CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	0.6717	0.6744	0.0027	0.4%	0.6606
High	0.6753	0.6775	0.0023	0.3%	0.6753
Low	0.6695	0.6734	0.0039	0.6%	0.6583
Close	0.6741	0.6754	0.0013	0.2%	0.6741
Range	0.0058	0.0042	-0.0017	-28.4%	0.0170
ATR	0.0067	0.0065	-0.0002	-2.7%	0.0000
Volume	97,817	96,926	-891	-0.9%	447,631

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6879	0.6858	0.6776
R3	0.6837	0.6816	0.6765
R2	0.6796	0.6796	0.6761
R1	0.6775	0.6775	0.6757	0.6785
PP	0.6754	0.6754	0.6754	0.6759
S1	0.6733	0.6733	0.6750	0.6744
S2	0.6713	0.6713	0.6746
S3	0.6671	0.6692	0.6742
S4	0.6630	0.6650	0.6731

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7201	0.7140	0.6834
R3	0.7031	0.6971	0.6788
R2	0.6862	0.6862	0.6772
R1	0.6801	0.6801	0.6757	0.6832
PP	0.6692	0.6692	0.6692	0.6707
S1	0.6632	0.6632	0.6725	0.6662
S2	0.6523	0.6523	0.6710
S3	0.6353	0.6462	0.6694
S4	0.6184	0.6293	0.6648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6775	0.6613	0.0162	2.4%	0.0063	0.9%	87%	True	False	93,654
10	0.6775	0.6463	0.0312	4.6%	0.0068	1.0%	93%	True	False	93,897
20	0.6775	0.6463	0.0312	4.6%	0.0063	0.9%	93%	True	False	84,059
40	0.6828	0.6463	0.0365	5.4%	0.0063	0.9%	80%	False	False	80,921
60	0.6828	0.6463	0.0365	5.4%	0.0068	1.0%	80%	False	False	80,436
80	0.6965	0.6463	0.0502	7.4%	0.0070	1.0%	58%	False	False	73,101
100	0.7193	0.6463	0.0730	10.8%	0.0070	1.0%	40%	False	False	58,508
120	0.7193	0.6463	0.0730	10.8%	0.0072	1.1%	40%	False	False	48,763

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.6951
2.618	0.6884
1.618	0.6842
1.000	0.6817
0.618	0.6801
HIGH	0.6775
0.618	0.6759
0.500	0.6754
0.382	0.6749
LOW	0.6734
0.618	0.6708
1.000	0.6692
1.618	0.6666
2.618	0.6625
4.250	0.6557

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	0.6754	0.6741
PP	0.6754	0.6728
S1	0.6754	0.6715

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

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