CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 27-Apr-2023

Day Change Summary
	Previous	Current
	26-Apr-2023	27-Apr-2023	Change	Change %	Previous Week
Open	0.6640	0.6618	-0.0023	-0.3%	0.6724
High	0.6657	0.6649	-0.0008	-0.1%	0.6788
Low	0.6606	0.6610	0.0004	0.1%	0.6693
Close	0.6607	0.6645	0.0038	0.6%	0.6700
Range	0.0052	0.0040	-0.0012	-23.3%	0.0095
ATR	0.0070	0.0068	-0.0002	-2.9%	0.0000
Volume	90,428	64,667	-25,761	-28.5%	324,050

Daily Pivots for day following 27-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6753	0.6738	0.6666
R3	0.6713	0.6699	0.6655
R2	0.6674	0.6674	0.6652
R1	0.6659	0.6659	0.6648	0.6667
PP	0.6634	0.6634	0.6634	0.6638
S1	0.6620	0.6620	0.6641	0.6627
S2	0.6595	0.6595	0.6637
S3	0.6555	0.6580	0.6634
S4	0.6516	0.6541	0.6623

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	0.6761	0.6606	0.0156	2.3%	0.0057	0.9%	25%	False	False	71,227
10	0.6824	0.6606	0.0218	3.3%	0.0061	0.9%	18%	False	False	69,745
20	0.6824	0.6606	0.0218	3.3%	0.0071	1.1%	18%	False	False	72,232
40	0.6824	0.6590	0.0234	3.5%	0.0073	1.1%	24%	False	False	80,108
60	0.7193	0.6590	0.0604	9.1%	0.0076	1.1%	9%	False	False	53,548
80	0.7193	0.6590	0.0604	9.1%	0.0076	1.1%	9%	False	False	40,177
100	0.7193	0.6590	0.0604	9.1%	0.0073	1.1%	9%	False	False	32,145
120	0.7193	0.6344	0.0850	12.8%	0.0070	1.1%	35%	False	False	26,788

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6817
2.618	0.6752
1.618	0.6713
1.000	0.6689
0.618	0.6673
HIGH	0.6649
0.618	0.6634
0.500	0.6629
0.382	0.6625
LOW	0.6610
0.618	0.6585
1.000	0.6570
1.618	0.6546
2.618	0.6506
4.250	0.6442

Fisher Pivots for day following 27-Apr-2023
Pivot	1 day	3 day
R1	0.6639	0.6664
PP	0.6634	0.6657
S1	0.6629	0.6651

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

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