CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	0.6743	0.6706	-0.0037	-0.5%	0.6884
High	0.6795	0.6720	-0.0075	-1.1%	0.6892
Low	0.6692	0.6698	0.0006	0.1%	0.6692
Close	0.6705	0.6711	0.0006	0.1%	0.6705
Range	0.0103	0.0022	-0.0081	-78.6%	0.0200
ATR	0.0055	0.0053	-0.0002	-4.3%	0.0000
Volume	138	48	-90	-65.2%	261

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6765	0.6723
R3	0.6754	0.6743	0.6717
R2	0.6732	0.6732	0.6715
R1	0.6721	0.6721	0.6713	0.6727
PP	0.6710	0.6710	0.6710	0.6712
S1	0.6699	0.6699	0.6709	0.6705
S2	0.6688	0.6688	0.6707
S3	0.6666	0.6677	0.6705
S4	0.6644	0.6655	0.6699

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7363	0.7234	0.6815
R3	0.7163	0.7034	0.6760
R2	0.6963	0.6963	0.6742
R1	0.6834	0.6834	0.6723	0.6799
PP	0.6763	0.6763	0.6763	0.6745
S1	0.6634	0.6634	0.6687	0.6599
S2	0.6563	0.6563	0.6668
S3	0.6363	0.6434	0.6650
S4	0.6163	0.6234	0.6595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6892	0.6692	0.0200	3.0%	0.0064	1.0%	10%	False	False	61
10	0.6921	0.6692	0.0229	3.4%	0.0054	0.8%	8%	False	False	58
20	0.6921	0.6538	0.0384	5.7%	0.0045	0.7%	45%	False	False	36
40	0.6921	0.6538	0.0384	5.7%	0.0034	0.5%	45%	False	False	19
60	0.6921	0.6538	0.0384	5.7%	0.0032	0.5%	45%	False	False	13
80	0.6921	0.6538	0.0384	5.7%	0.0027	0.4%	45%	False	False	10
100	0.7151	0.6538	0.0613	9.1%	0.0026	0.4%	28%	False	False	8

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6814
2.618	0.6778
1.618	0.6756
1.000	0.6742
0.618	0.6734
HIGH	0.6720
0.618	0.6712
0.500	0.6709
0.382	0.6706
LOW	0.6698
0.618	0.6684
1.000	0.6676
1.618	0.6662
2.618	0.6640
4.250	0.6605

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	0.6710	0.6758
PP	0.6710	0.6742
S1	0.6709	0.6727

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

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