CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	0.6778	0.6702	-0.0076	-1.1%	0.6796
High	0.6778	0.6702	-0.0076	-1.1%	0.6840
Low	0.6778	0.6670	-0.0108	-1.6%	0.6696
Close	0.6778	0.6670	-0.0108	-1.6%	0.6711
Range	0.0000	0.0032	0.0032		0.0144
ATR
Volume	0	6	6		0

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6777	0.6755	0.6688
R3	0.6745	0.6723	0.6679
R2	0.6713	0.6713	0.6676
R1	0.6691	0.6691	0.6673	0.6686
PP	0.6681	0.6681	0.6681	0.6678
S1	0.6659	0.6659	0.6667	0.6654
S2	0.6649	0.6649	0.6664
S3	0.6617	0.6627	0.6661
S4	0.6585	0.6595	0.6652

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	0.6670	0.0170	2.5%	0.0009	0.1%	0%	False	True	1
10	0.6840	0.6670	0.0170	2.5%	0.0005	0.1%	0%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.6838
2.618	0.6786
1.618	0.6754
1.000	0.6734
0.618	0.6722
HIGH	0.6702
0.618	0.6690
0.500	0.6686
0.382	0.6682
LOW	0.6670
0.618	0.6650
1.000	0.6638
1.618	0.6618
2.618	0.6586
4.250	0.6534

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	0.6686	0.6724
PP	0.6681	0.6706
S1	0.6675	0.6688

Download as Excel Spreadsheet

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

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