CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 03-Mar-2023

Day Change Summary
	Previous	Current
	02-Mar-2023	03-Mar-2023	Change	Change %	Previous Week
Open	0.6759	0.6732	-0.0028	-0.4%	0.6731
High	0.6768	0.6778	0.0011	0.2%	0.6786
Low	0.6708	0.6730	0.0022	0.3%	0.6698
Close	0.6731	0.6772	0.0041	0.6%	0.6772
Range	0.0060	0.0048	-0.0012	-19.3%	0.0089
ATR	0.0082	0.0080	-0.0002	-3.0%	0.0000
Volume	77,034	66,108	-10,926	-14.2%	386,232

Daily Pivots for day following 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6904	0.6886	0.6798
R3	0.6856	0.6838	0.6785
R2	0.6808	0.6808	0.6780
R1	0.6790	0.6790	0.6776	0.6799
PP	0.6760	0.6760	0.6760	0.6764
S1	0.6742	0.6742	0.6767	0.6751
S2	0.6712	0.6712	0.6763
S3	0.6664	0.6694	0.6758
S4	0.6616	0.6646	0.6745

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7017	0.6983	0.6820
R3	0.6929	0.6894	0.6796
R2	0.6840	0.6840	0.6788
R1	0.6806	0.6806	0.6780	0.6823
PP	0.6752	0.6752	0.6752	0.6760
S1	0.6717	0.6717	0.6763	0.6735
S2	0.6663	0.6663	0.6755
S3	0.6575	0.6629	0.6747
S4	0.6486	0.6540	0.6723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6786	0.6698	0.0089	1.3%	0.0059	0.9%	84%	False	False	77,246
10	0.6926	0.6698	0.0229	3.4%	0.0068	1.0%	32%	False	False	80,459
20	0.7090	0.6698	0.0392	5.8%	0.0084	1.2%	19%	False	False	89,191
40	0.7169	0.6698	0.0471	7.0%	0.0085	1.3%	16%	False	False	86,420
60	0.7169	0.6650	0.0519	7.7%	0.0088	1.3%	23%	False	False	76,823
80	0.7169	0.6426	0.0743	11.0%	0.0090	1.3%	47%	False	False	57,878
100	0.7169	0.6225	0.0944	13.9%	0.0089	1.3%	58%	False	False	46,315
120	0.7169	0.6225	0.0944	13.9%	0.0088	1.3%	58%	False	False	38,605

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6982
2.618	0.6904
1.618	0.6856
1.000	0.6826
0.618	0.6808
HIGH	0.6778
0.618	0.6760
0.500	0.6754
0.382	0.6748
LOW	0.6730
0.618	0.6700
1.000	0.6682
1.618	0.6652
2.618	0.6604
4.250	0.6526

Fisher Pivots for day following 03-Mar-2023
Pivot	1 day	3 day
R1	0.6766	0.6762
PP	0.6760	0.6752
S1	0.6754	0.6742

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

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