CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	0.6797	0.6882	0.0086	1.3%	0.6744
High	0.6893	0.6900	0.0007	0.1%	0.6900
Low	0.6768	0.6863	0.0095	1.4%	0.6734
Close	0.6892	0.6864	-0.0029	-0.4%	0.6864
Range	0.0126	0.0038	-0.0088	-70.1%	0.0167
ATR	0.0070	0.0068	-0.0002	-3.3%	0.0000
Volume	36,541	1,644	-34,897	-95.5%	432,187

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6988	0.6963	0.6884
R3	0.6950	0.6926	0.6874
R2	0.6913	0.6913	0.6870
R1	0.6888	0.6888	0.6867	0.6882
PP	0.6875	0.6875	0.6875	0.6872
S1	0.6851	0.6851	0.6860	0.6844
S2	0.6838	0.6838	0.6857
S3	0.6800	0.6813	0.6853
S4	0.6763	0.6776	0.6843

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7332	0.7264	0.6955
R3	0.7165	0.7098	0.6909
R2	0.6999	0.6999	0.6894
R1	0.6931	0.6931	0.6879	0.6965
PP	0.6832	0.6832	0.6832	0.6849
S1	0.6765	0.6765	0.6848	0.6799
S2	0.6666	0.6666	0.6833
S3	0.6499	0.6598	0.6818
S4	0.6333	0.6432	0.6772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6900	0.6734	0.0167	2.4%	0.0071	1.0%	78%	True	False	86,437
10	0.6900	0.6583	0.0317	4.6%	0.0069	1.0%	88%	True	False	87,981
20	0.6900	0.6463	0.0437	6.4%	0.0066	1.0%	92%	True	False	86,870
40	0.6900	0.6463	0.0437	6.4%	0.0066	1.0%	92%	True	False	83,213
60	0.6900	0.6463	0.0437	6.4%	0.0068	1.0%	92%	True	False	80,053
80	0.6900	0.6463	0.0437	6.4%	0.0070	1.0%	92%	True	False	77,280
100	0.7193	0.6463	0.0730	10.6%	0.0071	1.0%	55%	False	False	61,858
120	0.7193	0.6463	0.0730	10.6%	0.0072	1.1%	55%	False	False	51,555

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	0.7059
2.618	0.6998
1.618	0.6961
1.000	0.6938
0.618	0.6923
HIGH	0.6900
0.618	0.6886
0.500	0.6881
0.382	0.6877
LOW	0.6863
0.618	0.6839
1.000	0.6825
1.618	0.6802
2.618	0.6764
4.250	0.6703

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	0.6881	0.6852
PP	0.6875	0.6840
S1	0.6869	0.6828

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

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