CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.6711	0.6778	0.0067	1.0%	0.6796
High	0.6711	0.6778	0.0067	1.0%	0.6840
Low	0.6696	0.6778	0.0082	1.2%	0.6696
Close	0.6711	0.6778	0.0067	1.0%	0.6711
Range	0.0015	0.0000	-0.0015	-100.0%	0.0144
ATR
Volume

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6778	0.6778	0.6778
R3	0.6778	0.6778	0.6778
R2	0.6778	0.6778	0.6778
R1	0.6778	0.6778	0.6778	0.6778
PP	0.6778	0.6778	0.6778	0.6778
S1	0.6778	0.6778	0.6778	0.6778
S2	0.6778	0.6778	0.6778
S3	0.6778	0.6778	0.6778
S4	0.6778	0.6778	0.6778

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7181	0.7090	0.6790
R3	0.7037	0.6946	0.6751
R2	0.6893	0.6893	0.6737
R1	0.6802	0.6802	0.6724	0.6776
PP	0.6749	0.6749	0.6749	0.6736
S1	0.6658	0.6658	0.6698	0.6632
S2	0.6605	0.6605	0.6685
S3	0.6461	0.6514	0.6671
S4	0.6317	0.6370	0.6632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6840	0.6696	0.0144	2.1%	0.0003	0.0%	57%	False	False
10	0.6869	0.6696	0.0173	2.6%	0.0002	0.0%	47%	False	False

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6778
2.618	0.6778
1.618	0.6778
1.000	0.6778
0.618	0.6778
HIGH	0.6778
0.618	0.6778
0.500	0.6778
0.382	0.6778
LOW	0.6778
0.618	0.6778
1.000	0.6778
1.618	0.6778
2.618	0.6778
4.250	0.6778

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.6778	0.6764
PP	0.6778	0.6750
S1	0.6778	0.6737

Download as Excel Spreadsheet

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

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