CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.6674	0.6656	-0.0018	-0.3%	0.6526
High	0.6720	0.6720	-0.0001	0.0%	0.6642
Low	0.6645	0.6654	0.0010	0.1%	0.6463
Close	0.6658	0.6717	0.0059	0.9%	0.6616
Range	0.0076	0.0066	-0.0010	-13.2%	0.0179
ATR	0.0067	0.0067	0.0000	-0.2%	0.0000
Volume	92,641	67,270	-25,371	-27.4%	394,417

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6893	0.6870	0.6753
R3	0.6828	0.6805	0.6735
R2	0.6762	0.6762	0.6729
R1	0.6739	0.6739	0.6723	0.6751
PP	0.6697	0.6697	0.6697	0.6702
S1	0.6674	0.6674	0.6710	0.6685
S2	0.6631	0.6631	0.6704
S3	0.6566	0.6608	0.6698
S4	0.6500	0.6543	0.6680

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	0.6575	0.0145	2.2%	0.0068	1.0%	98%	False	False	91,004
10	0.6720	0.6463	0.0257	3.8%	0.0068	1.0%	99%	False	False	91,591
20	0.6806	0.6463	0.0343	5.1%	0.0066	1.0%	74%	False	False	84,249
40	0.6828	0.6463	0.0365	5.4%	0.0066	1.0%	69%	False	False	80,497
60	0.6828	0.6463	0.0365	5.4%	0.0069	1.0%	69%	False	False	81,708
80	0.7050	0.6463	0.0587	8.7%	0.0071	1.1%	43%	False	False	70,674
100	0.7193	0.6463	0.0730	10.9%	0.0071	1.1%	35%	False	False	56,562
120	0.7193	0.6463	0.0730	10.9%	0.0072	1.1%	35%	False	False	47,140

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6998
2.618	0.6891
1.618	0.6825
1.000	0.6785
0.618	0.6760
HIGH	0.6720
0.618	0.6694
0.500	0.6687
0.382	0.6679
LOW	0.6654
0.618	0.6614
1.000	0.6589
1.618	0.6548
2.618	0.6483
4.250	0.6376

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.6707	0.6700
PP	0.6697	0.6683
S1	0.6687	0.6667

Download as Excel Spreadsheet

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

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