CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	0.6677	0.6687	0.0010	0.1%	0.6690
High	0.6707	0.6721	0.0014	0.2%	0.6736
Low	0.6652	0.6657	0.0005	0.1%	0.6610
Close	0.6688	0.6670	-0.0018	-0.3%	0.6678
Range	0.0055	0.0064	0.0009	16.4%	0.0126
ATR	0.0066	0.0066	0.0000	-0.3%	0.0000
Volume	83,768	115,238	31,470	37.6%	452,088

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6874	0.6836	0.6705
R3	0.6810	0.6772	0.6688
R2	0.6746	0.6746	0.6682
R1	0.6708	0.6708	0.6676	0.6695
PP	0.6682	0.6682	0.6682	0.6676
S1	0.6644	0.6644	0.6664	0.6631
S2	0.6618	0.6618	0.6658
S3	0.6554	0.6580	0.6652
S4	0.6490	0.6516	0.6635

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	0.6721	0.6610	0.0111	1.7%	0.0065	1.0%	55%	True	False	99,451
10	0.6823	0.6610	0.0213	3.2%	0.0063	0.9%	28%	False	False	89,808
20	0.6915	0.6610	0.0306	4.6%	0.0070	1.0%	20%	False	False	79,288
40	0.6915	0.6487	0.0428	6.4%	0.0065	1.0%	43%	False	False	39,933
60	0.6915	0.6487	0.0428	6.4%	0.0060	0.9%	43%	False	False	26,646
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	43%	False	False	20,022
100	0.7039	0.6487	0.0552	8.3%	0.0056	0.8%	33%	False	False	16,026
120	0.7205	0.6487	0.0718	10.8%	0.0054	0.8%	25%	False	False	13,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6993
2.618	0.6888
1.618	0.6824
1.000	0.6785
0.618	0.6760
HIGH	0.6721
0.618	0.6696
0.500	0.6689
0.382	0.6681
LOW	0.6657
0.618	0.6617
1.000	0.6593
1.618	0.6553
2.618	0.6489
4.250	0.6385

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	0.6689	0.6670
PP	0.6682	0.6669
S1	0.6676	0.6669

Download as Excel Spreadsheet

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

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