CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 09-May-2023

Day Change Summary
	Previous	Current
	08-May-2023	09-May-2023	Change	Change %	Previous Week
Open	0.6763	0.6792	0.0029	0.4%	0.6630
High	0.6815	0.6798	-0.0017	-0.2%	0.6768
Low	0.6751	0.6757	0.0006	0.1%	0.6622
Close	0.6798	0.6775	-0.0023	-0.3%	0.6766
Range	0.0064	0.0041	-0.0023	-36.2%	0.0146
ATR	0.0068	0.0066	-0.0002	-2.9%	0.0000
Volume	86,197	77,473	-8,724	-10.1%	414,586

Daily Pivots for day following 09-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6898	0.6877	0.6797
R3	0.6857	0.6836	0.6786
R2	0.6817	0.6817	0.6782
R1	0.6796	0.6796	0.6778	0.6786
PP	0.6776	0.6776	0.6776	0.6772
S1	0.6755	0.6755	0.6771	0.6746
S2	0.6736	0.6736	0.6767
S3	0.6695	0.6715	0.6763
S4	0.6655	0.6674	0.6752

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	0.6651	0.0164	2.4%	0.0059	0.9%	76%	False	False	83,383
10	0.6815	0.6582	0.0233	3.4%	0.0061	0.9%	83%	False	False	81,259
20	0.6824	0.6582	0.0242	3.6%	0.0066	1.0%	80%	False	False	75,061
40	0.6824	0.6582	0.0242	3.6%	0.0070	1.0%	80%	False	False	80,982
60	0.7050	0.6582	0.0468	6.9%	0.0073	1.1%	41%	False	False	64,485
80	0.7193	0.6582	0.0611	9.0%	0.0073	1.1%	32%	False	False	48,392
100	0.7193	0.6582	0.0611	9.0%	0.0073	1.1%	32%	False	False	38,719
120	0.7193	0.6582	0.0611	9.0%	0.0069	1.0%	32%	False	False	32,267

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.6970
2.618	0.6904
1.618	0.6863
1.000	0.6838
0.618	0.6823
HIGH	0.6798
0.618	0.6782
0.500	0.6777
0.382	0.6772
LOW	0.6757
0.618	0.6732
1.000	0.6717
1.618	0.6691
2.618	0.6651
4.250	0.6585

Fisher Pivots for day following 09-May-2023
Pivot	1 day	3 day
R1	0.6777	0.6769
PP	0.6776	0.6763
S1	0.6775	0.6757

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

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