CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 03-Mar-2023

Day Change Summary
	Previous	Current
	02-Mar-2023	03-Mar-2023	Change	Change %	Previous Week
Open	0.6784	0.6756	-0.0028	-0.4%	0.6762
High	0.6785	0.6800	0.0015	0.2%	0.6810
Low	0.6733	0.6754	0.0022	0.3%	0.6711
Close	0.6755	0.6796	0.0041	0.6%	0.6796
Range	0.0053	0.0046	-0.0007	-12.4%	0.0099
ATR	0.0076	0.0074	-0.0002	-2.8%	0.0000
Volume	3,501	6,281	2,780	79.4%	13,797

Daily Pivots for day following 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6921	0.6904	0.6821
R3	0.6875	0.6858	0.6808
R2	0.6829	0.6829	0.6804
R1	0.6812	0.6812	0.6800	0.6821
PP	0.6783	0.6783	0.6783	0.6787
S1	0.6766	0.6766	0.6791	0.6775
S2	0.6737	0.6737	0.6787
S3	0.6691	0.6720	0.6783
S4	0.6645	0.6674	0.6770

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7068	0.7030	0.6850
R3	0.6969	0.6932	0.6823
R2	0.6871	0.6871	0.6814
R1	0.6833	0.6833	0.6805	0.6852
PP	0.6772	0.6772	0.6772	0.6781
S1	0.6735	0.6735	0.6786	0.6753
S2	0.6674	0.6674	0.6777
S3	0.6575	0.6636	0.6768
S4	0.6477	0.6538	0.6741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6810	0.6711	0.0099	1.4%	0.0057	0.8%	86%	False	False	2,759
10	0.6948	0.6711	0.0237	3.5%	0.0065	1.0%	36%	False	False	1,601
20	0.7114	0.6711	0.0403	5.9%	0.0078	1.2%	21%	False	False	910
40	0.7193	0.6711	0.0482	7.1%	0.0074	1.1%	18%	False	False	489
60	0.7193	0.6700	0.0493	7.3%	0.0072	1.1%	19%	False	False	332
80	0.7193	0.6455	0.0738	10.9%	0.0067	1.0%	46%	False	False	250

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6996
2.618	0.6920
1.618	0.6874
1.000	0.6846
0.618	0.6828
HIGH	0.6800
0.618	0.6782
0.500	0.6777
0.382	0.6772
LOW	0.6754
0.618	0.6726
1.000	0.6708
1.618	0.6680
2.618	0.6634
4.250	0.6559

Fisher Pivots for day following 03-Mar-2023
Pivot	1 day	3 day
R1	0.6789	0.6784
PP	0.6783	0.6772
S1	0.6777	0.6760

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

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