CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	0.6701	0.6616	-0.0085	-1.3%	0.6897
High	0.6704	0.6654	-0.0050	-0.7%	0.6899
Low	0.6612	0.6610	-0.0003	0.0%	0.6678
Close	0.6623	0.6634	0.0011	0.2%	0.6692
Range	0.0092	0.0045	-0.0048	-51.6%	0.0221
ATR	0.0069	0.0067	-0.0002	-2.5%	0.0000
Volume	104,133	105,234	1,101	1.1%	394,654

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6766	0.6744	0.6658
R3	0.6721	0.6700	0.6646
R2	0.6677	0.6677	0.6642
R1	0.6655	0.6655	0.6638	0.6666
PP	0.6632	0.6632	0.6632	0.6638
S1	0.6611	0.6611	0.6629	0.6622
S2	0.6588	0.6588	0.6625
S3	0.6543	0.6566	0.6621
S4	0.6499	0.6522	0.6609

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	0.6783	0.6610	0.0173	2.6%	0.0064	1.0%	14%	False	True	92,136
10	0.6915	0.6610	0.0306	4.6%	0.0075	1.1%	8%	False	True	99,352
20	0.6915	0.6513	0.0403	6.1%	0.0071	1.1%	30%	False	False	65,118
40	0.6915	0.6487	0.0428	6.5%	0.0063	1.0%	34%	False	False	32,747
60	0.6915	0.6487	0.0428	6.5%	0.0059	0.9%	34%	False	False	21,850
80	0.6915	0.6487	0.0428	6.5%	0.0058	0.9%	34%	False	False	16,431
100	0.7054	0.6487	0.0567	8.5%	0.0056	0.8%	26%	False	False	13,147
120	0.7205	0.6487	0.0718	10.8%	0.0052	0.8%	20%	False	False	10,957

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6843
2.618	0.6771
1.618	0.6726
1.000	0.6699
0.618	0.6682
HIGH	0.6654
0.618	0.6637
0.500	0.6632
0.382	0.6626
LOW	0.6610
0.618	0.6582
1.000	0.6565
1.618	0.6537
2.618	0.6493
4.250	0.6420

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	0.6633	0.6673
PP	0.6632	0.6660
S1	0.6632	0.6647

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

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