CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	0.6798	0.6758	-0.0040	-0.6%	0.6851
High	0.6816	0.6782	-0.0034	-0.5%	0.6877
Low	0.6752	0.6744	-0.0008	-0.1%	0.6752
Close	0.6760	0.6772	0.0012	0.2%	0.6760
Range	0.0065	0.0038	-0.0027	-41.1%	0.0126
ATR	0.0063	0.0061	-0.0002	-2.8%	0.0000
Volume	83	200	117	141.0%	775

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6880	0.6864	0.6792
R3	0.6842	0.6826	0.6782
R2	0.6804	0.6804	0.6778
R1	0.6788	0.6788	0.6775	0.6796
PP	0.6766	0.6766	0.6766	0.6770
S1	0.6750	0.6750	0.6768	0.6758
S2	0.6728	0.6728	0.6765
S3	0.6690	0.6712	0.6761
S4	0.6652	0.6674	0.6751

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	0.6744	0.0133	2.0%	0.0054	0.8%	21%	False	True	143
10	0.6928	0.6683	0.0245	3.6%	0.0062	0.9%	36%	False	False	167
20	0.6928	0.6628	0.0300	4.4%	0.0060	0.9%	48%	False	False	162
40	0.6928	0.6538	0.0390	5.8%	0.0052	0.8%	60%	False	False	98
60	0.6928	0.6538	0.0390	5.8%	0.0043	0.6%	60%	False	False	66
80	0.6928	0.6538	0.0390	5.8%	0.0039	0.6%	60%	False	False	50
100	0.6928	0.6538	0.0390	5.8%	0.0034	0.5%	60%	False	False	40
120	0.7196	0.6538	0.0658	9.7%	0.0032	0.5%	36%	False	False	34

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6944
2.618	0.6881
1.618	0.6843
1.000	0.6820
0.618	0.6805
HIGH	0.6782
0.618	0.6767
0.500	0.6763
0.382	0.6759
LOW	0.6744
0.618	0.6721
1.000	0.6706
1.618	0.6683
2.618	0.6645
4.250	0.6583

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	0.6769	0.6811
PP	0.6766	0.6798
S1	0.6763	0.6785

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

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