CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.6572	0.6563	-0.0010	-0.1%	0.6686
High	0.6597	0.6642	0.0045	0.7%	0.6769
Low	0.6556	0.6543	-0.0013	-0.2%	0.6548
Close	0.6568	0.6566	-0.0002	0.0%	0.6603
Range	0.0041	0.0099	0.0058	141.5%	0.0221
ATR	0.0066	0.0068	0.0002	3.6%	0.0000
Volume	266	202	-64	-24.1%	1,794

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6881	0.6822	0.6620
R3	0.6782	0.6723	0.6593
R2	0.6683	0.6683	0.6584
R1	0.6624	0.6624	0.6575	0.6654
PP	0.6584	0.6584	0.6584	0.6598
S1	0.6525	0.6525	0.6557	0.6555
S2	0.6485	0.6485	0.6548
S3	0.6386	0.6426	0.6539
S4	0.6287	0.6327	0.6512

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	0.6642	0.6529	0.0113	1.7%	0.0059	0.9%	33%	True	False	377
10	0.6769	0.6529	0.0240	3.7%	0.0072	1.1%	15%	False	False	376
20	0.6928	0.6529	0.0399	6.1%	0.0066	1.0%	9%	False	False	269
40	0.6928	0.6529	0.0399	6.1%	0.0066	1.0%	9%	False	False	202
60	0.6928	0.6529	0.0399	6.1%	0.0052	0.8%	9%	False	False	137
80	0.6928	0.6529	0.0399	6.1%	0.0045	0.7%	9%	False	False	103
100	0.6928	0.6529	0.0399	6.1%	0.0041	0.6%	9%	False	False	83
120	0.6928	0.6529	0.0399	6.1%	0.0037	0.6%	9%	False	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7063
2.618	0.6901
1.618	0.6802
1.000	0.6741
0.618	0.6703
HIGH	0.6642
0.618	0.6604
0.500	0.6593
0.382	0.6581
LOW	0.6543
0.618	0.6482
1.000	0.6444
1.618	0.6383
2.618	0.6284
4.250	0.6122

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.6593	0.6586
PP	0.6584	0.6579
S1	0.6575	0.6573

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

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