CME Australian Dollar Future December 2023

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

Day Change Summary
	Previous	Current
	08-Feb-2023	09-Feb-2023	Change	Change %	Previous Week
Open	0.6996	0.7008	0.0012	0.2%	0.7130
High	0.6996	0.7008	0.0012	0.2%	0.7196
Low	0.6996	0.7008	0.0012	0.2%	0.7009
Close	0.6996	0.7008	0.0012	0.2%	0.7003
Range
ATR	0.0043	0.0041	-0.0002	-5.2%	0.0000
Volume

Daily Pivots for day following 09-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7008	0.7008	0.7008
R3	0.7008	0.7008	0.7008
R2	0.7008	0.7008	0.7008
R1	0.7008	0.7008	0.7008	0.7008
PP	0.7008	0.7008	0.7008	0.7008
S1	0.7008	0.7008	0.7008	0.7008
S2	0.7008	0.7008	0.7008
S3	0.7008	0.7008	0.7008
S4	0.7008	0.7008	0.7008

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	0.7151	0.6962	0.0189	2.7%	0.0028	0.4%	24%	False	False	2
10	0.7197	0.6962	0.0236	3.4%	0.0018	0.3%	20%	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	0.7008
2.618	0.7008
1.618	0.7008
1.000	0.7008
0.618	0.7008
HIGH	0.7008
0.618	0.7008
0.500	0.7008
0.382	0.7008
LOW	0.7008
0.618	0.7008
1.000	0.7008
1.618	0.7008
2.618	0.7008
4.250	0.7008

Fisher Pivots for day following 09-Feb-2023
Pivot	1 day	3 day
R1	0.7008	0.7007
PP	0.7008	0.7006
S1	0.7008	0.7005

Download as Excel Spreadsheet

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

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