CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 28-Apr-2023

Day Change Summary
	Previous	Current
	27-Apr-2023	28-Apr-2023	Change	Change %	Previous Week
Open	0.6618	0.6644	0.0026	0.4%	0.6709
High	0.6649	0.6656	0.0007	0.1%	0.6722
Low	0.6610	0.6582	-0.0028	-0.4%	0.6582
Close	0.6645	0.6629	-0.0016	-0.2%	0.6629
Range	0.0040	0.0074	0.0034	86.1%	0.0140
ATR	0.0068	0.0069	0.0000	0.6%	0.0000
Volume	64,667	79,243	14,576	22.5%	354,889

Daily Pivots for day following 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6843	0.6809	0.6669
R3	0.6769	0.6736	0.6649
R2	0.6696	0.6696	0.6642
R1	0.6662	0.6662	0.6635	0.6642
PP	0.6622	0.6622	0.6622	0.6612
S1	0.6589	0.6589	0.6622	0.6569
S2	0.6549	0.6549	0.6615
S3	0.6475	0.6515	0.6608
S4	0.6402	0.6442	0.6588

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7064	0.6986	0.6706
R3	0.6924	0.6846	0.6667
R2	0.6784	0.6784	0.6654
R1	0.6706	0.6706	0.6641	0.6675
PP	0.6644	0.6644	0.6644	0.6629
S1	0.6566	0.6566	0.6616	0.6535
S2	0.6504	0.6504	0.6603
S3	0.6364	0.6426	0.6590
S4	0.6224	0.6286	0.6552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6722	0.6582	0.0140	2.1%	0.0058	0.9%	33%	False	True	70,977
10	0.6788	0.6582	0.0206	3.1%	0.0057	0.9%	23%	False	True	67,893
20	0.6824	0.6582	0.0242	3.6%	0.0071	1.1%	19%	False	True	73,081
40	0.6824	0.6582	0.0242	3.6%	0.0073	1.1%	19%	False	True	82,002
60	0.7193	0.6582	0.0611	9.2%	0.0076	1.1%	8%	False	True	54,868
80	0.7193	0.6582	0.0611	9.2%	0.0075	1.1%	8%	False	True	41,167
100	0.7193	0.6582	0.0611	9.2%	0.0073	1.1%	8%	False	True	32,937
120	0.7193	0.6344	0.0850	12.8%	0.0070	1.1%	34%	False	False	27,448

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

Fibonacci Retracements and Extensions
4.250	0.6968
2.618	0.6848
1.618	0.6774
1.000	0.6729
0.618	0.6701
HIGH	0.6656
0.618	0.6627
0.500	0.6619
0.382	0.6610
LOW	0.6582
0.618	0.6537
1.000	0.6509
1.618	0.6463
2.618	0.6390
4.250	0.6270

Fisher Pivots for day following 28-Apr-2023
Pivot	1 day	3 day
R1	0.6625	0.6626
PP	0.6622	0.6623
S1	0.6619	0.6620

Download as Excel Spreadsheet

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

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