CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	0.6735	0.6763	0.0029	0.4%	0.6623
High	0.6770	0.6794	0.0024	0.4%	0.6770
Low	0.6713	0.6750	0.0037	0.6%	0.6606
Close	0.6759	0.6772	0.0013	0.2%	0.6759
Range	0.0057	0.0044	-0.0013	-22.8%	0.0164
ATR	0.0062	0.0060	-0.0001	-2.0%	0.0000
Volume	27,147	46,193	19,046	70.2%	63,969

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6904	0.6882	0.6796
R3	0.6860	0.6838	0.6784
R2	0.6816	0.6816	0.6780
R1	0.6794	0.6794	0.6776	0.6805
PP	0.6772	0.6772	0.6772	0.6777
S1	0.6750	0.6750	0.6767	0.6761
S2	0.6728	0.6728	0.6763
S3	0.6684	0.6706	0.6759
S4	0.6640	0.6662	0.6747

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	0.6794	0.6636	0.0158	2.3%	0.0062	0.9%	86%	True	False	21,807
10	0.6794	0.6487	0.0307	4.5%	0.0065	1.0%	93%	True	False	11,639
20	0.6794	0.6487	0.0307	4.5%	0.0059	0.9%	93%	True	False	5,999
40	0.6846	0.6487	0.0359	5.3%	0.0056	0.8%	79%	False	False	3,046
60	0.6846	0.6487	0.0359	5.3%	0.0054	0.8%	79%	False	False	2,060
80	0.6965	0.6487	0.0478	7.1%	0.0053	0.8%	60%	False	False	1,573
100	0.7205	0.6487	0.0718	10.6%	0.0052	0.8%	40%	False	False	1,259
120	0.7205	0.6487	0.0718	10.6%	0.0048	0.7%	40%	False	False	1,050

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.6981
2.618	0.6909
1.618	0.6865
1.000	0.6838
0.618	0.6821
HIGH	0.6794
0.618	0.6777
0.500	0.6772
0.382	0.6767
LOW	0.6750
0.618	0.6723
1.000	0.6706
1.618	0.6679
2.618	0.6635
4.250	0.6563

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	0.6772	0.6759
PP	0.6772	0.6746
S1	0.6772	0.6734

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

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