CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 19-May-2023

Day Change Summary
	Previous	Current
	18-May-2023	19-May-2023	Change	Change %	Previous Week
Open	0.6693	0.6659	-0.0034	-0.5%	0.6682
High	0.6693	0.6703	0.0011	0.2%	0.6737
Low	0.6639	0.6646	0.0008	0.1%	0.6639
Close	0.6643	0.6680	0.0038	0.6%	0.6680
Range	0.0054	0.0057	0.0003	5.6%	0.0099
ATR	0.0057	0.0057	0.0000	0.4%	0.0000
Volume	480	63	-417	-86.9%	1,260

Daily Pivots for day following 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6847	0.6821	0.6711
R3	0.6790	0.6764	0.6696
R2	0.6733	0.6733	0.6690
R1	0.6707	0.6707	0.6685	0.6720
PP	0.6676	0.6676	0.6676	0.6683
S1	0.6650	0.6650	0.6675	0.6663
S2	0.6619	0.6619	0.6670
S3	0.6562	0.6593	0.6664
S4	0.6505	0.6536	0.6649

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6981	0.6929	0.6734
R3	0.6882	0.6830	0.6707
R2	0.6784	0.6784	0.6698
R1	0.6732	0.6732	0.6689	0.6709
PP	0.6685	0.6685	0.6685	0.6674
S1	0.6633	0.6633	0.6671	0.6610
S2	0.6587	0.6587	0.6662
S3	0.6488	0.6535	0.6653
S4	0.6390	0.6436	0.6626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6737	0.6639	0.0099	1.5%	0.0052	0.8%	42%	False	False	252
10	0.6846	0.6639	0.0208	3.1%	0.0058	0.9%	20%	False	False	185
20	0.6846	0.6610	0.0236	3.5%	0.0056	0.8%	30%	False	False	151
40	0.6846	0.6610	0.0236	3.5%	0.0052	0.8%	30%	False	False	99
60	0.6846	0.6604	0.0242	3.6%	0.0050	0.8%	31%	False	False	118
80	0.7205	0.6604	0.0601	9.0%	0.0052	0.8%	13%	False	False	90
100	0.7205	0.6604	0.0601	9.0%	0.0048	0.7%	13%	False	False	72

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6945
2.618	0.6852
1.618	0.6795
1.000	0.6760
0.618	0.6738
HIGH	0.6703
0.618	0.6681
0.500	0.6675
0.382	0.6668
LOW	0.6646
0.618	0.6611
1.000	0.6589
1.618	0.6554
2.618	0.6497
4.250	0.6404

Fisher Pivots for day following 19-May-2023
Pivot	1 day	3 day
R1	0.6678	0.6677
PP	0.6676	0.6674
S1	0.6675	0.6671

Download as Excel Spreadsheet

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

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