CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	0.6649	0.6680	0.0032	0.5%	0.6706
High	0.6700	0.6720	0.0020	0.3%	0.6749
Low	0.6633	0.6673	0.0040	0.6%	0.6628
Close	0.6694	0.6704	0.0010	0.1%	0.6694
Range	0.0067	0.0048	-0.0020	-29.1%	0.0121
ATR	0.0055	0.0054	-0.0001	-0.9%	0.0000
Volume	71	45	-26	-36.6%	1,039

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6841	0.6820	0.6730
R3	0.6794	0.6772	0.6717
R2	0.6746	0.6746	0.6712
R1	0.6725	0.6725	0.6708	0.6736
PP	0.6699	0.6699	0.6699	0.6704
S1	0.6677	0.6677	0.6699	0.6688
S2	0.6651	0.6651	0.6695
S3	0.6604	0.6630	0.6690
S4	0.6556	0.6582	0.6677

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7052	0.6993	0.6760
R3	0.6931	0.6873	0.6727
R2	0.6811	0.6811	0.6716
R1	0.6752	0.6752	0.6705	0.6721
PP	0.6690	0.6690	0.6690	0.6675
S1	0.6632	0.6632	0.6682	0.6601
S2	0.6570	0.6570	0.6671
S3	0.6449	0.6511	0.6660
S4	0.6329	0.6391	0.6627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6749	0.6628	0.0121	1.8%	0.0057	0.8%	63%	False	False	207
10	0.6892	0.6628	0.0264	3.9%	0.0060	0.9%	29%	False	False	134
20	0.6921	0.6628	0.0293	4.4%	0.0052	0.8%	26%	False	False	84
40	0.6921	0.6538	0.0384	5.7%	0.0037	0.6%	43%	False	False	44
60	0.6921	0.6538	0.0384	5.7%	0.0034	0.5%	43%	False	False	30
80	0.6921	0.6538	0.0384	5.7%	0.0029	0.4%	43%	False	False	23
100	0.7056	0.6538	0.0519	7.7%	0.0028	0.4%	32%	False	False	19

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6922
2.618	0.6844
1.618	0.6797
1.000	0.6768
0.618	0.6749
HIGH	0.6720
0.618	0.6702
0.500	0.6696
0.382	0.6691
LOW	0.6673
0.618	0.6643
1.000	0.6625
1.618	0.6596
2.618	0.6548
4.250	0.6471

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	0.6701	0.6694
PP	0.6699	0.6684
S1	0.6696	0.6674

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

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