CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	0.6766	0.6817	0.0051	0.7%	0.6851
High	0.6821	0.6817	-0.0005	-0.1%	0.6877
Low	0.6763	0.6768	0.0006	0.1%	0.6752
Close	0.6815	0.6811	-0.0004	-0.1%	0.6760
Range	0.0059	0.0049	-0.0010	-17.1%	0.0126
ATR	0.0061	0.0060	-0.0001	-1.4%	0.0000
Volume	150	239	89	59.3%	775

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6944	0.6926	0.6838
R3	0.6896	0.6878	0.6824
R2	0.6847	0.6847	0.6820
R1	0.6829	0.6829	0.6815	0.6814
PP	0.6799	0.6799	0.6799	0.6791
S1	0.6781	0.6781	0.6807	0.6765
S2	0.6750	0.6750	0.6802
S3	0.6702	0.6732	0.6798
S4	0.6653	0.6684	0.6784

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%	0.0058	0.8%	50%	False	False	178
10	0.6928	0.6744	0.0184	2.7%	0.0058	0.8%	37%	False	False	164
20	0.6928	0.6628	0.0300	4.4%	0.0062	0.9%	61%	False	False	174
40	0.6928	0.6538	0.0390	5.7%	0.0053	0.8%	70%	False	False	107
60	0.6928	0.6538	0.0390	5.7%	0.0043	0.6%	70%	False	False	72
80	0.6928	0.6538	0.0390	5.7%	0.0040	0.6%	70%	False	False	55
100	0.6928	0.6538	0.0390	5.7%	0.0034	0.5%	70%	False	False	44
120	0.7151	0.6538	0.0613	9.0%	0.0032	0.5%	45%	False	False	37

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7023
2.618	0.6943
1.618	0.6895
1.000	0.6865
0.618	0.6846
HIGH	0.6817
0.618	0.6798
0.500	0.6792
0.382	0.6787
LOW	0.6768
0.618	0.6738
1.000	0.6720
1.618	0.6690
2.618	0.6641
4.250	0.6562

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	0.6805	0.6802
PP	0.6799	0.6792
S1	0.6792	0.6783

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

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