CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Mar-2023

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	0.6589	0.6590	0.0001	0.0%	0.6731
High	0.6629	0.6637	0.0008	0.1%	0.6786
Low	0.6568	0.6576	0.0008	0.1%	0.6698
Close	0.6590	0.6588	-0.0003	0.0%	0.6772
Range	0.0061	0.0061	-0.0001	-0.8%	0.0089
ATR	0.0083	0.0081	-0.0002	-1.9%	0.0000
Volume	205,691	112,023	-93,668	-45.5%	386,232

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6782	0.6745	0.6621
R3	0.6721	0.6685	0.6604
R2	0.6661	0.6661	0.6599
R1	0.6624	0.6624	0.6593	0.6612
PP	0.6600	0.6600	0.6600	0.6594
S1	0.6564	0.6564	0.6582	0.6552
S2	0.6540	0.6540	0.6576
S3	0.6479	0.6503	0.6571
S4	0.6419	0.6443	0.6554

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%	0.0079	1.2%	9%	False	False	128,369
10	0.6828	0.6568	0.0260	3.9%	0.0075	1.1%	8%	False	False	104,753
20	0.7038	0.6568	0.0470	7.1%	0.0079	1.2%	4%	False	False	95,891
40	0.7169	0.6568	0.0601	9.1%	0.0083	1.3%	3%	False	False	91,924
60	0.7169	0.6568	0.0601	9.1%	0.0089	1.3%	3%	False	False	86,117
80	0.7169	0.6568	0.0601	9.1%	0.0088	1.3%	3%	False	False	65,070
100	0.7169	0.6232	0.0937	14.2%	0.0089	1.4%	38%	False	False	52,072
120	0.7169	0.6225	0.0944	14.3%	0.0088	1.3%	38%	False	False	43,402

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6894
2.618	0.6795
1.618	0.6734
1.000	0.6697
0.618	0.6674
HIGH	0.6637
0.618	0.6613
0.500	0.6606
0.382	0.6599
LOW	0.6576
0.618	0.6539
1.000	0.6516
1.618	0.6478
2.618	0.6418
4.250	0.6319

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	0.6606	0.6659
PP	0.6600	0.6635
S1	0.6594	0.6611

Download as Excel Spreadsheet

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

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