CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	0.6898	0.6897	-0.0001	0.0%	0.6763
High	0.6915	0.6899	-0.0017	-0.2%	0.6915
Low	0.6872	0.6770	-0.0102	-1.5%	0.6750
Close	0.6895	0.6803	-0.0092	-1.3%	0.6895
Range	0.0044	0.0129	0.0086	196.6%	0.0165
ATR	0.0065	0.0070	0.0005	6.9%	0.0000
Volume	108,789	147,662	38,873	35.7%	477,184

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7211	0.7136	0.6874
R3	0.7082	0.7007	0.6838
R2	0.6953	0.6953	0.6827
R1	0.6878	0.6878	0.6815	0.6851
PP	0.6824	0.6824	0.6824	0.6810
S1	0.6749	0.6749	0.6791	0.6722
S2	0.6695	0.6695	0.6779
S3	0.6566	0.6620	0.6768
S4	0.6437	0.6491	0.6732

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	0.6757	0.0158	2.3%	0.0090	1.3%	29%	False	False	115,730
10	0.6915	0.6636	0.0279	4.1%	0.0076	1.1%	60%	False	False	68,768
20	0.6915	0.6487	0.0428	6.3%	0.0069	1.0%	74%	False	False	34,869
40	0.6915	0.6487	0.0428	6.3%	0.0062	0.9%	74%	False	False	17,510
60	0.6915	0.6487	0.0428	6.3%	0.0057	0.8%	74%	False	False	11,689
80	0.6915	0.6487	0.0428	6.3%	0.0055	0.8%	74%	False	False	8,806
100	0.7205	0.6487	0.0718	10.6%	0.0055	0.8%	44%	False	False	7,046
120	0.7205	0.6487	0.0718	10.6%	0.0052	0.8%	44%	False	False	5,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7447
2.618	0.7236
1.618	0.7107
1.000	0.7028
0.618	0.6978
HIGH	0.6899
0.618	0.6849
0.500	0.6834
0.382	0.6819
LOW	0.6770
0.618	0.6690
1.000	0.6641
1.618	0.6561
2.618	0.6432
4.250	0.6221

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	0.6834	0.6842
PP	0.6824	0.6829
S1	0.6813	0.6816

Download as Excel Spreadsheet

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

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