CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	0.6730	0.6589	-0.0141	-2.1%	0.6731
High	0.6749	0.6629	-0.0120	-1.8%	0.6786
Low	0.6581	0.6568	-0.0013	-0.2%	0.6698
Close	0.6587	0.6590	0.0004	0.1%	0.6772
Range	0.0168	0.0061	-0.0107	-63.7%	0.0089
ATR	0.0085	0.0083	-0.0002	-2.0%	0.0000
Volume	179,422	205,691	26,269	14.6%	386,232

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6779	0.6745	0.6624
R3	0.6718	0.6684	0.6607
R2	0.6657	0.6657	0.6601
R1	0.6623	0.6623	0.6596	0.6640
PP	0.6596	0.6596	0.6596	0.6604
S1	0.6562	0.6562	0.6584	0.6579
S2	0.6535	0.6535	0.6579
S3	0.6474	0.6501	0.6573
S4	0.6413	0.6440	0.6556

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	0.6778	0.6568	0.0210	3.2%	0.0078	1.2%	10%	False	True	121,371
10	0.6846	0.6568	0.0278	4.2%	0.0075	1.1%	8%	False	True	100,413
20	0.7038	0.6568	0.0470	7.1%	0.0080	1.2%	5%	False	True	93,765
40	0.7169	0.6568	0.0601	9.1%	0.0083	1.3%	4%	False	True	91,033
60	0.7169	0.6568	0.0601	9.1%	0.0089	1.4%	4%	False	True	84,434
80	0.7169	0.6426	0.0743	11.3%	0.0091	1.4%	22%	False	False	63,672
100	0.7169	0.6225	0.0944	14.3%	0.0090	1.4%	39%	False	False	50,952
120	0.7169	0.6225	0.0944	14.3%	0.0088	1.3%	39%	False	False	42,469

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6888
2.618	0.6789
1.618	0.6728
1.000	0.6690
0.618	0.6667
HIGH	0.6629
0.618	0.6606
0.500	0.6599
0.382	0.6591
LOW	0.6568
0.618	0.6530
1.000	0.6507
1.618	0.6469
2.618	0.6408
4.250	0.6309

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	0.6599	0.6670
PP	0.6596	0.6643
S1	0.6593	0.6617

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

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