CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	0.6731	0.6741	0.0011	0.2%	0.6879
High	0.6748	0.6761	0.0013	0.2%	0.6926
Low	0.6702	0.6707	0.0005	0.1%	0.6722
Close	0.6739	0.6738	-0.0001	0.0%	0.6729
Range	0.0047	0.0055	0.0008	17.2%	0.0205
ATR	0.0086	0.0084	-0.0002	-2.6%	0.0000
Volume	70,606	78,694	8,088	11.5%	343,118

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6899	0.6873	0.6767
R3	0.6844	0.6818	0.6752
R2	0.6790	0.6790	0.6747
R1	0.6764	0.6764	0.6742	0.6749
PP	0.6735	0.6735	0.6735	0.6728
S1	0.6709	0.6709	0.6733	0.6695
S2	0.6681	0.6681	0.6728
S3	0.6626	0.6655	0.6723
S4	0.6572	0.6600	0.6708

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	0.6870	0.6702	0.0168	2.5%	0.0068	1.0%	21%	False	False	76,792
10	0.7038	0.6702	0.0336	5.0%	0.0082	1.2%	11%	False	False	89,612
20	0.7169	0.6702	0.0467	6.9%	0.0088	1.3%	8%	False	False	91,335
40	0.7169	0.6702	0.0467	6.9%	0.0090	1.3%	8%	False	False	88,045
60	0.7169	0.6650	0.0519	7.7%	0.0090	1.3%	17%	False	False	73,018
80	0.7169	0.6310	0.0859	12.7%	0.0093	1.4%	50%	False	False	54,923
100	0.7169	0.6225	0.0944	14.0%	0.0090	1.3%	54%	False	False	43,946
120	0.7169	0.6225	0.0944	14.0%	0.0087	1.3%	54%	False	False	36,630

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	True
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	0.6993
2.618	0.6904
1.618	0.6849
1.000	0.6816
0.618	0.6795
HIGH	0.6761
0.618	0.6740
0.500	0.6734
0.382	0.6727
LOW	0.6707
0.618	0.6673
1.000	0.6652
1.618	0.6618
2.618	0.6564
4.250	0.6475

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	0.6736	0.6765
PP	0.6735	0.6756
S1	0.6734	0.6747

Download as Excel Spreadsheet

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

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