CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	0.6651	0.6570	-0.0082	-1.2%	0.6758
High	0.6651	0.6598	-0.0054	-0.8%	0.6851
Low	0.6561	0.6548	-0.0013	-0.2%	0.6655
Close	0.6577	0.6578	0.0002	0.0%	0.6683
Range	0.0090	0.0050	-0.0041	-45.0%	0.0196
ATR	0.0072	0.0071	-0.0002	-2.2%	0.0000
Volume	469	582	113	24.1%	1,174

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6723	0.6700	0.6605
R3	0.6674	0.6651	0.6592
R2	0.6624	0.6624	0.6587
R1	0.6601	0.6601	0.6583	0.6613
PP	0.6575	0.6575	0.6575	0.6580
S1	0.6552	0.6552	0.6573	0.6563
S2	0.6525	0.6525	0.6569
S3	0.6476	0.6502	0.6564
S4	0.6426	0.6453	0.6551

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	0.6769	0.6548	0.0221	3.4%	0.0086	1.3%	14%	False	True	375
10	0.6851	0.6548	0.0303	4.6%	0.0076	1.1%	10%	False	True	271
20	0.6928	0.6548	0.0380	5.8%	0.0071	1.1%	8%	False	True	221
40	0.6928	0.6548	0.0380	5.8%	0.0063	1.0%	8%	False	True	156
60	0.6928	0.6538	0.0390	5.9%	0.0049	0.7%	10%	False	False	106
80	0.6928	0.6538	0.0390	5.9%	0.0044	0.7%	10%	False	False	80
100	0.6928	0.6538	0.0390	5.9%	0.0038	0.6%	10%	False	False	64
120	0.7056	0.6538	0.0519	7.9%	0.0035	0.5%	8%	False	False	54

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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6808
2.618	0.6727
1.618	0.6678
1.000	0.6647
0.618	0.6628
HIGH	0.6598
0.618	0.6579
0.500	0.6573
0.382	0.6567
LOW	0.6548
0.618	0.6517
1.000	0.6499
1.618	0.6468
2.618	0.6418
4.250	0.6338

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.6576	0.6650
PP	0.6575	0.6626
S1	0.6573	0.6602

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

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