CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 16-May-2023

Day Change Summary
	Previous	Current
	15-May-2023	16-May-2023	Change	Change %	Previous Week
Open	0.6656	0.6709	0.0054	0.8%	0.6763
High	0.6718	0.6719	0.0001	0.0%	0.6828
Low	0.6650	0.6660	0.0010	0.2%	0.6645
Close	0.6709	0.6667	-0.0042	-0.6%	0.6649
Range	0.0068	0.0059	-0.0009	-13.2%	0.0184
ATR	0.0070	0.0069	-0.0001	-1.1%	0.0000
Volume	72,281	63,387	-8,894	-12.3%	462,139

Daily Pivots for day following 16-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6859	0.6822	0.6699
R3	0.6800	0.6763	0.6683
R2	0.6741	0.6741	0.6678
R1	0.6704	0.6704	0.6672	0.6693
PP	0.6682	0.6682	0.6682	0.6676
S1	0.6645	0.6645	0.6662	0.6634
S2	0.6623	0.6623	0.6656
S3	0.6564	0.6586	0.6651
S4	0.6505	0.6527	0.6635

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	2.8%	0.0077	1.2%	12%	False	False	86,827
10	0.6828	0.6645	0.0184	2.8%	0.0068	1.0%	12%	False	False	85,105
20	0.6828	0.6582	0.0246	3.7%	0.0066	1.0%	35%	False	False	78,869
40	0.6828	0.6582	0.0246	3.7%	0.0070	1.0%	35%	False	False	77,270
60	0.6948	0.6582	0.0366	5.5%	0.0072	1.1%	23%	False	False	71,701
80	0.7193	0.6582	0.0611	9.2%	0.0073	1.1%	14%	False	False	53,814
100	0.7193	0.6582	0.0611	9.2%	0.0074	1.1%	14%	False	False	43,060
120	0.7193	0.6582	0.0611	9.2%	0.0070	1.1%	14%	False	False	35,884

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6969
2.618	0.6873
1.618	0.6814
1.000	0.6778
0.618	0.6755
HIGH	0.6719
0.618	0.6696
0.500	0.6689
0.382	0.6682
LOW	0.6660
0.618	0.6623
1.000	0.6601
1.618	0.6564
2.618	0.6505
4.250	0.6409

Fisher Pivots for day following 16-May-2023
Pivot	1 day	3 day
R1	0.6689	0.6682
PP	0.6682	0.6677
S1	0.6674	0.6672

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

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