CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	0.6683	0.6662	-0.0021	-0.3%	0.6680
High	0.6716	0.6731	0.0015	0.2%	0.6732
Low	0.6639	0.6651	0.0012	0.2%	0.6639
Close	0.6657	0.6726	0.0069	1.0%	0.6726
Range	0.0077	0.0080	0.0003	3.9%	0.0093
ATR	0.0056	0.0058	0.0002	3.1%	0.0000
Volume	72	119	47	65.3%	348

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6943	0.6914	0.6770
R3	0.6863	0.6834	0.6748
R2	0.6783	0.6783	0.6740
R1	0.6754	0.6754	0.6733	0.6768
PP	0.6703	0.6703	0.6703	0.6710
S1	0.6674	0.6674	0.6718	0.6688
S2	0.6623	0.6623	0.6711
S3	0.6543	0.6594	0.6704
S4	0.6463	0.6514	0.6682

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6978	0.6945	0.6777
R3	0.6885	0.6852	0.6751
R2	0.6792	0.6792	0.6743
R1	0.6759	0.6759	0.6734	0.6775
PP	0.6699	0.6699	0.6699	0.6707
S1	0.6666	0.6666	0.6717	0.6682
S2	0.6606	0.6606	0.6708
S3	0.6513	0.6573	0.6700
S4	0.6420	0.6480	0.6674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6732	0.6633	0.0099	1.5%	0.0065	1.0%	93%	False	False	83
10	0.6795	0.6628	0.0167	2.5%	0.0062	0.9%	58%	False	False	152
20	0.6921	0.6628	0.0293	4.4%	0.0057	0.8%	33%	False	False	97
40	0.6921	0.6538	0.0384	5.7%	0.0041	0.6%	49%	False	False	52
60	0.6921	0.6538	0.0384	5.7%	0.0037	0.5%	49%	False	False	35
80	0.6921	0.6538	0.0384	5.7%	0.0031	0.5%	49%	False	False	27
100	0.7056	0.6538	0.0519	7.7%	0.0029	0.4%	36%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7071
2.618	0.6940
1.618	0.6860
1.000	0.6811
0.618	0.6780
HIGH	0.6731
0.618	0.6700
0.500	0.6691
0.382	0.6682
LOW	0.6651
0.618	0.6602
1.000	0.6571
1.618	0.6522
2.618	0.6442
4.250	0.6311

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	0.6714	0.6712
PP	0.6703	0.6699
S1	0.6691	0.6686

Download as Excel Spreadsheet

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

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