CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	0.6690	0.6690	0.0000	0.0%	0.6897
High	0.6709	0.6736	0.0027	0.4%	0.6899
Low	0.6683	0.6685	0.0003	0.0%	0.6678
Close	0.6697	0.6705	0.0008	0.1%	0.6692
Range	0.0027	0.0051	0.0024	90.6%	0.0221
ATR	0.0068	0.0067	-0.0001	-1.9%	0.0000
Volume	67,639	86,197	18,558	27.4%	394,654

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6860	0.6833	0.6732
R3	0.6809	0.6782	0.6718
R2	0.6759	0.6759	0.6714
R1	0.6732	0.6732	0.6709	0.6745
PP	0.6708	0.6708	0.6708	0.6715
S1	0.6681	0.6681	0.6700	0.6695
S2	0.6658	0.6658	0.6695
S3	0.6607	0.6631	0.6691
S4	0.6557	0.6580	0.6677

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	0.6823	0.6678	0.0145	2.2%	0.0061	0.9%	18%	False	False	80,165
10	0.6915	0.6678	0.0237	3.5%	0.0076	1.1%	11%	False	False	97,948
20	0.6915	0.6487	0.0428	6.4%	0.0071	1.1%	51%	False	False	54,793
40	0.6915	0.6487	0.0428	6.4%	0.0064	0.9%	51%	False	False	27,520
60	0.6915	0.6487	0.0428	6.4%	0.0060	0.9%	51%	False	False	18,367
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	51%	False	False	13,815
100	0.7133	0.6487	0.0646	9.6%	0.0057	0.9%	34%	False	False	11,054
120	0.7205	0.6487	0.0718	10.7%	0.0052	0.8%	30%	False	False	9,212

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6950
2.618	0.6868
1.618	0.6817
1.000	0.6786
0.618	0.6767
HIGH	0.6736
0.618	0.6716
0.500	0.6710
0.382	0.6704
LOW	0.6685
0.618	0.6654
1.000	0.6635
1.618	0.6603
2.618	0.6553
4.250	0.6470

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	0.6710	0.6730
PP	0.6708	0.6722
S1	0.6706	0.6713

Download as Excel Spreadsheet

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

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