CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	0.6630	0.6677	0.0047	0.7%	0.6690
High	0.6685	0.6707	0.0022	0.3%	0.6736
Low	0.6617	0.6652	0.0035	0.5%	0.6610
Close	0.6678	0.6688	0.0010	0.1%	0.6678
Range	0.0068	0.0055	-0.0013	-19.1%	0.0126
ATR	0.0067	0.0066	-0.0001	-1.3%	0.0000
Volume	88,885	83,768	-5,117	-5.8%	452,088

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6847	0.6822	0.6718
R3	0.6792	0.6767	0.6703
R2	0.6737	0.6737	0.6698
R1	0.6712	0.6712	0.6693	0.6725
PP	0.6682	0.6682	0.6682	0.6688
S1	0.6657	0.6657	0.6682	0.6670
S2	0.6627	0.6627	0.6677
S3	0.6572	0.6602	0.6672
S4	0.6517	0.6547	0.6657

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7052	0.6991	0.6747
R3	0.6926	0.6865	0.6713
R2	0.6800	0.6800	0.6701
R1	0.6739	0.6739	0.6690	0.6707
PP	0.6674	0.6674	0.6674	0.6658
S1	0.6613	0.6613	0.6666	0.6581
S2	0.6548	0.6548	0.6655
S3	0.6422	0.6487	0.6643
S4	0.6296	0.6361	0.6609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6736	0.6610	0.0126	1.9%	0.0062	0.9%	62%	False	False	93,643
10	0.6899	0.6610	0.0289	4.3%	0.0070	1.0%	27%	False	False	93,051
20	0.6915	0.6606	0.0309	4.6%	0.0069	1.0%	26%	False	False	73,583
40	0.6915	0.6487	0.0428	6.4%	0.0065	1.0%	47%	False	False	37,053
60	0.6915	0.6487	0.0428	6.4%	0.0059	0.9%	47%	False	False	24,726
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	47%	False	False	18,583
100	0.7054	0.6487	0.0567	8.5%	0.0056	0.8%	35%	False	False	14,874
120	0.7205	0.6487	0.0718	10.7%	0.0053	0.8%	28%	False	False	12,395

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6940
2.618	0.6850
1.618	0.6795
1.000	0.6762
0.618	0.6740
HIGH	0.6707
0.618	0.6685
0.500	0.6679
0.382	0.6673
LOW	0.6652
0.618	0.6618
1.000	0.6597
1.618	0.6563
2.618	0.6508
4.250	0.6418

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	0.6685	0.6678
PP	0.6682	0.6668
S1	0.6679	0.6658

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

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