CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 15-May-2023

Day Change Summary
	Previous	Current
	12-May-2023	15-May-2023	Change	Change %	Previous Week
Open	0.6711	0.6656	-0.0056	-0.8%	0.6763
High	0.6715	0.6718	0.0003	0.0%	0.6828
Low	0.6645	0.6650	0.0005	0.1%	0.6645
Close	0.6649	0.6709	0.0060	0.9%	0.6649
Range	0.0071	0.0068	-0.0003	-3.5%	0.0184
ATR	0.0070	0.0070	0.0000	-0.2%	0.0000
Volume	90,850	72,281	-18,569	-20.4%	462,139

Daily Pivots for day following 15-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6896	0.6871	0.6746
R3	0.6828	0.6803	0.6728
R2	0.6760	0.6760	0.6721
R1	0.6735	0.6735	0.6715	0.6747
PP	0.6692	0.6692	0.6692	0.6698
S1	0.6667	0.6667	0.6703	0.6679
S2	0.6624	0.6624	0.6697
S3	0.6556	0.6599	0.6690
S4	0.6488	0.6531	0.6672

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7258	0.7137	0.6750
R3	0.7074	0.6953	0.6699
R2	0.6891	0.6891	0.6683
R1	0.6770	0.6770	0.6666	0.6739
PP	0.6707	0.6707	0.6707	0.6692
S1	0.6586	0.6586	0.6632	0.6555
S2	0.6524	0.6524	0.6615
S3	0.6340	0.6403	0.6599
S4	0.6157	0.6219	0.6548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6828	0.6645	0.0184	2.7%	0.0073	1.1%	35%	False	False	89,644
10	0.6828	0.6634	0.0194	2.9%	0.0071	1.1%	39%	False	False	89,147
20	0.6828	0.6582	0.0246	3.7%	0.0065	1.0%	52%	False	False	78,553
40	0.6828	0.6582	0.0246	3.7%	0.0070	1.0%	52%	False	False	77,795
60	0.6948	0.6582	0.0366	5.4%	0.0072	1.1%	35%	False	False	70,647
80	0.7193	0.6582	0.0611	9.1%	0.0073	1.1%	21%	False	False	53,022
100	0.7193	0.6582	0.0611	9.1%	0.0074	1.1%	21%	False	False	42,426
120	0.7193	0.6582	0.0611	9.1%	0.0070	1.0%	21%	False	False	35,356

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7007
2.618	0.6896
1.618	0.6828
1.000	0.6786
0.618	0.6760
HIGH	0.6718
0.618	0.6692
0.500	0.6684
0.382	0.6675
LOW	0.6650
0.618	0.6607
1.000	0.6582
1.618	0.6539
2.618	0.6471
4.250	0.6361

Fisher Pivots for day following 15-May-2023
Pivot	1 day	3 day
R1	0.6701	0.6725
PP	0.6692	0.6720
S1	0.6684	0.6714

Download as Excel Spreadsheet

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

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