CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	0.6511	0.6526	0.0015	0.2%	0.6658
High	0.6549	0.6564	0.0015	0.2%	0.6674
Low	0.6496	0.6507	0.0011	0.2%	0.6496
Close	0.6525	0.6516	-0.0009	-0.1%	0.6525
Range	0.0053	0.0057	0.0004	7.5%	0.0178
ATR	0.0063	0.0063	0.0000	-0.7%	0.0000
Volume	84,398	99,209	14,811	17.5%	387,680

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6700	0.6665	0.6547
R3	0.6643	0.6608	0.6532
R2	0.6586	0.6586	0.6526
R1	0.6551	0.6551	0.6521	0.6540
PP	0.6529	0.6529	0.6529	0.6524
S1	0.6494	0.6494	0.6511	0.6483
S2	0.6472	0.6472	0.6506
S3	0.6415	0.6437	0.6500
S4	0.6358	0.6380	0.6485

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	0.6668	0.6496	0.0172	2.6%	0.0059	0.9%	12%	False	False	87,833
10	0.6719	0.6496	0.0223	3.4%	0.0056	0.9%	9%	False	False	76,914
20	0.6828	0.6496	0.0332	5.1%	0.0064	1.0%	6%	False	False	83,030
40	0.6828	0.6496	0.0332	5.1%	0.0067	1.0%	6%	False	False	77,495
60	0.6828	0.6496	0.0332	5.1%	0.0070	1.1%	6%	False	False	83,199
80	0.7114	0.6496	0.0618	9.5%	0.0072	1.1%	3%	False	False	62,627
100	0.7193	0.6496	0.0697	10.7%	0.0072	1.1%	3%	False	False	50,115
120	0.7193	0.6496	0.0697	10.7%	0.0071	1.1%	3%	False	False	41,765

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6806
2.618	0.6713
1.618	0.6656
1.000	0.6621
0.618	0.6599
HIGH	0.6564
0.618	0.6542
0.500	0.6536
0.382	0.6529
LOW	0.6507
0.618	0.6472
1.000	0.6450
1.618	0.6415
2.618	0.6358
4.250	0.6265

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	0.6536	0.6530
PP	0.6529	0.6525
S1	0.6523	0.6521

Download as Excel Spreadsheet

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

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