CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 15-Feb-2023

Day Change Summary
	Previous	Current
	14-Feb-2023	15-Feb-2023	Change	Change %	Previous Week
Open	0.6971	0.6993	0.0022	0.3%	0.6925
High	0.7038	0.6995	-0.0043	-0.6%	0.7019
Low	0.6928	0.6871	-0.0058	-0.8%	0.6865
Close	0.6996	0.6907	-0.0089	-1.3%	0.6921
Range	0.0110	0.0125	0.0015	13.7%	0.0155
ATR	0.0090	0.0093	0.0003	2.8%	0.0000
Volume	119,406	102,564	-16,842	-14.1%	462,769

Daily Pivots for day following 15-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7298	0.7227	0.6975
R3	0.7173	0.7102	0.6941
R2	0.7049	0.7049	0.6930
R1	0.6978	0.6978	0.6918	0.6951
PP	0.6924	0.6924	0.6924	0.6911
S1	0.6853	0.6853	0.6896	0.6827
S2	0.6800	0.6800	0.6884
S3	0.6675	0.6729	0.6873
S4	0.6551	0.6604	0.6839

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	0.6871	0.0167	2.4%	0.0092	1.3%	22%	False	True	86,198
10	0.7169	0.6865	0.0304	4.4%	0.0099	1.4%	14%	False	False	97,630
20	0.7169	0.6865	0.0304	4.4%	0.0087	1.3%	14%	False	False	86,403
40	0.7169	0.6650	0.0519	7.5%	0.0091	1.3%	50%	False	False	84,164
60	0.7169	0.6617	0.0552	8.0%	0.0092	1.3%	53%	False	False	61,919
80	0.7169	0.6244	0.0925	13.4%	0.0093	1.3%	72%	False	False	46,503
100	0.7169	0.6225	0.0944	13.7%	0.0092	1.3%	72%	False	False	37,211
120	0.7169	0.6225	0.0944	13.7%	0.0085	1.2%	72%	False	False	31,013

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	0.0020
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7321
1.618	0.7196
1.000	0.7120
0.618	0.7072
HIGH	0.6995
0.618	0.6947
0.500	0.6933
0.382	0.6918
LOW	0.6871
0.618	0.6794
1.000	0.6746
1.618	0.6669
2.618	0.6545
4.250	0.6341

Fisher Pivots for day following 15-Feb-2023
Pivot	1 day	3 day
R1	0.6933	0.6954
PP	0.6924	0.6938
S1	0.6916	0.6923

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

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