CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 22-Mar-2023

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	0.6741	0.6692	-0.0049	-0.7%	0.6623
High	0.6748	0.6782	0.0034	0.5%	0.6748
Low	0.6672	0.6684	0.0012	0.2%	0.6613
Close	0.6687	0.6751	0.0064	0.9%	0.6735
Range	0.0076	0.0098	0.0022	28.9%	0.0135
ATR	0.0079	0.0080	0.0001	1.7%	0.0000
Volume	71,020	97,376	26,356	37.1%	652,170

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7033	0.6990	0.6804
R3	0.6935	0.6892	0.6777
R2	0.6837	0.6837	0.6768
R1	0.6794	0.6794	0.6759	0.6815
PP	0.6739	0.6739	0.6739	0.6749
S1	0.6696	0.6696	0.6742	0.6717
S2	0.6641	0.6641	0.6733
S3	0.6543	0.6598	0.6724
S4	0.6445	0.6500	0.6697

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7104	0.7054	0.6809
R3	0.6969	0.6919	0.6772
R2	0.6834	0.6834	0.6760
R1	0.6784	0.6784	0.6747	0.6809
PP	0.6699	0.6699	0.6699	0.6711
S1	0.6649	0.6649	0.6723	0.6674
S2	0.6564	0.6564	0.6710
S3	0.6429	0.6514	0.6698
S4	0.6294	0.6379	0.6661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6782	0.6633	0.0149	2.2%	0.0075	1.1%	79%	True	False	98,443
10	0.6782	0.6590	0.0192	2.8%	0.0082	1.2%	84%	True	False	114,045
20	0.6865	0.6590	0.0276	4.1%	0.0077	1.1%	58%	False	False	68,960
40	0.7193	0.6590	0.0604	8.9%	0.0077	1.1%	27%	False	False	34,565
60	0.7193	0.6590	0.0604	8.9%	0.0077	1.1%	27%	False	False	23,058
80	0.7193	0.6590	0.0604	8.9%	0.0073	1.1%	27%	False	False	17,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7198
2.618	0.7038
1.618	0.6940
1.000	0.6880
0.618	0.6842
HIGH	0.6782
0.618	0.6744
0.500	0.6733
0.382	0.6721
LOW	0.6684
0.618	0.6623
1.000	0.6586
1.618	0.6525
2.618	0.6427
4.250	0.6267

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	0.6745	0.6743
PP	0.6739	0.6735
S1	0.6733	0.6727

Download as Excel Spreadsheet

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

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