CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.6751	0.6766	0.0015	0.2%	0.6606
High	0.6809	0.6837	0.0029	0.4%	0.6753
Low	0.6740	0.6756	0.0017	0.2%	0.6583
Close	0.6764	0.6806	0.0042	0.6%	0.6741
Range	0.0069	0.0081	0.0012	17.4%	0.0170
ATR	0.0065	0.0066	0.0001	1.7%	0.0000
Volume	122,151	174,925	52,774	43.2%	447,631

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7043	0.7005	0.6851
R3	0.6962	0.6924	0.6828
R2	0.6881	0.6881	0.6821
R1	0.6843	0.6843	0.6813	0.6862
PP	0.6800	0.6800	0.6800	0.6809
S1	0.6762	0.6762	0.6799	0.6781
S2	0.6719	0.6719	0.6791
S3	0.6638	0.6681	0.6784
S4	0.6557	0.6600	0.6761

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	0.6837	0.6654	0.0183	2.7%	0.0063	0.9%	83%	True	False	111,817
10	0.6837	0.6488	0.0349	5.1%	0.0069	1.0%	91%	True	False	103,674
20	0.6837	0.6463	0.0374	5.5%	0.0064	0.9%	92%	True	False	92,129
40	0.6837	0.6463	0.0374	5.5%	0.0065	1.0%	92%	True	False	85,499
60	0.6837	0.6463	0.0374	5.5%	0.0068	1.0%	92%	True	False	82,223
80	0.6948	0.6463	0.0485	7.1%	0.0070	1.0%	71%	False	False	76,808
100	0.7193	0.6463	0.0730	10.7%	0.0071	1.0%	47%	False	False	61,477
120	0.7193	0.6463	0.0730	10.7%	0.0072	1.1%	47%	False	False	51,238

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7181
2.618	0.7049
1.618	0.6968
1.000	0.6918
0.618	0.6887
HIGH	0.6837
0.618	0.6806
0.500	0.6797
0.382	0.6787
LOW	0.6756
0.618	0.6706
1.000	0.6675
1.618	0.6625
2.618	0.6544
4.250	0.6412

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.6803	0.6799
PP	0.6800	0.6792
S1	0.6797	0.6785

Download as Excel Spreadsheet

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

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