CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 23-Feb-2023

Day Change Summary
	Previous	Current
	22-Feb-2023	23-Feb-2023	Change	Change %	Previous Week
Open	0.6863	0.6811	-0.0052	-0.8%	0.6924
High	0.6870	0.6846	-0.0024	-0.3%	0.7038
Low	0.6799	0.6786	-0.0013	-0.2%	0.6817
Close	0.6801	0.6809	0.0008	0.1%	0.6885
Range	0.0071	0.0060	-0.0011	-15.5%	0.0221
ATR	0.0090	0.0088	-0.0002	-2.4%	0.0000
Volume	80,479	68,622	-11,857	-14.7%	459,880

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6993	0.6961	0.6842
R3	0.6933	0.6901	0.6826
R2	0.6873	0.6873	0.6820
R1	0.6841	0.6841	0.6815	0.6827
PP	0.6813	0.6813	0.6813	0.6806
S1	0.6781	0.6781	0.6804	0.6767
S2	0.6753	0.6753	0.6798
S3	0.6693	0.6721	0.6793
S4	0.6633	0.6661	0.6776

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	0.6942	0.6786	0.0157	2.3%	0.0075	1.1%	15%	False	True	87,859
10	0.7038	0.6786	0.0252	3.7%	0.0083	1.2%	9%	False	True	87,029
20	0.7169	0.6786	0.0383	5.6%	0.0086	1.3%	6%	False	True	89,267
40	0.7169	0.6706	0.0463	6.8%	0.0090	1.3%	22%	False	False	86,339
60	0.7169	0.6650	0.0519	7.6%	0.0092	1.3%	31%	False	False	69,228
80	0.7169	0.6310	0.0859	12.6%	0.0092	1.4%	58%	False	False	51,991
100	0.7169	0.6225	0.0944	13.9%	0.0091	1.3%	62%	False	False	41,601
120	0.7169	0.6225	0.0944	13.9%	0.0087	1.3%	62%	False	False	34,673

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7101
2.618	0.7003
1.618	0.6943
1.000	0.6906
0.618	0.6883
HIGH	0.6846
0.618	0.6823
0.500	0.6816
0.382	0.6808
LOW	0.6786
0.618	0.6748
1.000	0.6726
1.618	0.6688
2.618	0.6628
4.250	0.6531

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	0.6816	0.6856
PP	0.6813	0.6840
S1	0.6811	0.6825

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

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