CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	0.6596	0.6623	0.0027	0.4%	0.6552
High	0.6664	0.6661	-0.0003	0.0%	0.6664
Low	0.6596	0.6606	0.0010	0.2%	0.6487
Close	0.6637	0.6642	0.0005	0.1%	0.6637
Range	0.0068	0.0055	-0.0013	-19.3%	0.0177
ATR	0.0061	0.0060	0.0000	-0.7%	0.0000
Volume	2,272	1,127	-1,145	-50.4%	6,232

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6800	0.6775	0.6671
R3	0.6745	0.6721	0.6656
R2	0.6691	0.6691	0.6651
R1	0.6666	0.6666	0.6646	0.6678
PP	0.6636	0.6636	0.6636	0.6642
S1	0.6612	0.6612	0.6637	0.6624
S2	0.6582	0.6582	0.6632
S3	0.6527	0.6557	0.6627
S4	0.6473	0.6503	0.6612

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%	88%	False	False	1,471
10	0.6689	0.6487	0.0202	3.0%	0.0061	0.9%	76%	False	False	969
20	0.6846	0.6487	0.0359	5.4%	0.0060	0.9%	43%	False	False	577
40	0.6846	0.6487	0.0359	5.4%	0.0055	0.8%	43%	False	False	325
60	0.6846	0.6487	0.0359	5.4%	0.0054	0.8%	43%	False	False	267
80	0.7039	0.6487	0.0552	8.3%	0.0053	0.8%	28%	False	False	210
100	0.7205	0.6487	0.0718	10.8%	0.0050	0.8%	22%	False	False	169
120	0.7205	0.6487	0.0718	10.8%	0.0047	0.7%	22%	False	False	141

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6892
2.618	0.6803
1.618	0.6749
1.000	0.6715
0.618	0.6694
HIGH	0.6661
0.618	0.6640
0.500	0.6633
0.382	0.6627
LOW	0.6606
0.618	0.6572
1.000	0.6552
1.618	0.6518
2.618	0.6463
4.250	0.6374

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	0.6639	0.6624
PP	0.6636	0.6606
S1	0.6633	0.6588

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

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