CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.6692	0.6674	-0.0018	-0.3%	0.6552
High	0.6739	0.6737	-0.0002	0.0%	0.6664
Low	0.6663	0.6674	0.0011	0.2%	0.6487
Close	0.6676	0.6734	0.0058	0.9%	0.6637
Range	0.0076	0.0064	-0.0013	-16.4%	0.0177
ATR	0.0062	0.0062	0.0000	0.2%	0.0000
Volume	5,917	6,664	747	12.6%	6,232

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6905	0.6883	0.6769
R3	0.6842	0.6820	0.6751
R2	0.6778	0.6778	0.6746
R1	0.6756	0.6756	0.6740	0.6767
PP	0.6715	0.6715	0.6715	0.6720
S1	0.6693	0.6693	0.6728	0.6704
S2	0.6651	0.6651	0.6722
S3	0.6588	0.6629	0.6717
S4	0.6524	0.6566	0.6699

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	0.6739	0.6596	0.0143	2.1%	0.0066	1.0%	97%	False	False	7,818
10	0.6739	0.6487	0.0252	3.7%	0.0065	1.0%	98%	False	False	4,405
20	0.6820	0.6487	0.0333	4.9%	0.0062	0.9%	74%	False	False	2,350
40	0.6846	0.6487	0.0359	5.3%	0.0058	0.9%	69%	False	False	1,217
60	0.6846	0.6487	0.0359	5.3%	0.0053	0.8%	69%	False	False	848
80	0.7025	0.6487	0.0538	8.0%	0.0054	0.8%	46%	False	False	656
100	0.7205	0.6487	0.0718	10.7%	0.0051	0.8%	34%	False	False	526
120	0.7205	0.6487	0.0718	10.7%	0.0048	0.7%	34%	False	False	439

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7007
2.618	0.6903
1.618	0.6840
1.000	0.6801
0.618	0.6776
HIGH	0.6737
0.618	0.6713
0.500	0.6705
0.382	0.6698
LOW	0.6674
0.618	0.6634
1.000	0.6610
1.618	0.6571
2.618	0.6507
4.250	0.6404

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.6724	0.6719
PP	0.6715	0.6703
S1	0.6705	0.6688

Download as Excel Spreadsheet

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

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