CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	0.6721	0.6710	-0.0011	-0.2%	0.6680
High	0.6723	0.6722	-0.0001	0.0%	0.6732
Low	0.6665	0.6683	0.0018	0.3%	0.6639
Close	0.6709	0.6712	0.0004	0.1%	0.6726
Range	0.0058	0.0039	-0.0019	-32.8%	0.0093
ATR	0.0058	0.0057	-0.0001	-2.3%	0.0000
Volume	196	150	-46	-23.5%	348

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6823	0.6806	0.6733
R3	0.6784	0.6767	0.6723
R2	0.6745	0.6745	0.6719
R1	0.6728	0.6728	0.6716	0.6737
PP	0.6706	0.6706	0.6706	0.6710
S1	0.6689	0.6689	0.6708	0.6698
S2	0.6667	0.6667	0.6705
S3	0.6628	0.6650	0.6701
S4	0.6589	0.6611	0.6691

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%	0.0062	0.9%	78%	False	False	129
10	0.6749	0.6628	0.0121	1.8%	0.0059	0.9%	70%	False	False	168
20	0.6921	0.6628	0.0293	4.4%	0.0057	0.8%	29%	False	False	113
40	0.6921	0.6538	0.0384	5.7%	0.0042	0.6%	46%	False	False	60
60	0.6921	0.6538	0.0384	5.7%	0.0036	0.5%	46%	False	False	41
80	0.6921	0.6538	0.0384	5.7%	0.0033	0.5%	46%	False	False	31
100	0.6978	0.6538	0.0440	6.6%	0.0030	0.4%	40%	False	False	25
120	0.7197	0.6538	0.0660	9.8%	0.0028	0.4%	26%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6888
2.618	0.6824
1.618	0.6785
1.000	0.6761
0.618	0.6746
HIGH	0.6722
0.618	0.6707
0.500	0.6703
0.382	0.6698
LOW	0.6683
0.618	0.6659
1.000	0.6644
1.618	0.6620
2.618	0.6581
4.250	0.6517

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	0.6709	0.6705
PP	0.6706	0.6698
S1	0.6703	0.6691

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

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