CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	0.6897	0.6805	-0.0092	-1.3%	0.6763
High	0.6899	0.6822	-0.0077	-1.1%	0.6915
Low	0.6770	0.6758	-0.0012	-0.2%	0.6750
Close	0.6803	0.6819	0.0016	0.2%	0.6895
Range	0.0129	0.0064	-0.0066	-50.8%	0.0165
ATR	0.0070	0.0070	0.0000	-0.7%	0.0000
Volume	147,662	79,010	-68,652	-46.5%	477,184

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6990	0.6968	0.6854
R3	0.6927	0.6905	0.6836
R2	0.6863	0.6863	0.6831
R1	0.6841	0.6841	0.6825	0.6852
PP	0.6800	0.6800	0.6800	0.6805
S1	0.6778	0.6778	0.6813	0.6789
S2	0.6736	0.6736	0.6807
S3	0.6673	0.6714	0.6802
S4	0.6609	0.6651	0.6784

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	0.6758	0.0157	2.3%	0.0089	1.3%	39%	False	True	119,290
10	0.6915	0.6663	0.0252	3.7%	0.0076	1.1%	62%	False	False	74,358
20	0.6915	0.6487	0.0428	6.3%	0.0070	1.0%	78%	False	False	38,815
40	0.6915	0.6487	0.0428	6.3%	0.0063	0.9%	78%	False	False	19,485
60	0.6915	0.6487	0.0428	6.3%	0.0058	0.9%	78%	False	False	13,004
80	0.6915	0.6487	0.0428	6.3%	0.0056	0.8%	78%	False	False	9,793
100	0.7205	0.6487	0.0718	10.5%	0.0056	0.8%	46%	False	False	7,836
120	0.7205	0.6487	0.0718	10.5%	0.0052	0.8%	46%	False	False	6,530

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7091
2.618	0.6988
1.618	0.6924
1.000	0.6885
0.618	0.6861
HIGH	0.6822
0.618	0.6797
0.500	0.6790
0.382	0.6782
LOW	0.6758
0.618	0.6719
1.000	0.6695
1.618	0.6655
2.618	0.6592
4.250	0.6488

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	0.6809	0.6837
PP	0.6800	0.6831
S1	0.6790	0.6825

Download as Excel Spreadsheet

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

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