CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	0.6577	0.6606	0.0030	0.4%	0.6526
High	0.6642	0.6641	-0.0002	0.0%	0.6642
Low	0.6575	0.6583	0.0008	0.1%	0.6463
Close	0.6616	0.6620	0.0005	0.1%	0.6616
Range	0.0067	0.0058	-0.0010	-14.2%	0.0179
ATR	0.0067	0.0066	-0.0001	-1.0%	0.0000
Volume	105,206	76,286	-28,920	-27.5%	394,417

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6787	0.6761	0.6652
R3	0.6730	0.6704	0.6636
R2	0.6672	0.6672	0.6631
R1	0.6646	0.6646	0.6625	0.6659
PP	0.6615	0.6615	0.6615	0.6621
S1	0.6589	0.6589	0.6615	0.6602
S2	0.6557	0.6557	0.6609
S3	0.6500	0.6531	0.6604
S4	0.6442	0.6474	0.6588

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7111	0.7042	0.6714
R3	0.6932	0.6863	0.6665
R2	0.6753	0.6753	0.6648
R1	0.6684	0.6684	0.6632	0.6718
PP	0.6574	0.6574	0.6574	0.6591
S1	0.6505	0.6505	0.6599	0.6539
S2	0.6395	0.6395	0.6583
S3	0.6216	0.6326	0.6566
S4	0.6037	0.6147	0.6517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6642	0.6463	0.0179	2.7%	0.0072	1.1%	88%	False	False	94,140
10	0.6674	0.6463	0.0211	3.2%	0.0064	1.0%	74%	False	False	85,838
20	0.6828	0.6463	0.0365	5.5%	0.0065	1.0%	43%	False	False	83,752
40	0.6828	0.6463	0.0365	5.5%	0.0065	1.0%	43%	False	False	77,692
60	0.6828	0.6463	0.0365	5.5%	0.0070	1.1%	43%	False	False	84,325
80	0.7050	0.6463	0.0587	8.9%	0.0071	1.1%	27%	False	False	67,262
100	0.7193	0.6463	0.0730	11.0%	0.0071	1.1%	22%	False	False	53,829
120	0.7193	0.6463	0.0730	11.0%	0.0072	1.1%	22%	False	False	44,861

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6885
2.618	0.6791
1.618	0.6734
1.000	0.6698
0.618	0.6676
HIGH	0.6641
0.618	0.6619
0.500	0.6612
0.382	0.6605
LOW	0.6583
0.618	0.6547
1.000	0.6526
1.618	0.6490
2.618	0.6432
4.250	0.6339

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	0.6617	0.6602
PP	0.6615	0.6583
S1	0.6612	0.6565

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

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