CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	0.6763	0.6771	0.0008	0.1%	0.6623
High	0.6794	0.6825	0.0031	0.5%	0.6770
Low	0.6750	0.6757	0.0007	0.1%	0.6606
Close	0.6772	0.6781	0.0009	0.1%	0.6759
Range	0.0044	0.0068	0.0024	54.5%	0.0164
ATR	0.0060	0.0061	0.0001	0.9%	0.0000
Volume	46,193	61,211	15,018	32.5%	63,969

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6992	0.6954	0.6818
R3	0.6924	0.6886	0.6799
R2	0.6856	0.6856	0.6793
R1	0.6818	0.6818	0.6787	0.6837
PP	0.6788	0.6788	0.6788	0.6797
S1	0.6750	0.6750	0.6774	0.6769
S2	0.6720	0.6720	0.6768
S3	0.6652	0.6682	0.6762
S4	0.6584	0.6614	0.6743

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	0.6825	0.6663	0.0162	2.4%	0.0062	0.9%	73%	True	False	29,426
10	0.6825	0.6487	0.0338	5.0%	0.0067	1.0%	87%	True	False	17,725
20	0.6825	0.6487	0.0338	5.0%	0.0059	0.9%	87%	True	False	9,058
40	0.6846	0.6487	0.0359	5.3%	0.0057	0.8%	82%	False	False	4,575
60	0.6846	0.6487	0.0359	5.3%	0.0054	0.8%	82%	False	False	3,076
80	0.6965	0.6487	0.0478	7.0%	0.0053	0.8%	61%	False	False	2,338
100	0.7205	0.6487	0.0718	10.6%	0.0052	0.8%	41%	False	False	1,871
120	0.7205	0.6487	0.0718	10.6%	0.0049	0.7%	41%	False	False	1,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7114
2.618	0.7003
1.618	0.6935
1.000	0.6893
0.618	0.6867
HIGH	0.6825
0.618	0.6799
0.500	0.6791
0.382	0.6783
LOW	0.6757
0.618	0.6715
1.000	0.6689
1.618	0.6647
2.618	0.6579
4.250	0.6468

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	0.6791	0.6777
PP	0.6788	0.6773
S1	0.6784	0.6769

Download as Excel Spreadsheet

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

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