CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	0.6620	0.6674	0.0054	0.8%	0.6526
High	0.6690	0.6720	0.0031	0.5%	0.6642
Low	0.6613	0.6645	0.0032	0.5%	0.6463
Close	0.6677	0.6658	-0.0019	-0.3%	0.6616
Range	0.0077	0.0076	-0.0001	-1.3%	0.0179
ATR	0.0067	0.0067	0.0001	0.9%	0.0000
Volume	113,617	92,641	-20,976	-18.5%	394,417

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6901	0.6855	0.6699
R3	0.6825	0.6779	0.6678
R2	0.6750	0.6750	0.6671
R1	0.6704	0.6704	0.6664	0.6689
PP	0.6674	0.6674	0.6674	0.6667
S1	0.6628	0.6628	0.6651	0.6613
S2	0.6599	0.6599	0.6644
S3	0.6523	0.6553	0.6637
S4	0.6448	0.6477	0.6616

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	0.6720	0.6488	0.0232	3.5%	0.0075	1.1%	73%	True	False	95,530
10	0.6720	0.6463	0.0257	3.9%	0.0070	1.0%	76%	True	False	95,336
20	0.6828	0.6463	0.0365	5.5%	0.0067	1.0%	53%	False	False	85,882
40	0.6828	0.6463	0.0365	5.5%	0.0067	1.0%	53%	False	False	80,471
60	0.6828	0.6463	0.0365	5.5%	0.0069	1.0%	53%	False	False	82,615
80	0.7050	0.6463	0.0587	8.8%	0.0071	1.1%	33%	False	False	69,834
100	0.7193	0.6463	0.0730	11.0%	0.0072	1.1%	27%	False	False	55,890
120	0.7193	0.6463	0.0730	11.0%	0.0072	1.1%	27%	False	False	46,580

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7041
2.618	0.6918
1.618	0.6842
1.000	0.6796
0.618	0.6767
HIGH	0.6720
0.618	0.6691
0.500	0.6682
0.382	0.6673
LOW	0.6645
0.618	0.6598
1.000	0.6569
1.618	0.6522
2.618	0.6447
4.250	0.6324

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	0.6682	0.6656
PP	0.6674	0.6654
S1	0.6666	0.6652

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

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