CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	0.6615	0.6612	-0.0003	0.0%	0.6785
High	0.6662	0.6666	0.0004	0.1%	0.6795
Low	0.6602	0.6590	-0.0012	-0.2%	0.6590
Close	0.6613	0.6609	-0.0004	-0.1%	0.6609
Range	0.0061	0.0076	0.0016	25.6%	0.0206
ATR	0.0076	0.0076	0.0000	0.0%	0.0000
Volume	80,620	154,895	74,275	92.1%	458,837

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6849	0.6805	0.6650
R3	0.6773	0.6729	0.6629
R2	0.6697	0.6697	0.6622
R1	0.6653	0.6653	0.6615	0.6637
PP	0.6621	0.6621	0.6621	0.6613
S1	0.6577	0.6577	0.6602	0.6561
S2	0.6545	0.6545	0.6595
S3	0.6469	0.6501	0.6588
S4	0.6393	0.6425	0.6567

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7281	0.7150	0.6722
R3	0.7075	0.6945	0.6665
R2	0.6870	0.6870	0.6646
R1	0.6739	0.6739	0.6627	0.6702
PP	0.6664	0.6664	0.6664	0.6646
S1	0.6534	0.6534	0.6590	0.6496
S2	0.6459	0.6459	0.6571
S3	0.6253	0.6328	0.6552
S4	0.6048	0.6123	0.6495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6795	0.6590	0.0206	3.1%	0.0083	1.3%	9%	False	True	91,767
10	0.6810	0.6590	0.0220	3.3%	0.0070	1.1%	9%	False	True	47,263
20	0.7050	0.6590	0.0461	7.0%	0.0075	1.1%	4%	False	True	23,809
40	0.7193	0.6590	0.0604	9.1%	0.0074	1.1%	3%	False	True	11,955
60	0.7193	0.6590	0.0604	9.1%	0.0075	1.1%	3%	False	True	7,979
80	0.7193	0.6590	0.0604	9.1%	0.0067	1.0%	3%	False	True	5,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6989
2.618	0.6864
1.618	0.6788
1.000	0.6742
0.618	0.6712
HIGH	0.6666
0.618	0.6636
0.500	0.6628
0.382	0.6619
LOW	0.6590
0.618	0.6543
1.000	0.6514
1.618	0.6467
2.618	0.6391
4.250	0.6267

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	0.6628	0.6628
PP	0.6621	0.6621
S1	0.6615	0.6615

Download as Excel Spreadsheet

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

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