CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 26-Apr-2023

Day Change Summary
	Previous	Current
	25-Apr-2023	26-Apr-2023	Change	Change %	Previous Week
Open	0.6711	0.6640	-0.0071	-1.1%	0.6724
High	0.6722	0.6657	-0.0065	-1.0%	0.6788
Low	0.6629	0.6606	-0.0023	-0.3%	0.6693
Close	0.6633	0.6607	-0.0026	-0.4%	0.6700
Range	0.0094	0.0052	-0.0042	-44.9%	0.0095
ATR	0.0072	0.0070	-0.0001	-2.0%	0.0000
Volume	65,286	90,428	25,142	38.5%	324,050

Daily Pivots for day following 26-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6778	0.6744	0.6635
R3	0.6726	0.6692	0.6621
R2	0.6675	0.6675	0.6616
R1	0.6641	0.6641	0.6612	0.6632
PP	0.6623	0.6623	0.6623	0.6619
S1	0.6589	0.6589	0.6602	0.6581
S2	0.6572	0.6572	0.6598
S3	0.6520	0.6538	0.6593
S4	0.6469	0.6486	0.6579

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	0.6606	0.0182	2.8%	0.0064	1.0%	1%	False	True	73,058
10	0.6824	0.6606	0.0218	3.3%	0.0068	1.0%	1%	False	True	71,279
20	0.6824	0.6606	0.0218	3.3%	0.0071	1.1%	1%	False	True	72,817
40	0.6824	0.6590	0.0234	3.5%	0.0074	1.1%	7%	False	False	78,556
60	0.7193	0.6590	0.0604	9.1%	0.0076	1.1%	3%	False	False	52,471
80	0.7193	0.6590	0.0604	9.1%	0.0076	1.1%	3%	False	False	39,369
100	0.7193	0.6590	0.0604	9.1%	0.0073	1.1%	3%	False	False	31,498

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6876
2.618	0.6792
1.618	0.6740
1.000	0.6709
0.618	0.6689
HIGH	0.6657
0.618	0.6637
0.500	0.6631
0.382	0.6625
LOW	0.6606
0.618	0.6574
1.000	0.6554
1.618	0.6522
2.618	0.6471
4.250	0.6387

Fisher Pivots for day following 26-Apr-2023
Pivot	1 day	3 day
R1	0.6631	0.6664
PP	0.6623	0.6645
S1	0.6615	0.6626

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

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