CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	0.6772	0.6690	-0.0082	-1.2%	0.6897
High	0.6783	0.6709	-0.0074	-1.1%	0.6899
Low	0.6678	0.6683	0.0005	0.1%	0.6678
Close	0.6692	0.6697	0.0005	0.1%	0.6692
Range	0.0105	0.0027	-0.0078	-74.6%	0.0221
ATR	0.0072	0.0068	-0.0003	-4.5%	0.0000
Volume	97,478	67,639	-29,839	-30.6%	394,654

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6763	0.6712
R3	0.6749	0.6736	0.6704
R2	0.6723	0.6723	0.6702
R1	0.6710	0.6710	0.6699	0.6716
PP	0.6696	0.6696	0.6696	0.6699
S1	0.6683	0.6683	0.6695	0.6690
S2	0.6670	0.6670	0.6692
S3	0.6643	0.6657	0.6690
S4	0.6617	0.6630	0.6682

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	0.6899	0.6678	0.0221	3.3%	0.0077	1.2%	9%	False	False	92,458
10	0.6915	0.6678	0.0237	3.5%	0.0075	1.1%	8%	False	False	93,947
20	0.6915	0.6487	0.0428	6.4%	0.0071	1.1%	49%	False	False	50,507
40	0.6915	0.6487	0.0428	6.4%	0.0064	1.0%	49%	False	False	25,367
60	0.6915	0.6487	0.0428	6.4%	0.0060	0.9%	49%	False	False	16,931
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	49%	False	False	12,738
100	0.7133	0.6487	0.0646	9.6%	0.0057	0.8%	33%	False	False	10,192
120	0.7205	0.6487	0.0718	10.7%	0.0052	0.8%	29%	False	False	8,494

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	0.6822
2.618	0.6778
1.618	0.6752
1.000	0.6736
0.618	0.6725
HIGH	0.6709
0.618	0.6699
0.500	0.6696
0.382	0.6693
LOW	0.6683
0.618	0.6666
1.000	0.6656
1.618	0.6640
2.618	0.6613
4.250	0.6570

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	0.6697	0.6750
PP	0.6696	0.6733
S1	0.6696	0.6715

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

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