CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	0.6705	0.6731	0.0026	0.4%	0.6663
High	0.6738	0.6757	0.0020	0.3%	0.6757
Low	0.6681	0.6689	0.0008	0.1%	0.6655
Close	0.6728	0.6701	-0.0027	-0.4%	0.6701
Range	0.0057	0.0068	0.0012	20.4%	0.0103
ATR	0.0073	0.0072	0.0000	-0.5%	0.0000
Volume	62,269	79,959	17,690	28.4%	342,198

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6920	0.6878	0.6738
R3	0.6852	0.6810	0.6720
R2	0.6784	0.6784	0.6713
R1	0.6742	0.6742	0.6707	0.6729
PP	0.6716	0.6716	0.6716	0.6709
S1	0.6674	0.6674	0.6695	0.6661
S2	0.6648	0.6648	0.6689
S3	0.6580	0.6606	0.6682
S4	0.6512	0.6538	0.6664

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7012	0.6959	0.6757
R3	0.6909	0.6856	0.6729
R2	0.6807	0.6807	0.6720
R1	0.6754	0.6754	0.6710	0.6780
PP	0.6704	0.6704	0.6704	0.6717
S1	0.6651	0.6651	0.6692	0.6678
S2	0.6602	0.6602	0.6682
S3	0.6499	0.6549	0.6673
S4	0.6397	0.6446	0.6645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6757	0.6655	0.0103	1.5%	0.0054	0.8%	45%	True	False	68,439
10	0.6782	0.6646	0.0136	2.0%	0.0066	1.0%	41%	False	False	78,113
20	0.6795	0.6590	0.0206	3.1%	0.0076	1.1%	54%	False	False	94,607
40	0.7114	0.6590	0.0525	7.8%	0.0077	1.2%	21%	False	False	47,758
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	18%	False	False	31,862
80	0.7193	0.6590	0.0604	9.0%	0.0073	1.1%	18%	False	False	23,901
100	0.7193	0.6455	0.0738	11.0%	0.0069	1.0%	33%	False	False	19,122

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7046
2.618	0.6935
1.618	0.6867
1.000	0.6825
0.618	0.6799
HIGH	0.6757
0.618	0.6731
0.500	0.6723
0.382	0.6715
LOW	0.6689
0.618	0.6647
1.000	0.6621
1.618	0.6579
2.618	0.6511
4.250	0.6400

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	0.6723	0.6719
PP	0.6716	0.6713
S1	0.6708	0.6707

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

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