CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	0.6690	0.6701	0.0011	0.2%	0.6897
High	0.6736	0.6704	-0.0032	-0.5%	0.6899
Low	0.6685	0.6612	-0.0073	-1.1%	0.6678
Close	0.6705	0.6623	-0.0082	-1.2%	0.6692
Range	0.0051	0.0092	0.0042	82.2%	0.0221
ATR	0.0067	0.0069	0.0002	2.7%	0.0000
Volume	86,197	104,133	17,936	20.8%	394,654

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6922	0.6864	0.6673
R3	0.6830	0.6772	0.6648
R2	0.6738	0.6738	0.6639
R1	0.6680	0.6680	0.6631	0.6663
PP	0.6646	0.6646	0.6646	0.6638
S1	0.6588	0.6588	0.6614	0.6571
S2	0.6554	0.6554	0.6606
S3	0.6462	0.6496	0.6597
S4	0.6370	0.6404	0.6572

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	0.6612	0.0211	3.2%	0.0067	1.0%	5%	False	True	85,190
10	0.6915	0.6612	0.0303	4.6%	0.0078	1.2%	3%	False	True	102,240
20	0.6915	0.6487	0.0428	6.5%	0.0073	1.1%	32%	False	False	59,982
40	0.6915	0.6487	0.0428	6.5%	0.0065	1.0%	32%	False	False	30,122
60	0.6915	0.6487	0.0428	6.5%	0.0059	0.9%	32%	False	False	20,100
80	0.6915	0.6487	0.0428	6.5%	0.0059	0.9%	32%	False	False	15,116
100	0.7054	0.6487	0.0567	8.6%	0.0057	0.9%	24%	False	False	12,095
120	0.7205	0.6487	0.0718	10.8%	0.0053	0.8%	19%	False	False	10,080

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7095
2.618	0.6945
1.618	0.6853
1.000	0.6796
0.618	0.6761
HIGH	0.6704
0.618	0.6669
0.500	0.6658
0.382	0.6647
LOW	0.6612
0.618	0.6555
1.000	0.6520
1.618	0.6463
2.618	0.6371
4.250	0.6221

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	0.6658	0.6674
PP	0.6646	0.6657
S1	0.6634	0.6640

Download as Excel Spreadsheet

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

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