CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	0.6721	0.6745	0.0024	0.4%	0.6684
High	0.6765	0.6758	-0.0007	-0.1%	0.6824
Low	0.6714	0.6707	-0.0007	-0.1%	0.6637
Close	0.6744	0.6732	-0.0013	-0.2%	0.6723
Range	0.0051	0.0051	0.0000	0.0%	0.0187
ATR	0.0075	0.0073	-0.0002	-2.3%	0.0000
Volume	57,075	55,792	-1,283	-2.2%	339,129

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6885	0.6859	0.6760
R3	0.6834	0.6808	0.6746
R2	0.6783	0.6783	0.6741
R1	0.6757	0.6757	0.6736	0.6745
PP	0.6732	0.6732	0.6732	0.6726
S1	0.6706	0.6706	0.6727	0.6694
S2	0.6681	0.6681	0.6722
S3	0.6630	0.6655	0.6717
S4	0.6579	0.6604	0.6703

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	0.6698	0.0126	1.9%	0.0073	1.1%	27%	False	False	69,501
10	0.6824	0.6637	0.0187	2.8%	0.0072	1.1%	51%	False	False	65,519
20	0.6824	0.6637	0.0187	2.8%	0.0073	1.1%	51%	False	False	74,910
40	0.6890	0.6590	0.0301	4.5%	0.0074	1.1%	47%	False	False	69,503
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	24%	False	False	46,391
80	0.7193	0.6590	0.0604	9.0%	0.0076	1.1%	24%	False	False	34,805
100	0.7193	0.6590	0.0604	9.0%	0.0072	1.1%	24%	False	False	27,845

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011

Fibonacci Retracements and Extensions
4.250	0.6975
2.618	0.6892
1.618	0.6841
1.000	0.6809
0.618	0.6790
HIGH	0.6758
0.618	0.6739
0.500	0.6733
0.382	0.6726
LOW	0.6707
0.618	0.6675
1.000	0.6656
1.618	0.6624
2.618	0.6573
4.250	0.6490

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	0.6733	0.6732
PP	0.6732	0.6732
S1	0.6732	0.6732

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

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