CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 27-Feb-2023

Day Change Summary
	Previous	Current
	24-Feb-2023	27-Feb-2023	Change	Change %	Previous Week
Open	0.6812	0.6731	-0.0082	-1.2%	0.6879
High	0.6828	0.6748	-0.0080	-1.2%	0.6926
Low	0.6722	0.6702	-0.0020	-0.3%	0.6722
Close	0.6729	0.6739	0.0010	0.1%	0.6729
Range	0.0106	0.0047	-0.0060	-56.1%	0.0205
ATR	0.0089	0.0086	-0.0003	-3.4%	0.0000
Volume	85,560	70,606	-14,954	-17.5%	343,118

Daily Pivots for day following 27-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6869	0.6850	0.6764
R3	0.6822	0.6804	0.6751
R2	0.6776	0.6776	0.6747
R1	0.6757	0.6757	0.6743	0.6767
PP	0.6729	0.6729	0.6729	0.6734
S1	0.6711	0.6711	0.6734	0.6720
S2	0.6683	0.6683	0.6730
S3	0.6636	0.6664	0.6726
S4	0.6590	0.6618	0.6713

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	0.6702	0.0225	3.3%	0.0072	1.1%	16%	False	True	82,744
10	0.7038	0.6702	0.0336	5.0%	0.0084	1.3%	11%	False	True	87,360
20	0.7169	0.6702	0.0467	6.9%	0.0089	1.3%	8%	False	True	90,443
40	0.7169	0.6702	0.0467	6.9%	0.0091	1.3%	8%	False	True	87,416
60	0.7169	0.6650	0.0519	7.7%	0.0091	1.4%	17%	False	False	71,715
80	0.7169	0.6310	0.0859	12.7%	0.0093	1.4%	50%	False	False	53,941
100	0.7169	0.6225	0.0944	14.0%	0.0090	1.3%	54%	False	False	43,162
120	0.7169	0.6225	0.0944	14.0%	0.0087	1.3%	54%	False	False	35,974

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	0.0021
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.6946
2.618	0.6870
1.618	0.6823
1.000	0.6795
0.618	0.6777
HIGH	0.6748
0.618	0.6730
0.500	0.6725
0.382	0.6719
LOW	0.6702
0.618	0.6673
1.000	0.6655
1.618	0.6626
2.618	0.6580
4.250	0.6504

Fisher Pivots for day following 27-Feb-2023
Pivot	1 day	3 day
R1	0.6734	0.6774
PP	0.6729	0.6762
S1	0.6725	0.6750

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

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