CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	0.6629	0.6658	0.0029	0.4%	0.6656
High	0.6683	0.6674	-0.0009	-0.1%	0.6719
Low	0.6624	0.6634	0.0010	0.2%	0.6612
Close	0.6659	0.6659	0.0000	0.0%	0.6659
Range	0.0059	0.0040	-0.0019	-31.6%	0.0107
ATR	0.0067	0.0065	-0.0002	-2.9%	0.0000
Volume	75,489	47,724	-27,765	-36.8%	354,536

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6757	0.6681
R3	0.6736	0.6717	0.6670
R2	0.6696	0.6696	0.6666
R1	0.6677	0.6677	0.6662	0.6686
PP	0.6656	0.6656	0.6656	0.6660
S1	0.6637	0.6637	0.6655	0.6646
S2	0.6616	0.6616	0.6651
S3	0.6576	0.6597	0.6648
S4	0.6536	0.6557	0.6637

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6984	0.6928	0.6717
R3	0.6877	0.6821	0.6688
R2	0.6770	0.6770	0.6678
R1	0.6714	0.6714	0.6668	0.6742
PP	0.6663	0.6663	0.6663	0.6677
S1	0.6607	0.6607	0.6649	0.6635
S2	0.6556	0.6556	0.6639
S3	0.6449	0.6500	0.6629
S4	0.6342	0.6393	0.6600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6719	0.6612	0.0107	1.6%	0.0053	0.8%	44%	False	False	65,995
10	0.6828	0.6612	0.0217	3.3%	0.0063	0.9%	22%	False	False	77,820
20	0.6828	0.6582	0.0246	3.7%	0.0065	1.0%	31%	False	False	78,930
40	0.6828	0.6582	0.0246	3.7%	0.0067	1.0%	31%	False	False	75,071
60	0.6828	0.6582	0.0246	3.7%	0.0070	1.1%	31%	False	False	76,109
80	0.7193	0.6582	0.0611	9.2%	0.0072	1.1%	13%	False	False	57,141
100	0.7193	0.6582	0.0611	9.2%	0.0074	1.1%	13%	False	False	45,724
120	0.7193	0.6582	0.0611	9.2%	0.0071	1.1%	13%	False	False	38,106

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.6844
2.618	0.6779
1.618	0.6739
1.000	0.6714
0.618	0.6699
HIGH	0.6674
0.618	0.6659
0.500	0.6654
0.382	0.6649
LOW	0.6634
0.618	0.6609
1.000	0.6594
1.618	0.6569
2.618	0.6529
4.250	0.6464

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	0.6657	0.6655
PP	0.6656	0.6651
S1	0.6654	0.6647

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

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