CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	0.6706	0.6705	-0.0002	0.0%	0.6884
High	0.6720	0.6749	0.0029	0.4%	0.6892
Low	0.6698	0.6705	0.0007	0.1%	0.6692
Close	0.6711	0.6719	0.0008	0.1%	0.6705
Range	0.0022	0.0044	0.0022	100.0%	0.0200
ATR	0.0053	0.0052	-0.0001	-1.2%	0.0000
Volume	48	109	61	127.1%	261

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6856	0.6832	0.6743
R3	0.6812	0.6788	0.6731
R2	0.6768	0.6768	0.6727
R1	0.6744	0.6744	0.6723	0.6756
PP	0.6724	0.6724	0.6724	0.6730
S1	0.6700	0.6700	0.6715	0.6712
S2	0.6680	0.6680	0.6711
S3	0.6636	0.6656	0.6707
S4	0.6592	0.6612	0.6695

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	0.6834	0.6692	0.0142	2.1%	0.0052	0.8%	19%	False	False	74
10	0.6921	0.6692	0.0229	3.4%	0.0057	0.8%	12%	False	False	68
20	0.6921	0.6538	0.0384	5.7%	0.0045	0.7%	47%	False	False	41
40	0.6921	0.6538	0.0384	5.7%	0.0034	0.5%	47%	False	False	21
60	0.6921	0.6538	0.0384	5.7%	0.0032	0.5%	47%	False	False	15
80	0.6921	0.6538	0.0384	5.7%	0.0028	0.4%	47%	False	False	11
100	0.7151	0.6538	0.0613	9.1%	0.0027	0.4%	30%	False	False	10

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6936
2.618	0.6864
1.618	0.6820
1.000	0.6793
0.618	0.6776
HIGH	0.6749
0.618	0.6732
0.500	0.6727
0.382	0.6721
LOW	0.6705
0.618	0.6677
1.000	0.6661
1.618	0.6633
2.618	0.6589
4.250	0.6518

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	0.6727	0.6744
PP	0.6724	0.6735
S1	0.6722	0.6727

Download as Excel Spreadsheet

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

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