CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	0.6825	0.6921	0.0097	1.4%	0.6721
High	0.6927	0.6928	0.0001	0.0%	0.6928
Low	0.6825	0.6864	0.0040	0.6%	0.6665
Close	0.6925	0.6873	-0.0052	-0.7%	0.6873
Range	0.0102	0.0064	-0.0039	-37.7%	0.0263
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	194	89	-105	-54.1%	892

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7079	0.7039	0.6908
R3	0.7015	0.6976	0.6890
R2	0.6952	0.6952	0.6885
R1	0.6912	0.6912	0.6879	0.6900
PP	0.6888	0.6888	0.6888	0.6882
S1	0.6849	0.6849	0.6867	0.6837
S2	0.6825	0.6825	0.6861
S3	0.6761	0.6785	0.6856
S4	0.6698	0.6722	0.6838

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7609	0.7504	0.7017
R3	0.7347	0.7241	0.6945
R2	0.7084	0.7084	0.6921
R1	0.6979	0.6979	0.6897	0.7032
PP	0.6822	0.6822	0.6822	0.6848
S1	0.6716	0.6716	0.6849	0.6769
S2	0.6559	0.6559	0.6825
S3	0.6297	0.6454	0.6801
S4	0.6034	0.6191	0.6729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6928	0.6665	0.0263	3.8%	0.0074	1.1%	79%	True	False	178
10	0.6928	0.6633	0.0295	4.3%	0.0070	1.0%	81%	True	False	131
20	0.6928	0.6628	0.0300	4.4%	0.0066	1.0%	82%	True	False	139
40	0.6928	0.6538	0.0390	5.7%	0.0047	0.7%	86%	True	False	74
60	0.6928	0.6538	0.0390	5.7%	0.0039	0.6%	86%	True	False	50
80	0.6928	0.6538	0.0390	5.7%	0.0036	0.5%	86%	True	False	38
100	0.6928	0.6538	0.0390	5.7%	0.0032	0.5%	86%	True	False	31
120	0.7197	0.6538	0.0660	9.6%	0.0030	0.4%	51%	False	False	26

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7197
2.618	0.7094
1.618	0.7030
1.000	0.6991
0.618	0.6967
HIGH	0.6928
0.618	0.6903
0.500	0.6896
0.382	0.6888
LOW	0.6864
0.618	0.6825
1.000	0.6801
1.618	0.6761
2.618	0.6698
4.250	0.6594

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	0.6896	0.6856
PP	0.6888	0.6839
S1	0.6881	0.6822

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

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