CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 17-Apr-2023

Day Change Summary
	Previous	Current
	14-Apr-2023	17-Apr-2023	Change	Change %	Previous Week
Open	0.6802	0.6724	-0.0078	-1.1%	0.6684
High	0.6824	0.6736	-0.0088	-1.3%	0.6824
Low	0.6712	0.6698	-0.0014	-0.2%	0.6637
Close	0.6723	0.6718	-0.0005	-0.1%	0.6723
Range	0.0112	0.0038	-0.0074	-66.1%	0.0187
ATR	0.0080	0.0077	-0.0003	-3.7%	0.0000
Volume	97,761	56,870	-40,891	-41.8%	339,129

Daily Pivots for day following 17-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6831	0.6813	0.6739
R3	0.6793	0.6775	0.6728
R2	0.6755	0.6755	0.6725
R1	0.6737	0.6737	0.6721	0.6727
PP	0.6717	0.6717	0.6717	0.6713
S1	0.6699	0.6699	0.6715	0.6689
S2	0.6679	0.6679	0.6711
S3	0.6641	0.6661	0.6708
S4	0.6603	0.6623	0.6697

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	0.6659	0.0165	2.4%	0.0075	1.1%	36%	False	False	71,348
10	0.6824	0.6637	0.0187	2.8%	0.0083	1.2%	43%	False	False	75,959
20	0.6824	0.6637	0.0187	2.8%	0.0075	1.1%	43%	False	False	77,036
40	0.6948	0.6590	0.0358	5.3%	0.0075	1.1%	36%	False	False	66,693
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	21%	False	False	44,512
80	0.7193	0.6590	0.0604	9.0%	0.0076	1.1%	21%	False	False	33,394
100	0.7193	0.6590	0.0604	9.0%	0.0071	1.1%	21%	False	False	26,717

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	0.0013
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.6898
2.618	0.6835
1.618	0.6797
1.000	0.6774
0.618	0.6759
HIGH	0.6736
0.618	0.6721
0.500	0.6717
0.382	0.6713
LOW	0.6698
0.618	0.6675
1.000	0.6660
1.618	0.6637
2.618	0.6599
4.250	0.6537

Fisher Pivots for day following 17-Apr-2023
Pivot	1 day	3 day
R1	0.6718	0.6761
PP	0.6717	0.6747
S1	0.6717	0.6732

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

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