CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	0.6845	0.6828	-0.0018	-0.3%	0.6721
High	0.6868	0.6828	-0.0040	-0.6%	0.6928
Low	0.6824	0.6785	-0.0039	-0.6%	0.6665
Close	0.6846	0.6809	-0.0038	-0.5%	0.6873
Range	0.0045	0.0043	-0.0002	-3.4%	0.0263
ATR	0.0061	0.0061	0.0000	0.0%	0.0000
Volume	119	97	-22	-18.5%	892

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6936	0.6915	0.6832
R3	0.6893	0.6872	0.6820
R2	0.6850	0.6850	0.6816
R1	0.6829	0.6829	0.6812	0.6818
PP	0.6807	0.6807	0.6807	0.6802
S1	0.6786	0.6786	0.6805	0.6775
S2	0.6764	0.6764	0.6801
S3	0.6721	0.6743	0.6797
S4	0.6678	0.6700	0.6785

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	0.6785	0.0143	2.1%	0.0058	0.9%	16%	False	True	151
10	0.6928	0.6639	0.0289	4.2%	0.0065	1.0%	59%	False	False	155
20	0.6928	0.6628	0.0300	4.4%	0.0060	0.9%	60%	False	False	148
40	0.6928	0.6538	0.0390	5.7%	0.0049	0.7%	69%	False	False	85
60	0.6928	0.6538	0.0390	5.7%	0.0040	0.6%	69%	False	False	57
80	0.6928	0.6538	0.0390	5.7%	0.0037	0.5%	69%	False	False	44
100	0.6928	0.6538	0.0390	5.7%	0.0032	0.5%	69%	False	False	35
120	0.7197	0.6538	0.0660	9.7%	0.0030	0.4%	41%	False	False	29

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7011
2.618	0.6941
1.618	0.6898
1.000	0.6871
0.618	0.6855
HIGH	0.6828
0.618	0.6812
0.500	0.6807
0.382	0.6801
LOW	0.6785
0.618	0.6758
1.000	0.6742
1.618	0.6715
2.618	0.6672
4.250	0.6602

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	0.6808	0.6827
PP	0.6807	0.6821
S1	0.6807	0.6815

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

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