CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	0.6752	0.6651	-0.0101	-1.5%	0.6758
High	0.6753	0.6651	-0.0102	-1.5%	0.6851
Low	0.6636	0.6561	-0.0075	-1.1%	0.6655
Close	0.6640	0.6577	-0.0064	-1.0%	0.6683
Range	0.0117	0.0090	-0.0027	-22.7%	0.0196
ATR	0.0071	0.0072	0.0001	1.9%	0.0000
Volume	235	469	234	99.6%	1,174

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6866	0.6811	0.6626
R3	0.6776	0.6721	0.6601
R2	0.6686	0.6686	0.6593
R1	0.6631	0.6631	0.6585	0.6614
PP	0.6596	0.6596	0.6596	0.6587
S1	0.6541	0.6541	0.6568	0.6524
S2	0.6506	0.6506	0.6560
S3	0.6416	0.6451	0.6552
S4	0.6326	0.6361	0.6527

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	0.6561	0.0290	4.4%	0.0099	1.5%	5%	False	True	293
10	0.6877	0.6561	0.0316	4.8%	0.0078	1.2%	5%	False	True	235
20	0.6928	0.6561	0.0367	5.6%	0.0072	1.1%	4%	False	True	195
40	0.6928	0.6561	0.0367	5.6%	0.0063	1.0%	4%	False	True	142
60	0.6928	0.6538	0.0390	5.9%	0.0049	0.7%	10%	False	False	96
80	0.6928	0.6538	0.0390	5.9%	0.0044	0.7%	10%	False	False	73
100	0.6928	0.6538	0.0390	5.9%	0.0038	0.6%	10%	False	False	58
120	0.7056	0.6538	0.0519	7.9%	0.0035	0.5%	8%	False	False	49

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7034
2.618	0.6887
1.618	0.6797
1.000	0.6741
0.618	0.6707
HIGH	0.6651
0.618	0.6617
0.500	0.6606
0.382	0.6595
LOW	0.6561
0.618	0.6505
1.000	0.6471
1.618	0.6415
2.618	0.6325
4.250	0.6179

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	0.6606	0.6665
PP	0.6596	0.6636
S1	0.6586	0.6606

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

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