CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 24-Feb-2023

Day Change Summary
	Previous	Current
	23-Feb-2023	24-Feb-2023	Change	Change %	Previous Week
Open	0.6811	0.6812	0.0002	0.0%	0.6879
High	0.6846	0.6828	-0.0018	-0.3%	0.6926
Low	0.6786	0.6722	-0.0064	-0.9%	0.6722
Close	0.6809	0.6729	-0.0080	-1.2%	0.6729
Range	0.0060	0.0106	0.0046	76.7%	0.0205
ATR	0.0088	0.0089	0.0001	1.5%	0.0000
Volume	68,622	85,560	16,938	24.7%	343,118

Daily Pivots for day following 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7077	0.7009	0.6787
R3	0.6971	0.6903	0.6758
R2	0.6865	0.6865	0.6748
R1	0.6797	0.6797	0.6739	0.6778
PP	0.6759	0.6759	0.6759	0.6750
S1	0.6691	0.6691	0.6719	0.6672
S2	0.6653	0.6653	0.6710
S3	0.6547	0.6585	0.6700
S4	0.6441	0.6479	0.6671

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7272	0.6841
R3	0.7201	0.7067	0.6785
R2	0.6997	0.6997	0.6766
R1	0.6863	0.6863	0.6748	0.6828
PP	0.6792	0.6792	0.6792	0.6775
S1	0.6658	0.6658	0.6710	0.6623
S2	0.6588	0.6588	0.6692
S3	0.6383	0.6454	0.6673
S4	0.6179	0.6249	0.6617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6926	0.6722	0.0205	3.0%	0.0077	1.1%	4%	False	True	83,672
10	0.7038	0.6722	0.0316	4.7%	0.0085	1.3%	2%	False	True	87,691
20	0.7169	0.6722	0.0447	6.6%	0.0089	1.3%	2%	False	True	90,047
40	0.7169	0.6706	0.0463	6.9%	0.0092	1.4%	5%	False	False	87,205
60	0.7169	0.6650	0.0519	7.7%	0.0092	1.4%	15%	False	False	70,572
80	0.7169	0.6310	0.0859	12.8%	0.0093	1.4%	49%	False	False	53,060
100	0.7169	0.6225	0.0944	14.0%	0.0091	1.3%	53%	False	False	42,456
120	0.7169	0.6225	0.0944	14.0%	0.0087	1.3%	53%	False	False	35,386

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7278
2.618	0.7105
1.618	0.6999
1.000	0.6934
0.618	0.6893
HIGH	0.6828
0.618	0.6787
0.500	0.6775
0.382	0.6762
LOW	0.6722
0.618	0.6656
1.000	0.6616
1.618	0.6550
2.618	0.6444
4.250	0.6271

Fisher Pivots for day following 24-Feb-2023
Pivot	1 day	3 day
R1	0.6775	0.6796
PP	0.6759	0.6773
S1	0.6744	0.6751

Download as Excel Spreadsheet

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

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