CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	0.6828	0.6799	-0.0029	-0.4%	0.6721
High	0.6828	0.6877	0.0049	0.7%	0.6928
Low	0.6785	0.6799	0.0014	0.2%	0.6665
Close	0.6809	0.6811	0.0002	0.0%	0.6873
Range	0.0043	0.0078	0.0035	81.4%	0.0263
ATR	0.0061	0.0063	0.0001	1.9%	0.0000
Volume	97	220	123	126.8%	892

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7063	0.7015	0.6853
R3	0.6985	0.6937	0.6832
R2	0.6907	0.6907	0.6825
R1	0.6859	0.6859	0.6818	0.6883
PP	0.6829	0.6829	0.6829	0.6841
S1	0.6781	0.6781	0.6803	0.6805
S2	0.6751	0.6751	0.6796
S3	0.6673	0.6703	0.6789
S4	0.6595	0.6625	0.6768

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%	0.0053	0.8%	18%	False	False	156
10	0.6928	0.6651	0.0277	4.1%	0.0066	1.0%	58%	False	False	170
20	0.6928	0.6628	0.0300	4.4%	0.0062	0.9%	61%	False	False	157
40	0.6928	0.6538	0.0390	5.7%	0.0051	0.7%	70%	False	False	91
60	0.6928	0.6538	0.0390	5.7%	0.0042	0.6%	70%	False	False	61
80	0.6928	0.6538	0.0390	5.7%	0.0038	0.6%	70%	False	False	46
100	0.6928	0.6538	0.0390	5.7%	0.0033	0.5%	70%	False	False	37
120	0.7196	0.6538	0.0658	9.7%	0.0031	0.5%	41%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7209
2.618	0.7081
1.618	0.7003
1.000	0.6955
0.618	0.6925
HIGH	0.6877
0.618	0.6847
0.500	0.6838
0.382	0.6829
LOW	0.6799
0.618	0.6751
1.000	0.6721
1.618	0.6673
2.618	0.6595
4.250	0.6468

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	0.6838	0.6831
PP	0.6829	0.6824
S1	0.6820	0.6817

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

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