CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	0.6732	0.6760	0.0028	0.4%	0.6731
High	0.6778	0.6771	-0.0007	-0.1%	0.6786
Low	0.6730	0.6716	-0.0014	-0.2%	0.6698
Close	0.6772	0.6722	-0.0050	-0.7%	0.6772
Range	0.0048	0.0055	0.0007	14.6%	0.0089
ATR	0.0080	0.0078	-0.0002	-2.2%	0.0000
Volume	66,108	78,603	12,495	18.9%	386,232

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6901	0.6867	0.6752
R3	0.6846	0.6812	0.6737
R2	0.6791	0.6791	0.6732
R1	0.6757	0.6757	0.6727	0.6747
PP	0.6736	0.6736	0.6736	0.6731
S1	0.6702	0.6702	0.6717	0.6692
S2	0.6681	0.6681	0.6712
S3	0.6626	0.6647	0.6707
S4	0.6571	0.6592	0.6692

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%	0.0061	0.9%	28%	False	False	78,845
10	0.6926	0.6698	0.0229	3.4%	0.0066	1.0%	11%	False	False	80,795
20	0.7038	0.6698	0.0340	5.1%	0.0078	1.2%	7%	False	False	86,530
40	0.7169	0.6698	0.0471	7.0%	0.0084	1.2%	5%	False	False	86,078
60	0.7169	0.6650	0.0519	7.7%	0.0088	1.3%	14%	False	False	78,098
80	0.7169	0.6426	0.0743	11.1%	0.0090	1.3%	40%	False	False	58,859
100	0.7169	0.6225	0.0944	14.0%	0.0089	1.3%	53%	False	False	47,101
120	0.7169	0.6225	0.0944	14.0%	0.0088	1.3%	53%	False	False	39,260

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	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7005
2.618	0.6915
1.618	0.6860
1.000	0.6826
0.618	0.6805
HIGH	0.6771
0.618	0.6750
0.500	0.6744
0.382	0.6737
LOW	0.6716
0.618	0.6682
1.000	0.6661
1.618	0.6627
2.618	0.6572
4.250	0.6482

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	0.6744	0.6743
PP	0.6736	0.6736
S1	0.6729	0.6729

Download as Excel Spreadsheet

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

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