CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	0.7042	0.6951	-0.0091	-1.3%	0.6934
High	0.7101	0.6960	-0.0142	-2.0%	0.7036
Low	0.6980	0.6915	-0.0065	-0.9%	0.6906
Close	0.6987	0.6960	-0.0027	-0.4%	0.7020
Range	0.0121	0.0045	-0.0077	-63.2%	0.0130
ATR	0.0084	0.0083	-0.0001	-1.1%	0.0000
Volume	141	105	-36	-25.5%	231

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7078	0.7063	0.6984
R3	0.7034	0.7019	0.6972
R2	0.6989	0.6989	0.6968
R1	0.6974	0.6974	0.6964	0.6982
PP	0.6945	0.6945	0.6945	0.6948
S1	0.6930	0.6930	0.6955	0.6937
S2	0.6900	0.6900	0.6951
S3	0.6856	0.6885	0.6947
S4	0.6811	0.6841	0.6935

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7376	0.7327	0.7091
R3	0.7246	0.7198	0.7055
R2	0.7117	0.7117	0.7043
R1	0.7068	0.7068	0.7031	0.7092
PP	0.6987	0.6987	0.6987	0.6999
S1	0.6939	0.6939	0.7008	0.6963
S2	0.6858	0.6858	0.6996
S3	0.6728	0.6809	0.6984
S4	0.6599	0.6680	0.6948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7101	0.6915	0.0186	2.7%	0.0080	1.2%	24%	False	True	76
10	0.7101	0.6767	0.0334	4.8%	0.0080	1.2%	58%	False	False	57
20	0.7101	0.6700	0.0401	5.8%	0.0078	1.1%	65%	False	False	40
40	0.7101	0.6653	0.0448	6.4%	0.0065	0.9%	68%	False	False	24

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7149
2.618	0.7076
1.618	0.7032
1.000	0.7004
0.618	0.6987
HIGH	0.6960
0.618	0.6943
0.500	0.6937
0.382	0.6932
LOW	0.6915
0.618	0.6887
1.000	0.6871
1.618	0.6843
2.618	0.6798
4.250	0.6726

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	0.6952	0.7008
PP	0.6945	0.6992
S1	0.6937	0.6976

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

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