CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.6771	0.6784	0.0013	0.2%	0.6623
High	0.6825	0.6852	0.0027	0.4%	0.6770
Low	0.6757	0.6771	0.0014	0.2%	0.6606
Close	0.6781	0.6821	0.0040	0.6%	0.6759
Range	0.0068	0.0081	0.0013	19.1%	0.0164
ATR	0.0061	0.0062	0.0001	2.3%	0.0000
Volume	61,211	134,109	72,898	119.1%	63,969

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7058	0.7020	0.6865
R3	0.6977	0.6939	0.6843
R2	0.6896	0.6896	0.6835
R1	0.6858	0.6858	0.6828	0.6877
PP	0.6815	0.6815	0.6815	0.6824
S1	0.6777	0.6777	0.6813	0.6796
S2	0.6734	0.6734	0.6806
S3	0.6653	0.6696	0.6798
S4	0.6572	0.6615	0.6776

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	0.6852	0.6674	0.0179	2.6%	0.0063	0.9%	82%	True	False	55,064
10	0.6852	0.6513	0.0340	5.0%	0.0067	1.0%	91%	True	False	30,883
20	0.6852	0.6487	0.0365	5.4%	0.0061	0.9%	91%	True	False	15,759
40	0.6852	0.6487	0.0365	5.4%	0.0058	0.9%	91%	True	False	7,928
60	0.6852	0.6487	0.0365	5.4%	0.0056	0.8%	91%	True	False	5,308
80	0.6889	0.6487	0.0402	5.9%	0.0053	0.8%	83%	False	False	4,014
100	0.7205	0.6487	0.0718	10.5%	0.0053	0.8%	46%	False	False	3,212
120	0.7205	0.6487	0.0718	10.5%	0.0049	0.7%	46%	False	False	2,677

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7196
2.618	0.7064
1.618	0.6983
1.000	0.6933
0.618	0.6902
HIGH	0.6852
0.618	0.6821
0.500	0.6812
0.382	0.6802
LOW	0.6771
0.618	0.6721
1.000	0.6690
1.618	0.6640
2.618	0.6559
4.250	0.6427

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.6818	0.6814
PP	0.6815	0.6808
S1	0.6812	0.6801

Download as Excel Spreadsheet

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

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