CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	0.6662	0.6721	0.0059	0.9%	0.6680
High	0.6731	0.6723	-0.0008	-0.1%	0.6732
Low	0.6651	0.6665	0.0014	0.2%	0.6639
Close	0.6726	0.6709	-0.0017	-0.3%	0.6726
Range	0.0080	0.0058	-0.0022	-27.5%	0.0093
ATR	0.0058	0.0058	0.0000	0.4%	0.0000
Volume	119	196	77	64.7%	348

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6873	0.6849	0.6740
R3	0.6815	0.6791	0.6724
R2	0.6757	0.6757	0.6719
R1	0.6733	0.6733	0.6714	0.6716
PP	0.6699	0.6699	0.6699	0.6690
S1	0.6675	0.6675	0.6703	0.6658
S2	0.6641	0.6641	0.6698
S3	0.6583	0.6617	0.6693
S4	0.6525	0.6559	0.6677

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	0.6639	0.0093	1.4%	0.0064	0.9%	75%	False	False	108
10	0.6749	0.6628	0.0121	1.8%	0.0058	0.9%	67%	False	False	158
20	0.6921	0.6628	0.0293	4.4%	0.0057	0.9%	27%	False	False	107
40	0.6921	0.6538	0.0384	5.7%	0.0042	0.6%	45%	False	False	57
60	0.6921	0.6538	0.0384	5.7%	0.0037	0.6%	45%	False	False	38
80	0.6921	0.6538	0.0384	5.7%	0.0032	0.5%	45%	False	False	29
100	0.6978	0.6538	0.0440	6.6%	0.0030	0.4%	39%	False	False	24
120	0.7197	0.6538	0.0660	9.8%	0.0027	0.4%	26%	False	False	20

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.6970
2.618	0.6875
1.618	0.6817
1.000	0.6781
0.618	0.6759
HIGH	0.6723
0.618	0.6701
0.500	0.6694
0.382	0.6687
LOW	0.6665
0.618	0.6629
1.000	0.6607
1.618	0.6571
2.618	0.6513
4.250	0.6419

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	0.6704	0.6701
PP	0.6699	0.6693
S1	0.6694	0.6685

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

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