CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	0.6590	0.6590	0.0001	0.0%	0.6760
High	0.6637	0.6640	0.0004	0.1%	0.6771
Low	0.6576	0.6564	-0.0013	-0.2%	0.6564
Close	0.6588	0.6584	-0.0004	-0.1%	0.6584
Range	0.0061	0.0077	0.0016	26.4%	0.0208
ATR	0.0081	0.0081	0.0000	-0.4%	0.0000
Volume	112,023	36,801	-75,222	-67.1%	612,540

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6825	0.6781	0.6626
R3	0.6749	0.6704	0.6605
R2	0.6672	0.6672	0.6598
R1	0.6628	0.6628	0.6591	0.6612
PP	0.6596	0.6596	0.6596	0.6588
S1	0.6551	0.6551	0.6576	0.6535
S2	0.6519	0.6519	0.6569
S3	0.6443	0.6475	0.6562
S4	0.6366	0.6398	0.6541

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7262	0.7130	0.6698
R3	0.7054	0.6923	0.6641
R2	0.6847	0.6847	0.6622
R1	0.6715	0.6715	0.6603	0.6677
PP	0.6639	0.6639	0.6639	0.6620
S1	0.6508	0.6508	0.6564	0.6470
S2	0.6432	0.6432	0.6545
S3	0.6224	0.6300	0.6526
S4	0.6017	0.6093	0.6469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6771	0.6564	0.0208	3.2%	0.0084	1.3%	10%	False	True	122,508
10	0.6786	0.6564	0.0223	3.4%	0.0072	1.1%	9%	False	True	99,877
20	0.7038	0.6564	0.0474	7.2%	0.0078	1.2%	4%	False	True	93,784
40	0.7169	0.6564	0.0605	9.2%	0.0084	1.3%	3%	False	True	91,330
60	0.7169	0.6564	0.0605	9.2%	0.0089	1.4%	3%	False	True	86,479
80	0.7169	0.6564	0.0605	9.2%	0.0088	1.3%	3%	False	True	65,527
100	0.7169	0.6244	0.0925	14.1%	0.0089	1.3%	37%	False	False	52,439
120	0.7169	0.6225	0.0944	14.3%	0.0089	1.3%	38%	False	False	43,709

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6965
2.618	0.6840
1.618	0.6764
1.000	0.6717
0.618	0.6687
HIGH	0.6640
0.618	0.6611
0.500	0.6602
0.382	0.6593
LOW	0.6564
0.618	0.6516
1.000	0.6487
1.618	0.6440
2.618	0.6363
4.250	0.6238

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	0.6602	0.6602
PP	0.6596	0.6596
S1	0.6590	0.6590

Download as Excel Spreadsheet

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

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