CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	0.6532	0.6596	0.0065	1.0%	0.6552
High	0.6606	0.6664	0.0058	0.9%	0.6664
Low	0.6513	0.6596	0.0084	1.3%	0.6487
Close	0.6598	0.6637	0.0039	0.6%	0.6637
Range	0.0093	0.0068	-0.0026	-27.4%	0.0177
ATR	0.0060	0.0061	0.0001	0.9%	0.0000
Volume	1,085	2,272	1,187	109.4%	6,232

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6835	0.6803	0.6674
R3	0.6767	0.6736	0.6655
R2	0.6700	0.6700	0.6649
R1	0.6668	0.6668	0.6643	0.6684
PP	0.6632	0.6632	0.6632	0.6640
S1	0.6601	0.6601	0.6630	0.6616
S2	0.6565	0.6565	0.6624
S3	0.6497	0.6533	0.6618
S4	0.6430	0.6466	0.6599

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7125	0.7057	0.6734
R3	0.6949	0.6881	0.6685
R2	0.6772	0.6772	0.6669
R1	0.6704	0.6704	0.6653	0.6738
PP	0.6596	0.6596	0.6596	0.6613
S1	0.6528	0.6528	0.6620	0.6562
S2	0.6419	0.6419	0.6604
S3	0.6243	0.6351	0.6588
S4	0.6066	0.6175	0.6539

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6664	0.6487	0.0177	2.7%	0.0069	1.0%	85%	True	False	1,341
10	0.6703	0.6487	0.0216	3.3%	0.0061	0.9%	69%	False	False	863
20	0.6846	0.6487	0.0359	5.4%	0.0060	0.9%	42%	False	False	524
40	0.6846	0.6487	0.0359	5.4%	0.0054	0.8%	42%	False	False	297
60	0.6846	0.6487	0.0359	5.4%	0.0055	0.8%	42%	False	False	250
80	0.7054	0.6487	0.0567	8.5%	0.0053	0.8%	26%	False	False	196
100	0.7205	0.6487	0.0718	10.8%	0.0050	0.8%	21%	False	False	158
120	0.7205	0.6487	0.0718	10.8%	0.0046	0.7%	21%	False	False	132

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6950
2.618	0.6840
1.618	0.6773
1.000	0.6731
0.618	0.6705
HIGH	0.6664
0.618	0.6638
0.500	0.6630
0.382	0.6622
LOW	0.6596
0.618	0.6554
1.000	0.6529
1.618	0.6487
2.618	0.6419
4.250	0.6309

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	0.6634	0.6616
PP	0.6632	0.6596
S1	0.6630	0.6575

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

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