CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	0.6744	0.6751	0.0007	0.1%	0.6606
High	0.6775	0.6809	0.0034	0.5%	0.6753
Low	0.6734	0.6740	0.0006	0.1%	0.6583
Close	0.6754	0.6764	0.0011	0.2%	0.6741
Range	0.0042	0.0069	0.0028	66.3%	0.0170
ATR	0.0065	0.0065	0.0000	0.5%	0.0000
Volume	96,926	122,151	25,225	26.0%	447,631

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6978	0.6940	0.6802
R3	0.6909	0.6871	0.6783
R2	0.6840	0.6840	0.6777
R1	0.6802	0.6802	0.6770	0.6821
PP	0.6771	0.6771	0.6771	0.6780
S1	0.6733	0.6733	0.6758	0.6752
S2	0.6702	0.6702	0.6751
S3	0.6633	0.6664	0.6745
S4	0.6564	0.6595	0.6726

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	0.6809	0.6645	0.0164	2.4%	0.0062	0.9%	73%	True	False	95,361
10	0.6809	0.6463	0.0346	5.1%	0.0069	1.0%	87%	True	False	96,191
20	0.6809	0.6463	0.0346	5.1%	0.0063	0.9%	87%	True	False	86,553
40	0.6828	0.6463	0.0365	5.4%	0.0064	0.9%	82%	False	False	82,553
60	0.6828	0.6463	0.0365	5.4%	0.0068	1.0%	82%	False	False	80,714
80	0.6948	0.6463	0.0485	7.2%	0.0070	1.0%	62%	False	False	74,623
100	0.7193	0.6463	0.0730	10.8%	0.0071	1.0%	41%	False	False	59,728
120	0.7193	0.6463	0.0730	10.8%	0.0072	1.1%	41%	False	False	49,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7102
2.618	0.6989
1.618	0.6920
1.000	0.6878
0.618	0.6851
HIGH	0.6809
0.618	0.6782
0.500	0.6774
0.382	0.6766
LOW	0.6740
0.618	0.6697
1.000	0.6671
1.618	0.6628
2.618	0.6559
4.250	0.6446

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	0.6774	0.6760
PP	0.6771	0.6756
S1	0.6767	0.6752

Download as Excel Spreadsheet

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

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