CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 20-Apr-2023

Day Change Summary
	Previous	Current
	19-Apr-2023	20-Apr-2023	Change	Change %	Previous Week
Open	0.6745	0.6731	-0.0014	-0.2%	0.6684
High	0.6758	0.6788	0.0030	0.4%	0.6824
Low	0.6707	0.6713	0.0006	0.1%	0.6637
Close	0.6732	0.6758	0.0027	0.4%	0.6723
Range	0.0051	0.0075	0.0024	47.1%	0.0187
ATR	0.0073	0.0073	0.0000	0.2%	0.0000
Volume	55,792	73,820	18,028	32.3%	339,129

Daily Pivots for day following 20-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6978	0.6943	0.6799
R3	0.6903	0.6868	0.6779
R2	0.6828	0.6828	0.6772
R1	0.6793	0.6793	0.6765	0.6810
PP	0.6753	0.6753	0.6753	0.6761
S1	0.6718	0.6718	0.6751	0.6735
S2	0.6678	0.6678	0.6744
S3	0.6603	0.6643	0.6737
S4	0.6528	0.6568	0.6717

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%	0.0065	1.0%	48%	False	False	68,263
10	0.6824	0.6637	0.0187	2.8%	0.0069	1.0%	65%	False	False	63,957
20	0.6824	0.6637	0.0187	2.8%	0.0071	1.1%	65%	False	False	73,732
40	0.6865	0.6590	0.0276	4.1%	0.0074	1.1%	61%	False	False	71,346
60	0.7193	0.6590	0.0604	8.9%	0.0075	1.1%	28%	False	False	47,620
80	0.7193	0.6590	0.0604	8.9%	0.0076	1.1%	28%	False	False	35,726
100	0.7193	0.6590	0.0604	8.9%	0.0072	1.1%	28%	False	False	28,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7106
2.618	0.6984
1.618	0.6909
1.000	0.6863
0.618	0.6834
HIGH	0.6788
0.618	0.6759
0.500	0.6750
0.382	0.6741
LOW	0.6713
0.618	0.6666
1.000	0.6638
1.618	0.6591
2.618	0.6516
4.250	0.6394

Fisher Pivots for day following 20-Apr-2023
Pivot	1 day	3 day
R1	0.6755	0.6754
PP	0.6753	0.6751
S1	0.6750	0.6747

Download as Excel Spreadsheet

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

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