CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	0.6962	0.7015	0.0053	0.8%	0.7130
High	0.6962	0.7015	0.0053	0.8%	0.7196
Low	0.6962	0.7015	0.0053	0.8%	0.7009
Close	0.6962	0.7015	0.0053	0.8%	0.7003
Range
ATR	0.0044	0.0045	0.0001	1.5%	0.0000
Volume	0	1	1		9

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7015	0.7015	0.7015
R3	0.7015	0.7015	0.7015
R2	0.7015	0.7015	0.7015
R1	0.7015	0.7015	0.7015	0.7015
PP	0.7015	0.7015	0.7015	0.7015
S1	0.7015	0.7015	0.7015	0.7015
S2	0.7015	0.7015	0.7015
S3	0.7015	0.7015	0.7015
S4	0.7015	0.7015	0.7015

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7504	0.7106
R3	0.7443	0.7317	0.7054
R2	0.7256	0.7256	0.7037
R1	0.7130	0.7130	0.7020	0.7099
PP	0.7069	0.7069	0.7069	0.7054
S1	0.6943	0.6943	0.6986	0.6912
S2	0.6882	0.6882	0.6969
S3	0.6695	0.6756	0.6952
S4	0.6508	0.6569	0.6900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7196	0.6962	0.0234	3.3%	0.0028	0.4%	23%	False	False	2
10	0.7197	0.6962	0.0236	3.4%	0.0019	0.3%	23%	False	False	1

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	0.0006

Fibonacci Retracements and Extensions
4.250	0.7015
2.618	0.7015
1.618	0.7015
1.000	0.7015
0.618	0.7015
HIGH	0.7015
0.618	0.7015
0.500	0.7015
0.382	0.7015
LOW	0.7015
0.618	0.7015
1.000	0.7015
1.618	0.7015
2.618	0.7015
4.250	0.7015

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	0.7015	0.7056
PP	0.7015	0.7042
S1	0.7015	0.7028

Download as Excel Spreadsheet

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

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