CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	0.6748	0.6785	0.0037	0.5%	0.6660
High	0.6782	0.6793	0.0011	0.2%	0.6782
Low	0.6728	0.6779	0.0052	0.8%	0.6660
Close	0.6773	0.6786	0.0013	0.2%	0.6773
Range	0.0055	0.0014	-0.0041	-74.3%	0.0123
ATR	0.0046	0.0044	-0.0002	-4.0%	0.0000
Volume	25	10	-15	-60.0%	76

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6828	0.6821	0.6794
R3	0.6814	0.6807	0.6790
R2	0.6800	0.6800	0.6789
R1	0.6793	0.6793	0.6787	0.6797
PP	0.6786	0.6786	0.6786	0.6788
S1	0.6779	0.6779	0.6785	0.6783
S2	0.6772	0.6772	0.6783
S3	0.6758	0.6765	0.6782
S4	0.6744	0.6751	0.6778

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	0.6793	0.6663	0.0130	1.9%	0.0046	0.7%	95%	True	False	17
10	0.6793	0.6538	0.0256	3.8%	0.0033	0.5%	97%	True	False	14
20	0.6793	0.6538	0.0256	3.8%	0.0025	0.4%	97%	True	False	8
40	0.6836	0.6538	0.0299	4.4%	0.0024	0.4%	83%	False	False	5
60	0.6849	0.6538	0.0312	4.6%	0.0025	0.4%	80%	False	False	4
80	0.6949	0.6538	0.0411	6.1%	0.0024	0.3%	60%	False	False	3
100	0.7197	0.6538	0.0660	9.7%	0.0022	0.3%	38%	False	False	3

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	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6853
2.618	0.6830
1.618	0.6816
1.000	0.6807
0.618	0.6802
HIGH	0.6793
0.618	0.6788
0.500	0.6786
0.382	0.6784
LOW	0.6779
0.618	0.6770
1.000	0.6765
1.618	0.6756
2.618	0.6742
4.250	0.6720

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	0.6786	0.6772
PP	0.6786	0.6759
S1	0.6786	0.6745

Download as Excel Spreadsheet

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

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