CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	0.6799	0.6798	-0.0001	0.0%	0.6851
High	0.6877	0.6816	-0.0061	-0.9%	0.6877
Low	0.6799	0.6752	-0.0048	-0.7%	0.6752
Close	0.6811	0.6760	-0.0051	-0.7%	0.6760
Range	0.0078	0.0065	-0.0014	-17.3%	0.0126
ATR	0.0063	0.0063	0.0000	0.2%	0.0000
Volume	220	83	-137	-62.3%	775

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6969	0.6929	0.6795
R3	0.6905	0.6865	0.6778
R2	0.6840	0.6840	0.6772
R1	0.6800	0.6800	0.6766	0.6788
PP	0.6776	0.6776	0.6776	0.6770
S1	0.6736	0.6736	0.6754	0.6724
S2	0.6711	0.6711	0.6748
S3	0.6647	0.6671	0.6742
S4	0.6582	0.6607	0.6725

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7173	0.7092	0.6829
R3	0.7047	0.6966	0.6795
R2	0.6922	0.6922	0.6783
R1	0.6841	0.6841	0.6772	0.6819
PP	0.6796	0.6796	0.6796	0.6785
S1	0.6715	0.6715	0.6748	0.6693
S2	0.6671	0.6671	0.6737
S3	0.6545	0.6590	0.6725
S4	0.6420	0.6464	0.6691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6877	0.6752	0.0126	1.9%	0.0054	0.8%	7%	False	True	155
10	0.6928	0.6665	0.0263	3.9%	0.0064	0.9%	36%	False	False	166
20	0.6928	0.6628	0.0300	4.4%	0.0063	0.9%	44%	False	False	159
40	0.6928	0.6538	0.0390	5.8%	0.0053	0.8%	57%	False	False	93
60	0.6928	0.6538	0.0390	5.8%	0.0042	0.6%	57%	False	False	62
80	0.6928	0.6538	0.0390	5.8%	0.0038	0.6%	57%	False	False	47
100	0.6928	0.6538	0.0390	5.8%	0.0034	0.5%	57%	False	False	38
120	0.7196	0.6538	0.0658	9.7%	0.0031	0.5%	34%	False	False	32

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7090
2.618	0.6985
1.618	0.6920
1.000	0.6881
0.618	0.6856
HIGH	0.6816
0.618	0.6791
0.500	0.6784
0.382	0.6776
LOW	0.6752
0.618	0.6712
1.000	0.6687
1.618	0.6647
2.618	0.6583
4.250	0.6477

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	0.6784	0.6814
PP	0.6776	0.6796
S1	0.6768	0.6778

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

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