CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	0.6551	0.6511	-0.0040	-0.6%	0.6658
High	0.6551	0.6549	-0.0002	0.0%	0.6674
Low	0.6504	0.6496	-0.0008	-0.1%	0.6496
Close	0.6509	0.6525	0.0016	0.2%	0.6525
Range	0.0047	0.0053	0.0007	14.0%	0.0178
ATR	0.0064	0.0063	-0.0001	-1.3%	0.0000
Volume	87,286	84,398	-2,888	-3.3%	387,680

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6682	0.6657	0.6554
R3	0.6629	0.6604	0.6540
R2	0.6576	0.6576	0.6535
R1	0.6551	0.6551	0.6530	0.6564
PP	0.6523	0.6523	0.6523	0.6530
S1	0.6498	0.6498	0.6520	0.6511
S2	0.6470	0.6470	0.6515
S3	0.6417	0.6445	0.6510
S4	0.6364	0.6392	0.6496

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7099	0.6990	0.6623
R3	0.6921	0.6812	0.6574
R2	0.6743	0.6743	0.6558
R1	0.6634	0.6634	0.6541	0.6600
PP	0.6565	0.6565	0.6565	0.6548
S1	0.6456	0.6456	0.6509	0.6422
S2	0.6387	0.6387	0.6492
S3	0.6209	0.6278	0.6476
S4	0.6031	0.6100	0.6427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6674	0.6496	0.0178	2.7%	0.0056	0.9%	16%	False	True	77,536
10	0.6719	0.6496	0.0223	3.4%	0.0057	0.9%	13%	False	True	74,221
20	0.6828	0.6496	0.0332	5.1%	0.0064	1.0%	9%	False	True	80,947
40	0.6828	0.6496	0.0332	5.1%	0.0068	1.0%	9%	False	True	77,014
60	0.6828	0.6496	0.0332	5.1%	0.0070	1.1%	9%	False	True	81,650
80	0.7193	0.6496	0.0697	10.7%	0.0073	1.1%	4%	False	True	61,388
100	0.7193	0.6496	0.0697	10.7%	0.0073	1.1%	4%	False	True	49,123
120	0.7193	0.6496	0.0697	10.7%	0.0071	1.1%	4%	False	True	40,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6774
2.618	0.6688
1.618	0.6635
1.000	0.6602
0.618	0.6582
HIGH	0.6549
0.618	0.6529
0.500	0.6523
0.382	0.6516
LOW	0.6496
0.618	0.6463
1.000	0.6443
1.618	0.6410
2.618	0.6357
4.250	0.6271

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	0.6524	0.6559
PP	0.6523	0.6547
S1	0.6523	0.6536

Download as Excel Spreadsheet

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

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