CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	0.6404	0.6407	0.0003	0.0%	0.6440
High	0.6428	0.6418	-0.0011	-0.2%	0.6547
Low	0.6382	0.6386	0.0004	0.1%	0.6428
Close	0.6402	0.6401	-0.0001	0.0%	0.6475
Range	0.0046	0.0032	-0.0015	-31.5%	0.0120
ATR	0.0066	0.0063	-0.0002	-3.7%	0.0000
Volume	8,005	4,126	-3,879	-48.5%	4,980

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6496	0.6480	0.6418
R3	0.6465	0.6449	0.6410
R2	0.6433	0.6433	0.6407
R1	0.6417	0.6417	0.6404	0.6409
PP	0.6402	0.6402	0.6402	0.6398
S1	0.6386	0.6386	0.6398	0.6378
S2	0.6370	0.6370	0.6395
S3	0.6339	0.6354	0.6392
S4	0.6307	0.6323	0.6384

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6842	0.6778	0.6541
R3	0.6722	0.6658	0.6508
R2	0.6603	0.6603	0.6497
R1	0.6539	0.6539	0.6486	0.6571
PP	0.6483	0.6483	0.6483	0.6499
S1	0.6419	0.6419	0.6464	0.6451
S2	0.6364	0.6364	0.6453
S3	0.6244	0.6300	0.6442
S4	0.6125	0.6180	0.6409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6546	0.6381	0.0165	2.6%	0.0066	1.0%	12%	False	False	6,288
10	0.6547	0.6381	0.0166	2.6%	0.0065	1.0%	12%	False	False	3,452
20	0.6642	0.6381	0.0261	4.1%	0.0062	1.0%	8%	False	False	1,892
40	0.6928	0.6381	0.0547	8.5%	0.0064	1.0%	4%	False	False	1,080
60	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	4%	False	False	762
80	0.6928	0.6381	0.0547	8.5%	0.0054	0.8%	4%	False	False	574
100	0.6928	0.6381	0.0547	8.5%	0.0048	0.7%	4%	False	False	459
120	0.6928	0.6381	0.0547	8.5%	0.0044	0.7%	4%	False	False	383

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	0.0020
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.6551
2.618	0.6500
1.618	0.6468
1.000	0.6449
0.618	0.6437
HIGH	0.6418
0.618	0.6405
0.500	0.6402
0.382	0.6398
LOW	0.6386
0.618	0.6367
1.000	0.6355
1.618	0.6335
2.618	0.6304
4.250	0.6252

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	0.6402	0.6442
PP	0.6402	0.6429
S1	0.6401	0.6415

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

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