CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 14-Apr-2023

Day Change Summary
	Previous	Current
	13-Apr-2023	14-Apr-2023	Change	Change %	Previous Week
Open	0.6710	0.6802	0.0092	1.4%	0.6684
High	0.6814	0.6824	0.0010	0.1%	0.6824
Low	0.6703	0.6712	0.0009	0.1%	0.6637
Close	0.6806	0.6723	-0.0084	-1.2%	0.6723
Range	0.0111	0.0112	0.0001	0.9%	0.0187
ATR	0.0077	0.0080	0.0002	3.2%	0.0000
Volume	80,009	97,761	17,752	22.2%	339,129

Daily Pivots for day following 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7089	0.7018	0.6784
R3	0.6977	0.6906	0.6753
R2	0.6865	0.6865	0.6743
R1	0.6794	0.6794	0.6733	0.6773
PP	0.6753	0.6753	0.6753	0.6742
S1	0.6682	0.6682	0.6712	0.6661
S2	0.6641	0.6641	0.6702
S3	0.6529	0.6570	0.6692
S4	0.6417	0.6458	0.6661

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7287	0.7191	0.6825
R3	0.7101	0.7005	0.6774
R2	0.6914	0.6914	0.6757
R1	0.6818	0.6818	0.6740	0.6866
PP	0.6728	0.6728	0.6728	0.6752
S1	0.6632	0.6632	0.6705	0.6680
S2	0.6541	0.6541	0.6688
S3	0.6355	0.6445	0.6671
S4	0.6168	0.6259	0.6620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6824	0.6637	0.0187	2.8%	0.0080	1.2%	46%	True	False	67,825
10	0.6824	0.6637	0.0187	2.8%	0.0086	1.3%	46%	True	False	78,268
20	0.6824	0.6637	0.0187	2.8%	0.0076	1.1%	46%	True	False	79,466
40	0.6965	0.6590	0.0375	5.6%	0.0076	1.1%	35%	False	False	65,281
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	22%	False	False	43,566
80	0.7193	0.6590	0.0604	9.0%	0.0076	1.1%	22%	False	False	32,683
100	0.7193	0.6590	0.0604	9.0%	0.0071	1.1%	22%	False	False	26,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7300
2.618	0.7117
1.618	0.7005
1.000	0.6936
0.618	0.6893
HIGH	0.6824
0.618	0.6781
0.500	0.6768
0.382	0.6754
LOW	0.6712
0.618	0.6642
1.000	0.6600
1.618	0.6530
2.618	0.6418
4.250	0.6236

Fisher Pivots for day following 14-Apr-2023
Pivot	1 day	3 day
R1	0.6768	0.6745
PP	0.6753	0.6738
S1	0.6738	0.6730

Download as Excel Spreadsheet

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

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