CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	0.6817	0.6792	-0.0025	-0.4%	0.6851
High	0.6817	0.6851	0.0035	0.5%	0.6877
Low	0.6768	0.6734	-0.0034	-0.5%	0.6752
Close	0.6811	0.6735	-0.0076	-1.1%	0.6760
Range	0.0049	0.0117	0.0069	141.2%	0.0126
ATR	0.0060	0.0064	0.0004	6.8%	0.0000
Volume	239	171	-68	-28.5%	775

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7124	0.7047	0.6799
R3	0.7007	0.6930	0.6767
R2	0.6890	0.6890	0.6756
R1	0.6813	0.6813	0.6746	0.6793
PP	0.6773	0.6773	0.6773	0.6764
S1	0.6696	0.6696	0.6724	0.6676
S2	0.6656	0.6656	0.6714
S3	0.6539	0.6579	0.6703
S4	0.6422	0.6462	0.6671

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	0.6851	0.6734	0.0117	1.7%	0.0065	1.0%	1%	True	True	168
10	0.6928	0.6734	0.0194	2.9%	0.0059	0.9%	1%	False	True	162
20	0.6928	0.6628	0.0300	4.4%	0.0063	0.9%	36%	False	False	164
40	0.6928	0.6538	0.0390	5.8%	0.0056	0.8%	51%	False	False	112
60	0.6928	0.6538	0.0390	5.8%	0.0045	0.7%	51%	False	False	75
80	0.6928	0.6538	0.0390	5.8%	0.0041	0.6%	51%	False	False	57
100	0.6928	0.6538	0.0390	5.8%	0.0035	0.5%	51%	False	False	46
120	0.7056	0.6538	0.0519	7.7%	0.0032	0.5%	38%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 120 trading days

Fibonacci Retracements and Extensions
4.250	0.7348
2.618	0.7157
1.618	0.7040
1.000	0.6968
0.618	0.6923
HIGH	0.6851
0.618	0.6806
0.500	0.6793
0.382	0.6779
LOW	0.6734
0.618	0.6662
1.000	0.6617
1.618	0.6545
2.618	0.6428
4.250	0.6237

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	0.6793	0.6793
PP	0.6773	0.6773
S1	0.6754	0.6754

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

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