CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 11-Apr-2023

Day Change Summary
	Previous	Current
	10-Apr-2023	11-Apr-2023	Change	Change %	Previous Week
Open	0.6684	0.6660	-0.0025	-0.4%	0.6701
High	0.6699	0.6699	0.0000	0.0%	0.6813
Low	0.6637	0.6659	0.0022	0.3%	0.6670
Close	0.6659	0.6670	0.0012	0.2%	0.6698
Range	0.0062	0.0040	-0.0022	-35.8%	0.0143
ATR	0.0077	0.0074	-0.0003	-3.4%	0.0000
Volume	39,258	55,839	16,581	42.2%	363,598

Daily Pivots for day following 11-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6794	0.6772	0.6692
R3	0.6755	0.6732	0.6681
R2	0.6715	0.6715	0.6677
R1	0.6693	0.6693	0.6674	0.6704
PP	0.6676	0.6676	0.6676	0.6682
S1	0.6653	0.6653	0.6666	0.6665
S2	0.6636	0.6636	0.6663
S3	0.6597	0.6614	0.6659
S4	0.6557	0.6574	0.6648

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%	0.0070	1.0%	19%	False	False	68,456
10	0.6813	0.6637	0.0176	2.6%	0.0073	1.1%	19%	False	False	74,064
20	0.6813	0.6613	0.0200	3.0%	0.0074	1.1%	29%	False	False	86,903
40	0.7050	0.6590	0.0461	6.9%	0.0076	1.1%	17%	False	False	59,197
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	13%	False	False	39,503
80	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	13%	False	False	29,634
100	0.7193	0.6590	0.0604	9.0%	0.0069	1.0%	13%	False	False	23,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.6866
2.618	0.6802
1.618	0.6762
1.000	0.6738
0.618	0.6723
HIGH	0.6699
0.618	0.6683
0.500	0.6679
0.382	0.6674
LOW	0.6659
0.618	0.6635
1.000	0.6620
1.618	0.6595
2.618	0.6556
4.250	0.6491

Fisher Pivots for day following 11-Apr-2023
Pivot	1 day	3 day
R1	0.6679	0.6690
PP	0.6676	0.6684
S1	0.6673	0.6677

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

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