CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	0.7130	0.7127	-0.0003	0.0%	0.7105
High	0.7130	0.7127	-0.0003	0.0%	0.7197
Low	0.7130	0.7127	-0.0003	0.0%	0.7105
Close	0.7130	0.7127	-0.0003	0.0%	0.7184
Range
ATR
Volume

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7127	0.7127	0.7127
R3	0.7127	0.7127	0.7127
R2	0.7127	0.7127	0.7127
R1	0.7127	0.7127	0.7127	0.7127
PP	0.7127	0.7127	0.7127	0.7127
S1	0.7127	0.7127	0.7127	0.7127
S2	0.7127	0.7127	0.7127
S3	0.7127	0.7127	0.7127
S4	0.7127	0.7127	0.7127

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7438	0.7403	0.7234
R3	0.7346	0.7311	0.7209
R2	0.7254	0.7254	0.7200
R1	0.7219	0.7219	0.7192	0.7236
PP	0.7162	0.7162	0.7162	0.7171
S1	0.7127	0.7127	0.7175	0.7144
S2	0.7070	0.7070	0.7167
S3	0.6978	0.7035	0.7158
S4	0.6886	0.6943	0.7133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7197	0.7127	0.0070	1.0%	0.0009	0.1%	0%	False	True
10	0.7197	0.6999	0.0199	2.8%	0.0013	0.2%	65%	False	False

Crabel Price Patterns
NR	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.7127
2.618	0.7127
1.618	0.7127
1.000	0.7127
0.618	0.7127
HIGH	0.7127
0.618	0.7127
0.500	0.7127
0.382	0.7127
LOW	0.7127
0.618	0.7127
1.000	0.7127
1.618	0.7127
2.618	0.7127
4.250	0.7127

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	0.7127	0.7162
PP	0.7127	0.7150
S1	0.7127	0.7139

Download as Excel Spreadsheet

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

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