CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.6674	0.6735	0.0061	0.9%	0.6623
High	0.6737	0.6770	0.0033	0.5%	0.6770
Low	0.6674	0.6713	0.0040	0.6%	0.6606
Close	0.6734	0.6759	0.0025	0.4%	0.6759
Range	0.0064	0.0057	-0.0007	-10.2%	0.0164
ATR	0.0062	0.0062	0.0000	-0.6%	0.0000
Volume	6,664	27,147	20,483	307.4%	63,969

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6918	0.6895	0.6790
R3	0.6861	0.6838	0.6774
R2	0.6804	0.6804	0.6769
R1	0.6781	0.6781	0.6764	0.6793
PP	0.6747	0.6747	0.6747	0.6753
S1	0.6724	0.6724	0.6753	0.6736
S2	0.6690	0.6690	0.6748
S3	0.6633	0.6667	0.6743
S4	0.6576	0.6610	0.6727

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7204	0.7145	0.6849
R3	0.7040	0.6981	0.6804
R2	0.6876	0.6876	0.6789
R1	0.6817	0.6817	0.6774	0.6846
PP	0.6712	0.6712	0.6712	0.6726
S1	0.6653	0.6653	0.6743	0.6682
S2	0.6548	0.6548	0.6728
S3	0.6384	0.6489	0.6713
S4	0.6220	0.6325	0.6668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6770	0.6606	0.0164	2.4%	0.0064	0.9%	93%	True	False	12,793
10	0.6770	0.6487	0.0283	4.2%	0.0066	1.0%	96%	True	False	7,067
20	0.6770	0.6487	0.0283	4.2%	0.0060	0.9%	96%	True	False	3,698
40	0.6846	0.6487	0.0359	5.3%	0.0057	0.8%	76%	False	False	1,893
60	0.6846	0.6487	0.0359	5.3%	0.0054	0.8%	76%	False	False	1,295
80	0.6972	0.6487	0.0485	7.2%	0.0053	0.8%	56%	False	False	995
100	0.7205	0.6487	0.0718	10.6%	0.0052	0.8%	38%	False	False	797
120	0.7205	0.6487	0.0718	10.6%	0.0048	0.7%	38%	False	False	665

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7012
2.618	0.6919
1.618	0.6862
1.000	0.6827
0.618	0.6805
HIGH	0.6770
0.618	0.6748
0.500	0.6742
0.382	0.6735
LOW	0.6713
0.618	0.6678
1.000	0.6656
1.618	0.6621
2.618	0.6564
4.250	0.6471

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.6753	0.6745
PP	0.6747	0.6731
S1	0.6742	0.6717

Download as Excel Spreadsheet

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

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