CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	0.6590	0.6596	0.0006	0.1%	0.6760
High	0.6640	0.6678	0.0038	0.6%	0.6771
Low	0.6564	0.6596	0.0033	0.5%	0.6564
Close	0.6584	0.6666	0.0082	1.2%	0.6584
Range	0.0077	0.0082	0.0006	7.2%	0.0208
ATR	0.0081	0.0082	0.0001	1.2%	0.0000
Volume	36,801	1,578	-35,223	-95.7%	612,540

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6893	0.6861	0.6711
R3	0.6811	0.6779	0.6688
R2	0.6729	0.6729	0.6681
R1	0.6697	0.6697	0.6673	0.6713
PP	0.6647	0.6647	0.6647	0.6654
S1	0.6615	0.6615	0.6658	0.6631
S2	0.6565	0.6565	0.6650
S3	0.6483	0.6533	0.6643
S4	0.6401	0.6451	0.6620

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7262	0.7130	0.6698
R3	0.7054	0.6923	0.6641
R2	0.6847	0.6847	0.6622
R1	0.6715	0.6715	0.6603	0.6677
PP	0.6639	0.6639	0.6639	0.6620
S1	0.6508	0.6508	0.6564	0.6470
S2	0.6432	0.6432	0.6545
S3	0.6224	0.6300	0.6526
S4	0.6017	0.6093	0.6469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6749	0.6564	0.0186	2.8%	0.0090	1.3%	55%	False	False	107,103
10	0.6786	0.6564	0.0223	3.3%	0.0075	1.1%	46%	False	False	92,974
20	0.7038	0.6564	0.0474	7.1%	0.0080	1.2%	22%	False	False	90,167
40	0.7169	0.6564	0.0605	9.1%	0.0083	1.2%	17%	False	False	88,830
60	0.7169	0.6564	0.0605	9.1%	0.0088	1.3%	17%	False	False	85,131
80	0.7169	0.6564	0.0605	9.1%	0.0088	1.3%	17%	False	False	65,546
100	0.7169	0.6244	0.0925	13.9%	0.0089	1.3%	46%	False	False	52,455
120	0.7169	0.6225	0.0944	14.2%	0.0089	1.3%	47%	False	False	43,722

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7027
2.618	0.6893
1.618	0.6811
1.000	0.6760
0.618	0.6729
HIGH	0.6678
0.618	0.6647
0.500	0.6637
0.382	0.6627
LOW	0.6596
0.618	0.6545
1.000	0.6514
1.618	0.6463
2.618	0.6381
4.250	0.6248

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	0.6656	0.6651
PP	0.6647	0.6636
S1	0.6637	0.6621

Download as Excel Spreadsheet

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

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