CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	0.6544	0.6523	-0.0021	-0.3%	0.6603
High	0.6561	0.6528	-0.0034	-0.5%	0.6642
Low	0.6514	0.6484	-0.0030	-0.5%	0.6514
Close	0.6521	0.6507	-0.0014	-0.2%	0.6521
Range	0.0047	0.0044	-0.0004	-7.4%	0.0128
ATR	0.0067	0.0065	-0.0002	-2.5%	0.0000
Volume	213	765	552	259.2%	1,770

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6637	0.6615	0.6531
R3	0.6593	0.6572	0.6519
R2	0.6550	0.6550	0.6515
R1	0.6528	0.6528	0.6511	0.6517
PP	0.6506	0.6506	0.6506	0.6501
S1	0.6485	0.6485	0.6503	0.6474
S2	0.6463	0.6463	0.6499
S3	0.6419	0.6441	0.6495
S4	0.6376	0.6398	0.6483

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6943	0.6860	0.6591
R3	0.6815	0.6732	0.6556
R2	0.6687	0.6687	0.6544
R1	0.6604	0.6604	0.6533	0.6582
PP	0.6559	0.6559	0.6559	0.6548
S1	0.6476	0.6476	0.6509	0.6454
S2	0.6431	0.6431	0.6498
S3	0.6303	0.6348	0.6486
S4	0.6175	0.6220	0.6451

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6642	0.6484	0.0158	2.4%	0.0059	0.9%	15%	False	True	409
10	0.6753	0.6484	0.0269	4.1%	0.0064	1.0%	9%	False	True	415
20	0.6877	0.6484	0.0393	6.0%	0.0065	1.0%	6%	False	True	301
40	0.6928	0.6484	0.0444	6.8%	0.0064	1.0%	5%	False	True	226
60	0.6928	0.6484	0.0444	6.8%	0.0053	0.8%	5%	False	True	154
80	0.6928	0.6484	0.0444	6.8%	0.0046	0.7%	5%	False	True	116
100	0.6928	0.6484	0.0444	6.8%	0.0042	0.6%	5%	False	True	93
120	0.6928	0.6484	0.0444	6.8%	0.0038	0.6%	5%	False	True	78

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6712
2.618	0.6641
1.618	0.6598
1.000	0.6571
0.618	0.6554
HIGH	0.6528
0.618	0.6511
0.500	0.6506
0.382	0.6501
LOW	0.6484
0.618	0.6457
1.000	0.6441
1.618	0.6414
2.618	0.6370
4.250	0.6299

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	0.6507	0.6563
PP	0.6506	0.6544
S1	0.6506	0.6526

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

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