CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	0.6804	0.6772	-0.0032	-0.5%	0.6663
High	0.6813	0.6799	-0.0014	-0.2%	0.6757
Low	0.6740	0.6695	-0.0045	-0.7%	0.6655
Close	0.6760	0.6742	-0.0019	-0.3%	0.6701
Range	0.0073	0.0104	0.0031	42.8%	0.0103
ATR	0.0077	0.0079	0.0002	2.5%	0.0000
Volume	100,855	89,443	-11,412	-11.3%	342,198

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7056	0.7002	0.6798
R3	0.6952	0.6899	0.6770
R2	0.6849	0.6849	0.6760
R1	0.6795	0.6795	0.6751	0.6770
PP	0.6745	0.6745	0.6745	0.6733
S1	0.6692	0.6692	0.6732	0.6667
S2	0.6642	0.6642	0.6723
S3	0.6538	0.6588	0.6713
S4	0.6435	0.6485	0.6685

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	0.6813	0.6670	0.0143	2.1%	0.0088	1.3%	50%	False	False	89,788
10	0.6813	0.6646	0.0167	2.5%	0.0074	1.1%	57%	False	False	83,507
20	0.6813	0.6590	0.0223	3.3%	0.0078	1.2%	68%	False	False	98,776
40	0.7050	0.6590	0.0461	6.8%	0.0077	1.1%	33%	False	False	55,411
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	25%	False	False	36,972
80	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	25%	False	False	27,734
100	0.7193	0.6455	0.0738	10.9%	0.0071	1.1%	39%	False	False	22,189

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7238
2.618	0.7069
1.618	0.6966
1.000	0.6902
0.618	0.6862
HIGH	0.6799
0.618	0.6759
0.500	0.6747
0.382	0.6735
LOW	0.6695
0.618	0.6631
1.000	0.6592
1.618	0.6528
2.618	0.6424
4.250	0.6255

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	0.6747	0.6741
PP	0.6745	0.6741
S1	0.6743	0.6741

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

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