous Week
Open	0.6924	0.6971	0.0047	0.7%	0.6925
High	0.6981	0.7038	0.0057	0.8%	0.7019
Low	0.6898	0.6928	0.0031	0.4%	0.6865
Close	0.6970	0.6996	0.0026	0.4%	0.6921
Range	0.0083	0.0110	0.0027	31.9%	0.0155
ATR	0.0089	0.0090	0.0001	1.7%	0.0000
Volume	56,170	119,406	63,236	112.6%	462,769

Daily Pivots for day following 14-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7265	0.7056
R3	0.7206	0.7156	0.7026
R2	0.7097	0.7097	0.7016
R1	0.7046	0.7046	0.7006	0.7072
PP	0.6987	0.6987	0.6987	0.7000
S1	0.6937	0.6937	0.6986	0.6962
S2	0.6878	0.6878	0.6976
S3	0.6768	0.6827	0.6966
S4	0.6659	0.6718	0.6936

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	0.7038	0.6898	0.0140	2.0%	0.0082	1.2%	70%	True	False	79,588
10	0.7169	0.6865	0.0304	4.3%	0.0097	1.4%	43%	False	False	96,633
20	0.7169	0.6865	0.0304	4.3%	0.0087	1.2%	43%	False	False	87,049
40	0.7169	0.6650	0.0519	7.4%	0.0090	1.3%	67%	False	False	83,487
60	0.7169	0.6617	0.0552	7.9%	0.0091	1.3%	69%	False	False	60,211
80	0.7169	0.6244	0.0925	13.2%	0.0092	1.3%	81%	False	False	45,221
100	0.7169	0.6225	0.0944	13.5%	0.0092	1.3%	82%	False	False	36,188
120	0.7169	0.6225	0.0944	13.5%	0.0084	1.2%	82%	False	False	30,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7503
2.618	0.7324
1.618	0.7215
1.000	0.7147
0.618	0.7105
HIGH	0.7038
0.618	0.6996
0.500	0.6983
0.382	0.6970
LOW	0.6928
0.618	0.6860
1.000	0.6819
1.618	0.6751
2.618	0.6641
4.250	0.6463

Fisher Pivots for day following 14-Feb-2023
Pivot	1 day	3 day
R1	0.6992	0.6987
PP	0.6987	0.6977
S1	0.6983	0.6968

Download as Excel Spreadsheet

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

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