CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	0.6805	0.6813	0.0009	0.1%	0.6763
High	0.6822	0.6823	0.0001	0.0%	0.6915
Low	0.6758	0.6761	0.0003	0.0%	0.6750
Close	0.6819	0.6774	-0.0045	-0.7%	0.6895
Range	0.0064	0.0062	-0.0002	-2.4%	0.0165
ATR	0.0070	0.0069	-0.0001	-0.8%	0.0000
Volume	79,010	70,504	-8,506	-10.8%	477,184

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6972	0.6935	0.6808
R3	0.6910	0.6873	0.6791
R2	0.6848	0.6848	0.6785
R1	0.6811	0.6811	0.6780	0.6798
PP	0.6786	0.6786	0.6786	0.6779
S1	0.6749	0.6749	0.6768	0.6736
S2	0.6724	0.6724	0.6763
S3	0.6662	0.6687	0.6757
S4	0.6600	0.6625	0.6740

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%	0.0086	1.3%	10%	False	False	106,569
10	0.6915	0.6674	0.0242	3.6%	0.0074	1.1%	42%	False	False	80,817
20	0.6915	0.6487	0.0428	6.3%	0.0071	1.0%	67%	False	False	42,329
40	0.6915	0.6487	0.0428	6.3%	0.0063	0.9%	67%	False	False	21,242
60	0.6915	0.6487	0.0428	6.3%	0.0059	0.9%	67%	False	False	14,179
80	0.6915	0.6487	0.0428	6.3%	0.0056	0.8%	67%	False	False	10,674
100	0.7205	0.6487	0.0718	10.6%	0.0056	0.8%	40%	False	False	8,541
120	0.7205	0.6487	0.0718	10.6%	0.0052	0.8%	40%	False	False	7,118

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7086
2.618	0.6985
1.618	0.6923
1.000	0.6885
0.618	0.6861
HIGH	0.6823
0.618	0.6799
0.500	0.6792
0.382	0.6784
LOW	0.6761
0.618	0.6722
1.000	0.6699
1.618	0.6660
2.618	0.6598
4.250	0.6497

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	0.6792	0.6828
PP	0.6786	0.6810
S1	0.6780	0.6792

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

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