CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	0.6811	0.6898	0.0087	1.3%	0.6763
High	0.6909	0.6915	0.0007	0.1%	0.6915
Low	0.6779	0.6872	0.0093	1.4%	0.6750
Close	0.6907	0.6895	-0.0012	-0.2%	0.6895
Range	0.0130	0.0044	-0.0086	-66.4%	0.0165
ATR	0.0067	0.0065	-0.0002	-2.5%	0.0000
Volume	126,882	108,789	-18,093	-14.3%	477,184

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7024	0.7003	0.6919
R3	0.6981	0.6960	0.6907
R2	0.6937	0.6937	0.6903
R1	0.6916	0.6916	0.6899	0.6905
PP	0.6894	0.6894	0.6894	0.6888
S1	0.6873	0.6873	0.6891	0.6862
S2	0.6850	0.6850	0.6887
S3	0.6807	0.6829	0.6883
S4	0.6763	0.6786	0.6871

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7348	0.7287	0.6986
R3	0.7183	0.7122	0.6940
R2	0.7018	0.7018	0.6925
R1	0.6957	0.6957	0.6910	0.6988
PP	0.6853	0.6853	0.6853	0.6869
S1	0.6792	0.6792	0.6880	0.6823
S2	0.6688	0.6688	0.6865
S3	0.6523	0.6627	0.6850
S4	0.6358	0.6462	0.6804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6915	0.6750	0.0165	2.4%	0.0073	1.1%	88%	True	False	95,436
10	0.6915	0.6606	0.0309	4.5%	0.0069	1.0%	94%	True	False	54,115
20	0.6915	0.6487	0.0428	6.2%	0.0065	0.9%	95%	True	False	27,489
40	0.6915	0.6487	0.0428	6.2%	0.0061	0.9%	95%	True	False	13,819
60	0.6915	0.6487	0.0428	6.2%	0.0056	0.8%	95%	True	False	9,228
80	0.6915	0.6487	0.0428	6.2%	0.0055	0.8%	95%	True	False	6,960
100	0.7205	0.6487	0.0718	10.4%	0.0054	0.8%	57%	False	False	5,569
120	0.7205	0.6487	0.0718	10.4%	0.0051	0.7%	57%	False	False	4,641

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	0.0016
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7100
2.618	0.7029
1.618	0.6985
1.000	0.6959
0.618	0.6942
HIGH	0.6915
0.618	0.6898
0.500	0.6893
0.382	0.6888
LOW	0.6872
0.618	0.6845
1.000	0.6828
1.618	0.6801
2.618	0.6758
4.250	0.6687

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	0.6894	0.6878
PP	0.6894	0.6860
S1	0.6893	0.6843

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

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