CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	0.6616	0.6630	0.0015	0.2%	0.6690
High	0.6654	0.6685	0.0031	0.5%	0.6736
Low	0.6610	0.6617	0.0008	0.1%	0.6610
Close	0.6634	0.6678	0.0045	0.7%	0.6678
Range	0.0045	0.0068	0.0024	52.8%	0.0126
ATR	0.0067	0.0067	0.0000	0.1%	0.0000
Volume	105,234	88,885	-16,349	-15.5%	452,088

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6864	0.6839	0.6715
R3	0.6796	0.6771	0.6697
R2	0.6728	0.6728	0.6690
R1	0.6703	0.6703	0.6684	0.6716
PP	0.6660	0.6660	0.6660	0.6666
S1	0.6635	0.6635	0.6672	0.6648
S2	0.6592	0.6592	0.6666
S3	0.6524	0.6567	0.6659
S4	0.6456	0.6499	0.6641

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7052	0.6991	0.6747
R3	0.6926	0.6865	0.6713
R2	0.6800	0.6800	0.6701
R1	0.6739	0.6739	0.6690	0.6707
PP	0.6674	0.6674	0.6674	0.6658
S1	0.6613	0.6613	0.6666	0.6581
S2	0.6548	0.6548	0.6655
S3	0.6422	0.6487	0.6643
S4	0.6296	0.6361	0.6609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6736	0.6610	0.0126	1.9%	0.0056	0.8%	54%	False	False	90,417
10	0.6915	0.6610	0.0306	4.6%	0.0068	1.0%	22%	False	False	95,553
20	0.6915	0.6596	0.0319	4.8%	0.0070	1.0%	26%	False	False	69,508
40	0.6915	0.6487	0.0428	6.4%	0.0064	1.0%	45%	False	False	34,969
60	0.6915	0.6487	0.0428	6.4%	0.0059	0.9%	45%	False	False	23,330
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	45%	False	False	17,538
100	0.7054	0.6487	0.0567	8.5%	0.0056	0.8%	34%	False	False	14,036
120	0.7205	0.6487	0.0718	10.8%	0.0053	0.8%	27%	False	False	11,697

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6974
2.618	0.6863
1.618	0.6795
1.000	0.6753
0.618	0.6727
HIGH	0.6685
0.618	0.6659
0.500	0.6651
0.382	0.6643
LOW	0.6617
0.618	0.6575
1.000	0.6549
1.618	0.6507
2.618	0.6439
4.250	0.6328

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	0.6669	0.6671
PP	0.6660	0.6664
S1	0.6651	0.6657

Download as Excel Spreadsheet

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

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