CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.6742	0.6686	-0.0056	-0.8%	0.6758
High	0.6744	0.6769	0.0025	0.4%	0.6851
Low	0.6655	0.6685	0.0030	0.5%	0.6655
Close	0.6683	0.6749	0.0067	1.0%	0.6683
Range	0.0089	0.0084	-0.0005	-5.6%	0.0196
ATR	0.0066	0.0067	0.0001	2.3%	0.0000
Volume	414	176	-238	-57.5%	1,174

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6986	0.6952	0.6795
R3	0.6902	0.6868	0.6772
R2	0.6818	0.6818	0.6764
R1	0.6784	0.6784	0.6757	0.6801
PP	0.6734	0.6734	0.6734	0.6743
S1	0.6700	0.6700	0.6741	0.6717
S2	0.6650	0.6650	0.6734
S3	0.6566	0.6616	0.6726
S4	0.6482	0.6532	0.6703

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7318	0.7196	0.6790
R3	0.7122	0.7000	0.6736
R2	0.6926	0.6926	0.6718
R1	0.6804	0.6804	0.6700	0.6767
PP	0.6730	0.6730	0.6730	0.6711
S1	0.6608	0.6608	0.6665	0.6571
S2	0.6534	0.6534	0.6647
S3	0.6338	0.6412	0.6629
S4	0.6142	0.6216	0.6575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6851	0.6655	0.0196	2.9%	0.0079	1.2%	48%	False	False	230
10	0.6877	0.6655	0.0222	3.3%	0.0067	1.0%	42%	False	False	186
20	0.6928	0.6639	0.0289	4.3%	0.0067	1.0%	38%	False	False	168
40	0.6928	0.6628	0.0300	4.4%	0.0059	0.9%	40%	False	False	125
60	0.6928	0.6538	0.0390	5.8%	0.0047	0.7%	54%	False	False	85
80	0.6928	0.6538	0.0390	5.8%	0.0042	0.6%	54%	False	False	64
100	0.6928	0.6538	0.0390	5.8%	0.0036	0.5%	54%	False	False	51
120	0.7056	0.6538	0.0519	7.7%	0.0034	0.5%	41%	False	False	43

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7126
2.618	0.6989
1.618	0.6905
1.000	0.6853
0.618	0.6821
HIGH	0.6769
0.618	0.6737
0.500	0.6727
0.382	0.6717
LOW	0.6685
0.618	0.6633
1.000	0.6601
1.618	0.6549
2.618	0.6465
4.250	0.6328

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.6742	0.6753
PP	0.6734	0.6752
S1	0.6727	0.6750

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

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