CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	0.6523	0.6508	-0.0016	-0.2%	0.6658
High	0.6545	0.6586	0.0041	0.6%	0.6674
Low	0.6463	0.6488	0.0025	0.4%	0.6496
Close	0.6498	0.6577	0.0080	1.2%	0.6525
Range	0.0082	0.0098	0.0016	19.6%	0.0178
ATR	0.0064	0.0067	0.0002	3.7%	0.0000
Volume	100,098	89,904	-10,194	-10.2%	387,680

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6843	0.6807	0.6631
R3	0.6745	0.6710	0.6604
R2	0.6648	0.6648	0.6595
R1	0.6612	0.6612	0.6586	0.6630
PP	0.6550	0.6550	0.6550	0.6559
S1	0.6515	0.6515	0.6568	0.6533
S2	0.6453	0.6453	0.6559
S3	0.6355	0.6417	0.6550
S4	0.6258	0.6320	0.6523

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	0.6586	0.6463	0.0123	1.9%	0.0067	1.0%	93%	True	False	92,179
10	0.6683	0.6463	0.0220	3.3%	0.0064	1.0%	52%	False	False	82,664
20	0.6828	0.6463	0.0365	5.5%	0.0065	1.0%	31%	False	False	84,030
40	0.6828	0.6463	0.0365	5.5%	0.0067	1.0%	31%	False	False	76,813
60	0.6828	0.6463	0.0365	5.5%	0.0070	1.1%	31%	False	False	84,868
80	0.7050	0.6463	0.0587	8.9%	0.0072	1.1%	19%	False	False	64,998
100	0.7193	0.6463	0.0730	11.1%	0.0071	1.1%	16%	False	False	52,014
120	0.7193	0.6463	0.0730	11.1%	0.0072	1.1%	16%	False	False	43,349

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7000
2.618	0.6841
1.618	0.6743
1.000	0.6683
0.618	0.6646
HIGH	0.6586
0.618	0.6548
0.500	0.6537
0.382	0.6525
LOW	0.6488
0.618	0.6428
1.000	0.6391
1.618	0.6330
2.618	0.6233
4.250	0.6074

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	0.6564	0.6559
PP	0.6550	0.6542
S1	0.6537	0.6524

Download as Excel Spreadsheet

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

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