CME Australian Dollar Future December 2023

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

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.6698	0.6748	0.0051	0.8%	0.6660
High	0.6748	0.6782	0.0034	0.5%	0.6782
Low	0.6698	0.6728	0.0030	0.4%	0.6660
Close	0.6748	0.6773	0.0026	0.4%	0.6773
Range	0.0051	0.0055	0.0004	7.9%	0.0123
ATR	0.0045	0.0046	0.0001	1.5%	0.0000
Volume	9	25	16	177.8%	76

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6924	0.6903	0.6803
R3	0.6870	0.6849	0.6788
R2	0.6815	0.6815	0.6783
R1	0.6794	0.6794	0.6778	0.6805
PP	0.6761	0.6761	0.6761	0.6766
S1	0.6740	0.6740	0.6768	0.6750
S2	0.6706	0.6706	0.6763
S3	0.6652	0.6685	0.6758
S4	0.6597	0.6631	0.6743

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7106	0.7062	0.6840
R3	0.6983	0.6939	0.6807
R2	0.6861	0.6861	0.6795
R1	0.6817	0.6817	0.6784	0.6839
PP	0.6738	0.6738	0.6738	0.6749
S1	0.6694	0.6694	0.6762	0.6716
S2	0.6616	0.6616	0.6751
S3	0.6493	0.6572	0.6739
S4	0.6371	0.6449	0.6706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6782	0.6660	0.0123	1.8%	0.0043	0.6%	93%	True	False	15
10	0.6782	0.6538	0.0245	3.6%	0.0036	0.5%	96%	True	False	13
20	0.6782	0.6538	0.0245	3.6%	0.0027	0.4%	96%	True	False	8
40	0.6849	0.6538	0.0312	4.6%	0.0026	0.4%	76%	False	False	4
60	0.6849	0.6538	0.0312	4.6%	0.0025	0.4%	76%	False	False	4
80	0.6978	0.6538	0.0440	6.5%	0.0024	0.3%	54%	False	False	3
100	0.7197	0.6538	0.0660	9.7%	0.0022	0.3%	36%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7014
2.618	0.6925
1.618	0.6870
1.000	0.6837
0.618	0.6816
HIGH	0.6782
0.618	0.6761
0.500	0.6755
0.382	0.6748
LOW	0.6728
0.618	0.6694
1.000	0.6673
1.618	0.6639
2.618	0.6585
4.250	0.6496

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.6767	0.6761
PP	0.6761	0.6748
S1	0.6755	0.6736

Download as Excel Spreadsheet

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

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