CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	0.6772	0.6788	0.0017	0.2%	0.6630
High	0.6828	0.6806	-0.0023	-0.3%	0.6768
Low	0.6750	0.6698	-0.0052	-0.8%	0.6622
Close	0.6781	0.6709	-0.0073	-1.1%	0.6766
Range	0.0079	0.0108	0.0030	37.6%	0.0146
ATR	0.0067	0.0070	0.0003	4.3%	0.0000
Volume	99,917	107,702	7,785	7.8%	414,586

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7061	0.6993	0.6768
R3	0.6953	0.6885	0.6738
R2	0.6845	0.6845	0.6728
R1	0.6777	0.6777	0.6718	0.6757
PP	0.6737	0.6737	0.6737	0.6727
S1	0.6669	0.6669	0.6699	0.6649
S2	0.6629	0.6629	0.6689
S3	0.6521	0.6561	0.6679
S4	0.6413	0.6453	0.6649

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	0.6828	0.6698	0.0131	1.9%	0.0072	1.1%	8%	False	True	93,108
10	0.6828	0.6582	0.0246	3.7%	0.0071	1.1%	51%	False	False	86,511
20	0.6828	0.6582	0.0246	3.7%	0.0066	1.0%	51%	False	False	78,128
40	0.6828	0.6582	0.0246	3.7%	0.0070	1.0%	51%	False	False	79,703
60	0.7012	0.6582	0.0430	6.4%	0.0073	1.1%	29%	False	False	67,941
80	0.7193	0.6582	0.0611	9.1%	0.0073	1.1%	21%	False	False	50,986
100	0.7193	0.6582	0.0611	9.1%	0.0073	1.1%	21%	False	False	40,795
120	0.7193	0.6582	0.0611	9.1%	0.0070	1.0%	21%	False	False	33,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7265
2.618	0.7088
1.618	0.6980
1.000	0.6914
0.618	0.6872
HIGH	0.6806
0.618	0.6764
0.500	0.6752
0.382	0.6739
LOW	0.6698
0.618	0.6631
1.000	0.6590
1.618	0.6523
2.618	0.6415
4.250	0.6239

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	0.6752	0.6763
PP	0.6737	0.6745
S1	0.6723	0.6727

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

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