CME Australian Dollar Future June 2023

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

Day Change Summary
	Previous	Current
	06-Apr-2023	10-Apr-2023	Change	Change %	Previous Week
Open	0.6740	0.6684	-0.0056	-0.8%	0.6701
High	0.6744	0.6699	-0.0045	-0.7%	0.6813
Low	0.6671	0.6637	-0.0034	-0.5%	0.6670
Close	0.6698	0.6659	-0.0040	-0.6%	0.6698
Range	0.0073	0.0062	-0.0011	-15.2%	0.0143
ATR	0.0078	0.0077	-0.0001	-1.5%	0.0000
Volume	56,885	39,258	-17,627	-31.0%	363,598

Daily Pivots for day following 10-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6849	0.6815	0.6692
R3	0.6788	0.6754	0.6675
R2	0.6726	0.6726	0.6670
R1	0.6692	0.6692	0.6664	0.6679
PP	0.6665	0.6665	0.6665	0.6658
S1	0.6631	0.6631	0.6653	0.6617
S2	0.6603	0.6603	0.6647
S3	0.6542	0.6569	0.6642
S4	0.6480	0.6508	0.6625

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7154	0.7069	0.6776
R3	0.7012	0.6926	0.6737
R2	0.6869	0.6869	0.6724
R1	0.6784	0.6784	0.6711	0.6755
PP	0.6727	0.6727	0.6727	0.6713
S1	0.6641	0.6641	0.6685	0.6613
S2	0.6584	0.6584	0.6672
S3	0.6442	0.6499	0.6659
S4	0.6299	0.6356	0.6620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6813	0.6637	0.0176	2.6%	0.0090	1.4%	12%	False	True	80,571
10	0.6813	0.6637	0.0176	2.6%	0.0072	1.1%	12%	False	True	74,505
20	0.6813	0.6613	0.0200	3.0%	0.0078	1.2%	23%	False	False	91,808
40	0.7050	0.6590	0.0461	6.9%	0.0077	1.2%	15%	False	False	57,808
60	0.7193	0.6590	0.0604	9.1%	0.0075	1.1%	11%	False	False	38,573
80	0.7193	0.6590	0.0604	9.1%	0.0076	1.1%	11%	False	False	28,936
100	0.7193	0.6590	0.0604	9.1%	0.0069	1.0%	11%	False	False	23,150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6960
2.618	0.6860
1.618	0.6798
1.000	0.6760
0.618	0.6737
HIGH	0.6699
0.618	0.6675
0.500	0.6668
0.382	0.6660
LOW	0.6637
0.618	0.6599
1.000	0.6576
1.618	0.6537
2.618	0.6476
4.250	0.6376

Fisher Pivots for day following 10-Apr-2023
Pivot	1 day	3 day
R1	0.6668	0.6718
PP	0.6665	0.6698
S1	0.6662	0.6678

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

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