CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 24-Apr-2023

Day Change Summary
	Previous	Current
	21-Apr-2023	24-Apr-2023	Change	Change %	Previous Week
Open	0.6758	0.6709	-0.0050	-0.7%	0.6724
High	0.6761	0.6713	-0.0049	-0.7%	0.6788
Low	0.6693	0.6681	-0.0012	-0.2%	0.6693
Close	0.6700	0.6707	0.0007	0.1%	0.6700
Range	0.0069	0.0032	-0.0037	-53.3%	0.0095
ATR	0.0073	0.0070	-0.0003	-4.0%	0.0000
Volume	80,493	55,265	-25,228	-31.3%	324,050

Daily Pivots for day following 24-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6796	0.6784	0.6725
R3	0.6764	0.6752	0.6716
R2	0.6732	0.6732	0.6713
R1	0.6720	0.6720	0.6710	0.6710
PP	0.6700	0.6700	0.6700	0.6695
S1	0.6688	0.6688	0.6704	0.6678
S2	0.6668	0.6668	0.6701
S3	0.6636	0.6656	0.6698
S4	0.6604	0.6624	0.6689

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7012	0.6951	0.6752
R3	0.6917	0.6856	0.6726
R2	0.6822	0.6822	0.6717
R1	0.6761	0.6761	0.6709	0.6744
PP	0.6727	0.6727	0.6727	0.6718
S1	0.6666	0.6666	0.6691	0.6649
S2	0.6632	0.6632	0.6683
S3	0.6537	0.6571	0.6674
S4	0.6442	0.6476	0.6648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6788	0.6681	0.0107	1.6%	0.0056	0.8%	25%	False	True	64,489
10	0.6824	0.6659	0.0165	2.5%	0.0065	1.0%	29%	False	False	67,918
20	0.6824	0.6637	0.0187	2.8%	0.0069	1.0%	38%	False	False	71,212
40	0.6824	0.6590	0.0234	3.5%	0.0073	1.1%	50%	False	False	74,699
60	0.7193	0.6590	0.0604	9.0%	0.0075	1.1%	19%	False	False	49,878
80	0.7193	0.6590	0.0604	9.0%	0.0076	1.1%	19%	False	False	37,423
100	0.7193	0.6590	0.0604	9.0%	0.0072	1.1%	19%	False	False	29,941

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	0.0009
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.6849
2.618	0.6796
1.618	0.6764
1.000	0.6745
0.618	0.6732
HIGH	0.6713
0.618	0.6700
0.500	0.6697
0.382	0.6693
LOW	0.6681
0.618	0.6661
1.000	0.6649
1.618	0.6629
2.618	0.6597
4.250	0.6545

Fisher Pivots for day following 24-Apr-2023
Pivot	1 day	3 day
R1	0.6704	0.6734
PP	0.6700	0.6725
S1	0.6697	0.6716

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

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