CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	0.6644	0.6674	0.0030	0.5%	0.6709
High	0.6730	0.6715	-0.0016	-0.2%	0.6722
Low	0.6634	0.6661	0.0027	0.4%	0.6582
Close	0.6675	0.6698	0.0023	0.3%	0.6629
Range	0.0096	0.0054	-0.0042	-43.8%	0.0140
ATR	0.0070	0.0069	-0.0001	-1.6%	0.0000
Volume	103,808	66,201	-37,607	-36.2%	354,889

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6853	0.6829	0.6727
R3	0.6799	0.6775	0.6712
R2	0.6745	0.6745	0.6707
R1	0.6721	0.6721	0.6702	0.6733
PP	0.6691	0.6691	0.6691	0.6697
S1	0.6667	0.6667	0.6693	0.6679
S2	0.6637	0.6637	0.6688
S3	0.6583	0.6613	0.6683
S4	0.6529	0.6559	0.6668

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	0.6730	0.6582	0.0148	2.2%	0.0065	1.0%	78%	False	False	74,290
10	0.6788	0.6582	0.0206	3.1%	0.0064	1.0%	56%	False	False	73,674
20	0.6824	0.6582	0.0242	3.6%	0.0068	1.0%	48%	False	False	69,596
40	0.6824	0.6582	0.0242	3.6%	0.0072	1.1%	48%	False	False	85,287
60	0.7050	0.6582	0.0468	7.0%	0.0074	1.1%	25%	False	False	58,653
80	0.7193	0.6582	0.0611	9.1%	0.0072	1.1%	19%	False	False	44,011
100	0.7193	0.6582	0.0611	9.1%	0.0073	1.1%	19%	False	False	35,213
120	0.7193	0.6455	0.0738	11.0%	0.0070	1.0%	33%	False	False	29,345

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

Fibonacci Retracements and Extensions
4.250	0.6944
2.618	0.6856
1.618	0.6802
1.000	0.6769
0.618	0.6748
HIGH	0.6715
0.618	0.6694
0.500	0.6688
0.382	0.6681
LOW	0.6661
0.618	0.6627
1.000	0.6607
1.618	0.6573
2.618	0.6519
4.250	0.6431

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	0.6694	0.6690
PP	0.6691	0.6683
S1	0.6688	0.6676

Download as Excel Spreadsheet

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

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