CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	0.6526	0.6523	-0.0003	0.0%	0.6658
High	0.6564	0.6545	-0.0020	-0.3%	0.6674
Low	0.6507	0.6463	-0.0044	-0.7%	0.6496
Close	0.6516	0.6498	-0.0019	-0.3%	0.6525
Range	0.0057	0.0082	0.0025	43.0%	0.0178
ATR	0.0063	0.0064	0.0001	2.1%	0.0000
Volume	99,209	100,098	889	0.9%	387,680

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6746	0.6703	0.6542
R3	0.6665	0.6622	0.6520
R2	0.6583	0.6583	0.6512
R1	0.6540	0.6540	0.6505	0.6521
PP	0.6502	0.6502	0.6502	0.6492
S1	0.6459	0.6459	0.6490	0.6440
S2	0.6420	0.6420	0.6483
S3	0.6339	0.6377	0.6475
S4	0.6257	0.6296	0.6453

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	0.6621	0.6463	0.0158	2.4%	0.0065	1.0%	22%	False	True	95,142
10	0.6683	0.6463	0.0220	3.4%	0.0058	0.9%	16%	False	True	80,585
20	0.6828	0.6463	0.0365	5.6%	0.0063	1.0%	9%	False	True	82,845
40	0.6828	0.6463	0.0365	5.6%	0.0066	1.0%	9%	False	True	77,087
60	0.6828	0.6463	0.0365	5.6%	0.0071	1.1%	9%	False	True	84,544
80	0.7050	0.6463	0.0587	9.0%	0.0071	1.1%	6%	False	True	63,876
100	0.7193	0.6463	0.0730	11.2%	0.0072	1.1%	5%	False	True	51,116
120	0.7193	0.6463	0.0730	11.2%	0.0072	1.1%	5%	False	True	42,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6891
2.618	0.6758
1.618	0.6676
1.000	0.6626
0.618	0.6595
HIGH	0.6545
0.618	0.6513
0.500	0.6504
0.382	0.6494
LOW	0.6463
0.618	0.6413
1.000	0.6382
1.618	0.6331
2.618	0.6250
4.250	0.6117

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	0.6504	0.6514
PP	0.6502	0.6508
S1	0.6500	0.6503

Download as Excel Spreadsheet

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

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