CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	0.6570	0.6583	0.0014	0.2%	0.6686
High	0.6598	0.6637	0.0040	0.6%	0.6769
Low	0.6548	0.6577	0.0029	0.4%	0.6548
Close	0.6578	0.6603	0.0025	0.4%	0.6603
Range	0.0050	0.0060	0.0011	21.2%	0.0221
ATR	0.0071	0.0070	-0.0001	-1.1%	0.0000
Volume	582	332	-250	-43.0%	1,794

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6786	0.6754	0.6636
R3	0.6726	0.6694	0.6619
R2	0.6666	0.6666	0.6614
R1	0.6634	0.6634	0.6608	0.6650
PP	0.6606	0.6606	0.6606	0.6613
S1	0.6574	0.6574	0.6597	0.6590
S2	0.6546	0.6546	0.6592
S3	0.6486	0.6514	0.6586
S4	0.6426	0.6454	0.6570

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7303	0.7174	0.6724
R3	0.7082	0.6953	0.6663
R2	0.6861	0.6861	0.6643
R1	0.6732	0.6732	0.6623	0.6686
PP	0.6640	0.6640	0.6640	0.6617
S1	0.6511	0.6511	0.6582	0.6465
S2	0.6419	0.6419	0.6562
S3	0.6198	0.6290	0.6542
S4	0.5977	0.6069	0.6481

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	3.3%	0.0080	1.2%	25%	False	False	358
10	0.6851	0.6548	0.0303	4.6%	0.0075	1.1%	18%	False	False	296
20	0.6928	0.6548	0.0380	5.7%	0.0070	1.1%	14%	False	False	231
40	0.6928	0.6548	0.0380	5.7%	0.0063	1.0%	14%	False	False	164
60	0.6928	0.6538	0.0390	5.9%	0.0050	0.8%	17%	False	False	112
80	0.6928	0.6538	0.0390	5.9%	0.0045	0.7%	17%	False	False	84
100	0.6928	0.6538	0.0390	5.9%	0.0039	0.6%	17%	False	False	67
120	0.7056	0.6538	0.0519	7.9%	0.0036	0.5%	13%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6892
2.618	0.6794
1.618	0.6734
1.000	0.6697
0.618	0.6674
HIGH	0.6637
0.618	0.6614
0.500	0.6607
0.382	0.6600
LOW	0.6577
0.618	0.6540
1.000	0.6517
1.618	0.6480
2.618	0.6420
4.250	0.6322

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	0.6607	0.6602
PP	0.6606	0.6601
S1	0.6604	0.6600

Download as Excel Spreadsheet

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

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