CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 21-Feb-2023

Day Change Summary
	Previous	Current
	17-Feb-2023	21-Feb-2023	Change	Change %	Previous Week
Open	0.6880	0.6879	-0.0002	0.0%	0.6924
High	0.6890	0.6926	0.0037	0.5%	0.7038
Low	0.6817	0.6852	0.0035	0.5%	0.6817
Close	0.6885	0.6859	-0.0026	-0.4%	0.6885
Range	0.0073	0.0074	0.0002	2.1%	0.0221
ATR	0.0093	0.0091	-0.0001	-1.4%	0.0000
Volume	75,243	108,457	33,214	44.1%	459,880

Daily Pivots for day following 21-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7101	0.7054	0.6899
R3	0.7027	0.6980	0.6879
R2	0.6953	0.6953	0.6872
R1	0.6906	0.6906	0.6865	0.6892
PP	0.6879	0.6879	0.6879	0.6872
S1	0.6832	0.6832	0.6852	0.6818
S2	0.6805	0.6805	0.6845
S3	0.6731	0.6758	0.6838
S4	0.6657	0.6684	0.6818

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7450	0.7006
R3	0.7354	0.7230	0.6945
R2	0.7134	0.7134	0.6925
R1	0.7009	0.7009	0.6905	0.6961
PP	0.6913	0.6913	0.6913	0.6889
S1	0.6789	0.6789	0.6864	0.6741
S2	0.6693	0.6693	0.6844
S3	0.6472	0.6568	0.6824
S4	0.6252	0.6348	0.6763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7038	0.6817	0.0221	3.2%	0.0095	1.4%	19%	False	False	102,433
10	0.7038	0.6817	0.0221	3.2%	0.0089	1.3%	19%	False	False	93,087
20	0.7169	0.6817	0.0352	5.1%	0.0088	1.3%	12%	False	False	89,670
40	0.7169	0.6669	0.0500	7.3%	0.0092	1.3%	38%	False	False	86,002
60	0.7169	0.6650	0.0519	7.6%	0.0092	1.3%	40%	False	False	66,751
80	0.7169	0.6310	0.0859	12.5%	0.0092	1.3%	64%	False	False	50,128
100	0.7169	0.6225	0.0944	13.8%	0.0092	1.3%	67%	False	False	40,113
120	0.7169	0.6225	0.0944	13.8%	0.0086	1.3%	67%	False	False	33,431

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7241
2.618	0.7120
1.618	0.7046
1.000	0.7000
0.618	0.6972
HIGH	0.6926
0.618	0.6898
0.500	0.6889
0.382	0.6880
LOW	0.6852
0.618	0.6806
1.000	0.6778
1.618	0.6732
2.618	0.6658
4.250	0.6538

Fisher Pivots for day following 21-Feb-2023
Pivot	1 day	3 day
R1	0.6889	0.6880
PP	0.6879	0.6873
S1	0.6869	0.6866

Download as Excel Spreadsheet

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

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