CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 23-Jun-2023

Day Change Summary
	Previous	Current
	22-Jun-2023	23-Jun-2023	Change	Change %	Previous Week
Open	0.6813	0.6772	-0.0041	-0.6%	0.6897
High	0.6823	0.6783	-0.0040	-0.6%	0.6899
Low	0.6761	0.6678	-0.0083	-1.2%	0.6678
Close	0.6774	0.6692	-0.0082	-1.2%	0.6692
Range	0.0062	0.0105	0.0043	68.5%	0.0221
ATR	0.0069	0.0072	0.0003	3.7%	0.0000
Volume	70,504	97,478	26,974	38.3%	394,654

Daily Pivots for day following 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7031	0.6966	0.6749
R3	0.6927	0.6862	0.6721
R2	0.6822	0.6822	0.6711
R1	0.6757	0.6757	0.6702	0.6737
PP	0.6718	0.6718	0.6718	0.6708
S1	0.6653	0.6653	0.6682	0.6633
S2	0.6613	0.6613	0.6673
S3	0.6509	0.6548	0.6663
S4	0.6404	0.6444	0.6635

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7418	0.7275	0.6813
R3	0.7197	0.7055	0.6753
R2	0.6977	0.6977	0.6732
R1	0.6834	0.6834	0.6712	0.6795
PP	0.6756	0.6756	0.6756	0.6737
S1	0.6614	0.6614	0.6672	0.6575
S2	0.6536	0.6536	0.6652
S3	0.6315	0.6393	0.6631
S4	0.6095	0.6173	0.6571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6915	0.6678	0.0237	3.5%	0.0081	1.2%	6%	False	True	100,688
10	0.6915	0.6678	0.0237	3.5%	0.0078	1.2%	6%	False	True	89,898
20	0.6915	0.6487	0.0428	6.4%	0.0072	1.1%	48%	False	False	47,151
40	0.6915	0.6487	0.0428	6.4%	0.0064	1.0%	48%	False	False	23,677
60	0.6915	0.6487	0.0428	6.4%	0.0060	0.9%	48%	False	False	15,804
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	48%	False	False	11,893
100	0.7205	0.6487	0.0718	10.7%	0.0057	0.9%	29%	False	False	9,516
120	0.7205	0.6487	0.0718	10.7%	0.0053	0.8%	29%	False	False	7,930

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7227
2.618	0.7056
1.618	0.6952
1.000	0.6887
0.618	0.6847
HIGH	0.6783
0.618	0.6743
0.500	0.6730
0.382	0.6718
LOW	0.6678
0.618	0.6613
1.000	0.6574
1.618	0.6509
2.618	0.6404
4.250	0.6234

Fisher Pivots for day following 23-Jun-2023
Pivot	1 day	3 day
R1	0.6730	0.6750
PP	0.6718	0.6731
S1	0.6705	0.6711

Download as Excel Spreadsheet

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

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