CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	0.6603	0.6591	-0.0012	-0.2%	0.6686
High	0.6618	0.6591	-0.0027	-0.4%	0.6769
Low	0.6586	0.6529	-0.0057	-0.9%	0.6548
Close	0.6604	0.6568	-0.0036	-0.5%	0.6603
Range	0.0032	0.0062	0.0030	93.8%	0.0221
ATR	0.0067	0.0068	0.0001	0.8%	0.0000
Volume	489	600	111	22.7%	1,794

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6749	0.6720	0.6602
R3	0.6687	0.6658	0.6585
R2	0.6625	0.6625	0.6579
R1	0.6596	0.6596	0.6574	0.6580
PP	0.6563	0.6563	0.6563	0.6554
S1	0.6534	0.6534	0.6562	0.6518
S2	0.6501	0.6501	0.6557
S3	0.6439	0.6472	0.6551
S4	0.6377	0.6410	0.6534

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	0.6651	0.6529	0.0122	1.9%	0.0059	0.9%	32%	False	True	494
10	0.6851	0.6529	0.0322	4.9%	0.0075	1.1%	12%	False	True	370
20	0.6928	0.6529	0.0399	6.1%	0.0069	1.1%	10%	False	True	268
40	0.6928	0.6529	0.0399	6.1%	0.0063	1.0%	10%	False	True	191
60	0.6928	0.6529	0.0399	6.1%	0.0051	0.8%	10%	False	True	130
80	0.6928	0.6529	0.0399	6.1%	0.0045	0.7%	10%	False	True	97
100	0.6928	0.6529	0.0399	6.1%	0.0040	0.6%	10%	False	True	78
120	0.6978	0.6529	0.0449	6.8%	0.0037	0.6%	9%	False	True	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6855
2.618	0.6753
1.618	0.6691
1.000	0.6653
0.618	0.6629
HIGH	0.6591
0.618	0.6567
0.500	0.6560
0.382	0.6553
LOW	0.6529
0.618	0.6491
1.000	0.6467
1.618	0.6429
2.618	0.6367
4.250	0.6266

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	0.6565	0.6583
PP	0.6563	0.6578
S1	0.6560	0.6573

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

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