CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	0.6708	0.6629	-0.0079	-1.2%	0.6884
High	0.6715	0.6665	-0.0050	-0.7%	0.6892
Low	0.6628	0.6628	0.0000	0.0%	0.6692
Close	0.6638	0.6649	0.0011	0.2%	0.6705
Range	0.0087	0.0037	-0.0050	-57.5%	0.0200
ATR	0.0055	0.0054	-0.0001	-2.3%	0.0000
Volume	363	448	85	23.4%	261

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6758	0.6740	0.6669
R3	0.6721	0.6703	0.6659
R2	0.6684	0.6684	0.6655
R1	0.6666	0.6666	0.6652	0.6675
PP	0.6647	0.6647	0.6647	0.6652
S1	0.6629	0.6629	0.6645	0.6638
S2	0.6610	0.6610	0.6642
S3	0.6573	0.6592	0.6638
S4	0.6536	0.6555	0.6628

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	0.6795	0.6628	0.0167	2.5%	0.0059	0.9%	12%	False	True	221
10	0.6921	0.6628	0.0293	4.4%	0.0062	0.9%	7%	False	True	147
20	0.6921	0.6598	0.0323	4.9%	0.0049	0.7%	16%	False	False	80
40	0.6921	0.6538	0.0384	5.8%	0.0036	0.5%	29%	False	False	41
60	0.6921	0.6538	0.0384	5.8%	0.0034	0.5%	29%	False	False	28
80	0.6921	0.6538	0.0384	5.8%	0.0028	0.4%	29%	False	False	21
100	0.7056	0.6538	0.0519	7.8%	0.0026	0.4%	21%	False	False	18

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6822
2.618	0.6762
1.618	0.6725
1.000	0.6702
0.618	0.6688
HIGH	0.6665
0.618	0.6651
0.500	0.6647
0.382	0.6642
LOW	0.6628
0.618	0.6605
1.000	0.6591
1.618	0.6568
2.618	0.6531
4.250	0.6471

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	0.6648	0.6688
PP	0.6647	0.6675
S1	0.6647	0.6662

Download as Excel Spreadsheet

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

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