CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-May-2023

Day Change Summary
	Previous	Current
	05-May-2023	08-May-2023	Change	Change %	Previous Week
Open	0.6704	0.6763	0.0060	0.9%	0.6630
High	0.6768	0.6815	0.0047	0.7%	0.6768
Low	0.6699	0.6751	0.0052	0.8%	0.6622
Close	0.6766	0.6798	0.0032	0.5%	0.6766
Range	0.0069	0.0064	-0.0005	-7.3%	0.0146
ATR	0.0069	0.0068	0.0000	-0.5%	0.0000
Volume	94,253	86,197	-8,056	-8.5%	414,586

Daily Pivots for day following 08-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6978	0.6951	0.6832
R3	0.6915	0.6888	0.6815
R2	0.6851	0.6851	0.6809
R1	0.6824	0.6824	0.6803	0.6838
PP	0.6788	0.6788	0.6788	0.6794
S1	0.6761	0.6761	0.6792	0.6774
S2	0.6724	0.6724	0.6786
S3	0.6661	0.6697	0.6780
S4	0.6597	0.6634	0.6763

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7156	0.7107	0.6846
R3	0.7010	0.6961	0.6806
R2	0.6864	0.6864	0.6793
R1	0.6815	0.6815	0.6779	0.6840
PP	0.6718	0.6718	0.6718	0.6731
S1	0.6669	0.6669	0.6753	0.6694
S2	0.6572	0.6572	0.6739
S3	0.6426	0.6523	0.6726
S4	0.6280	0.6377	0.6686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6815	0.6634	0.0181	2.7%	0.0070	1.0%	91%	True	False	88,650
10	0.6815	0.6582	0.0233	3.4%	0.0067	1.0%	93%	True	False	80,040
20	0.6824	0.6582	0.0242	3.6%	0.0066	1.0%	89%	False	False	73,979
40	0.6824	0.6582	0.0242	3.6%	0.0072	1.1%	89%	False	False	82,893
60	0.7050	0.6582	0.0468	6.9%	0.0073	1.1%	46%	False	False	63,199
80	0.7193	0.6582	0.0611	9.0%	0.0073	1.1%	35%	False	False	47,424
100	0.7193	0.6582	0.0611	9.0%	0.0074	1.1%	35%	False	False	37,945
120	0.7193	0.6582	0.0611	9.0%	0.0069	1.0%	35%	False	False	31,621

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7084
2.618	0.6981
1.618	0.6917
1.000	0.6878
0.618	0.6854
HIGH	0.6815
0.618	0.6790
0.500	0.6783
0.382	0.6775
LOW	0.6751
0.618	0.6712
1.000	0.6688
1.618	0.6648
2.618	0.6585
4.250	0.6481

Fisher Pivots for day following 08-May-2023
Pivot	1 day	3 day
R1	0.6793	0.6776
PP	0.6788	0.6754
S1	0.6783	0.6733

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

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