CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	0.6629	0.6649	0.0020	0.3%	0.6706
High	0.6665	0.6700	0.0035	0.5%	0.6749
Low	0.6628	0.6633	0.0005	0.1%	0.6628
Close	0.6649	0.6694	0.0045	0.7%	0.6694
Range	0.0037	0.0067	0.0030	81.1%	0.0121
ATR	0.0054	0.0055	0.0001	1.8%	0.0000
Volume	448	71	-377	-84.2%	1,039

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6877	0.6852	0.6730
R3	0.6810	0.6785	0.6712
R2	0.6743	0.6743	0.6706
R1	0.6718	0.6718	0.6700	0.6730
PP	0.6676	0.6676	0.6676	0.6682
S1	0.6651	0.6651	0.6687	0.6663
S2	0.6609	0.6609	0.6681
S3	0.6542	0.6584	0.6675
S4	0.6475	0.6517	0.6657

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7052	0.6993	0.6760
R3	0.6931	0.6873	0.6727
R2	0.6811	0.6811	0.6716
R1	0.6752	0.6752	0.6705	0.6721
PP	0.6690	0.6690	0.6690	0.6675
S1	0.6632	0.6632	0.6682	0.6601
S2	0.6570	0.6570	0.6671
S3	0.6449	0.6511	0.6660
S4	0.6329	0.6391	0.6627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6749	0.6628	0.0121	1.8%	0.0051	0.8%	54%	False	False	207
10	0.6921	0.6628	0.0293	4.4%	0.0059	0.9%	22%	False	False	152
20	0.6921	0.6628	0.0293	4.4%	0.0051	0.8%	22%	False	False	83
40	0.6921	0.6538	0.0384	5.7%	0.0037	0.5%	41%	False	False	43
60	0.6921	0.6538	0.0384	5.7%	0.0034	0.5%	41%	False	False	30
80	0.6921	0.6538	0.0384	5.7%	0.0029	0.4%	41%	False	False	22
100	0.7056	0.6538	0.0519	7.7%	0.0027	0.4%	30%	False	False	18

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	0.6985
2.618	0.6875
1.618	0.6808
1.000	0.6767
0.618	0.6741
HIGH	0.6700
0.618	0.6674
0.500	0.6667
0.382	0.6659
LOW	0.6633
0.618	0.6592
1.000	0.6566
1.618	0.6525
2.618	0.6458
4.250	0.6348

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	0.6685	0.6686
PP	0.6676	0.6679
S1	0.6667	0.6672

Download as Excel Spreadsheet

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

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