CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 06-Apr-2023

Day Change Summary
	Previous	Current
	05-Apr-2023	06-Apr-2023	Change	Change %	Previous Week
Open	0.6772	0.6740	-0.0032	-0.5%	0.6701
High	0.6799	0.6744	-0.0055	-0.8%	0.6813
Low	0.6695	0.6671	-0.0024	-0.4%	0.6670
Close	0.6742	0.6698	-0.0044	-0.6%	0.6698
Range	0.0104	0.0073	-0.0031	-30.0%	0.0143
ATR	0.0079	0.0078	0.0000	-0.6%	0.0000
Volume	89,443	56,885	-32,558	-36.4%	363,598

Daily Pivots for day following 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6922	0.6882	0.6738
R3	0.6849	0.6810	0.6718
R2	0.6777	0.6777	0.6711
R1	0.6737	0.6737	0.6705	0.6721
PP	0.6704	0.6704	0.6704	0.6696
S1	0.6665	0.6665	0.6691	0.6648
S2	0.6632	0.6632	0.6685
S3	0.6559	0.6592	0.6678
S4	0.6487	0.6520	0.6658

Weekly Pivots for week ending 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7154	0.7069	0.6776
R3	0.7012	0.6926	0.6737
R2	0.6869	0.6869	0.6724
R1	0.6784	0.6784	0.6711	0.6755
PP	0.6727	0.6727	0.6727	0.6713
S1	0.6641	0.6641	0.6685	0.6613
S2	0.6584	0.6584	0.6672
S3	0.6442	0.6499	0.6659
S4	0.6299	0.6356	0.6620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6813	0.6670	0.0143	2.1%	0.0091	1.4%	20%	False	False	88,711
10	0.6813	0.6646	0.0167	2.5%	0.0073	1.1%	31%	False	False	80,469
20	0.6813	0.6590	0.0223	3.3%	0.0079	1.2%	49%	False	False	97,589
40	0.7050	0.6590	0.0461	6.9%	0.0077	1.2%	24%	False	False	56,831
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	18%	False	False	37,920
80	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	18%	False	False	28,446
100	0.7193	0.6590	0.0604	9.0%	0.0070	1.0%	18%	False	False	22,757

Crabel Price Patterns
NR	True
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7052
2.618	0.6933
1.618	0.6861
1.000	0.6816
0.618	0.6788
HIGH	0.6744
0.618	0.6716
0.500	0.6707
0.382	0.6699
LOW	0.6671
0.618	0.6626
1.000	0.6599
1.618	0.6554
2.618	0.6481
4.250	0.6363

Fisher Pivots for day following 06-Apr-2023
Pivot	1 day	3 day
R1	0.6707	0.6742
PP	0.6704	0.6727
S1	0.6701	0.6713

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

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