CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.6598	0.6596	-0.0002	0.0%	0.6778
High	0.6598	0.6596	-0.0002	0.0%	0.6778
Low	0.6598	0.6596	-0.0002	0.0%	0.6605
Close	0.6598	0.6596	-0.0002	0.0%	0.6633
Range
ATR	0.0033	0.0030	-0.0002	-6.8%	0.0000
Volume

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6596	0.6596	0.6596
R3	0.6596	0.6596	0.6596
R2	0.6596	0.6596	0.6596
R1	0.6596	0.6596	0.6596	0.6596
PP	0.6596	0.6596	0.6596	0.6596
S1	0.6596	0.6596	0.6596	0.6596
S2	0.6596	0.6596	0.6596
S3	0.6596	0.6596	0.6596
S4	0.6596	0.6596	0.6596

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7189	0.7083	0.6727
R3	0.7017	0.6911	0.6680
R2	0.6844	0.6844	0.6664
R1	0.6738	0.6738	0.6648	0.6705
PP	0.6672	0.6672	0.6672	0.6655
S1	0.6566	0.6566	0.6617	0.6533
S2	0.6499	0.6499	0.6601
S3	0.6327	0.6393	0.6585
S4	0.6154	0.6221	0.6538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6633	0.6595	0.0038	0.6%	0.0001	0.0%	4%	False	False	1
10	0.6778	0.6595	0.0183	2.8%	0.0005	0.1%	1%	False	False	1

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.6596
2.618	0.6596
1.618	0.6596
1.000	0.6596
0.618	0.6596
HIGH	0.6596
0.618	0.6596
0.500	0.6596
0.382	0.6596
LOW	0.6596
0.618	0.6596
1.000	0.6596
1.618	0.6596
2.618	0.6596
4.250	0.6596

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.6596	0.6596
PP	0.6596	0.6596
S1	0.6596	0.6596

Download as Excel Spreadsheet

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

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