CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	0.6428	0.6435	0.0007	0.1%	0.6523
High	0.6455	0.6447	-0.0008	-0.1%	0.6541
Low	0.6406	0.6415	0.0009	0.1%	0.6392
Close	0.6433	0.6443	0.0010	0.2%	0.6433
Range	0.0049	0.0032	-0.0017	-35.1%	0.0149
ATR	0.0064	0.0062	-0.0002	-3.6%	0.0000
Volume	157	211	54	34.4%	2,110

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6529	0.6517	0.6460
R3	0.6498	0.6486	0.6451
R2	0.6466	0.6466	0.6448
R1	0.6454	0.6454	0.6445	0.6460
PP	0.6435	0.6435	0.6435	0.6438
S1	0.6423	0.6423	0.6440	0.6429
S2	0.6403	0.6403	0.6437
S3	0.6372	0.6391	0.6434
S4	0.6340	0.6360	0.6425

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6902	0.6816	0.6514
R3	0.6753	0.6667	0.6473
R2	0.6604	0.6604	0.6460
R1	0.6518	0.6518	0.6446	0.6487
PP	0.6455	0.6455	0.6455	0.6439
S1	0.6369	0.6369	0.6419	0.6338
S2	0.6306	0.6306	0.6405
S3	0.6157	0.6220	0.6392
S4	0.6008	0.6071	0.6351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6541	0.6392	0.0149	2.3%	0.0056	0.9%	34%	False	False	311
10	0.6642	0.6392	0.0250	3.9%	0.0057	0.9%	20%	False	False	360
20	0.6851	0.6392	0.0459	7.1%	0.0066	1.0%	11%	False	False	342
40	0.6928	0.6392	0.0536	8.3%	0.0063	1.0%	9%	False	False	252
60	0.6928	0.6392	0.0536	8.3%	0.0056	0.9%	9%	False	False	179
80	0.6928	0.6392	0.0536	8.3%	0.0049	0.8%	9%	False	False	135
100	0.6928	0.6392	0.0536	8.3%	0.0044	0.7%	9%	False	False	108
120	0.6928	0.6392	0.0536	8.3%	0.0039	0.6%	9%	False	False	91

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.6580
2.618	0.6529
1.618	0.6497
1.000	0.6478
0.618	0.6466
HIGH	0.6447
0.618	0.6434
0.500	0.6431
0.382	0.6427
LOW	0.6415
0.618	0.6396
1.000	0.6384
1.618	0.6364
2.618	0.6333
4.250	0.6281

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	0.6439	0.6439
PP	0.6435	0.6436
S1	0.6431	0.6433

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

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