CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	0.6851	0.6845	-0.0006	-0.1%	0.6721
High	0.6860	0.6868	0.0009	0.1%	0.6928
Low	0.6822	0.6824	0.0002	0.0%	0.6665
Close	0.6856	0.6846	-0.0010	-0.1%	0.6873
Range	0.0038	0.0045	0.0007	17.1%	0.0263
ATR	0.0063	0.0061	-0.0001	-2.1%	0.0000
Volume	256	119	-137	-53.5%	892

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6979	0.6957	0.6870
R3	0.6935	0.6913	0.6858
R2	0.6890	0.6890	0.6854
R1	0.6868	0.6868	0.6850	0.6879
PP	0.6846	0.6846	0.6846	0.6851
S1	0.6824	0.6824	0.6842	0.6835
S2	0.6801	0.6801	0.6838
S3	0.6757	0.6779	0.6834
S4	0.6712	0.6735	0.6822

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	0.6717	0.0211	3.1%	0.0072	1.0%	61%	False	False	184
10	0.6928	0.6639	0.0289	4.2%	0.0067	1.0%	72%	False	False	157
20	0.6928	0.6628	0.0300	4.4%	0.0063	0.9%	73%	False	False	145
40	0.6928	0.6538	0.0390	5.7%	0.0048	0.7%	79%	False	False	83
60	0.6928	0.6538	0.0390	5.7%	0.0040	0.6%	79%	False	False	56
80	0.6928	0.6538	0.0390	5.7%	0.0037	0.5%	79%	False	False	42
100	0.6928	0.6538	0.0390	5.7%	0.0033	0.5%	79%	False	False	34
120	0.7197	0.6538	0.0660	9.6%	0.0030	0.4%	47%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7057
2.618	0.6985
1.618	0.6940
1.000	0.6913
0.618	0.6896
HIGH	0.6868
0.618	0.6851
0.500	0.6846
0.382	0.6840
LOW	0.6824
0.618	0.6796
1.000	0.6779
1.618	0.6751
2.618	0.6707
4.250	0.6634

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	0.6846	0.6875
PP	0.6846	0.6865
S1	0.6846	0.6856

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

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