CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	0.6687	0.6669	-0.0018	-0.3%	0.6690
High	0.6721	0.6705	-0.0016	-0.2%	0.6736
Low	0.6657	0.6614	-0.0043	-0.6%	0.6610
Close	0.6670	0.6641	-0.0030	-0.4%	0.6678
Range	0.0064	0.0092	0.0028	43.0%	0.0126
ATR	0.0066	0.0068	0.0002	2.7%	0.0000
Volume	115,238	94,071	-21,167	-18.4%	452,088

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6928	0.6876	0.6691
R3	0.6836	0.6784	0.6666
R2	0.6745	0.6745	0.6657
R1	0.6693	0.6693	0.6649	0.6673
PP	0.6653	0.6653	0.6653	0.6643
S1	0.6601	0.6601	0.6632	0.6581
S2	0.6562	0.6562	0.6624
S3	0.6470	0.6510	0.6615
S4	0.6379	0.6418	0.6590

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%	28%	False	False	97,439
10	0.6823	0.6610	0.0213	3.2%	0.0066	1.0%	15%	False	False	91,314
20	0.6915	0.6610	0.0306	4.6%	0.0071	1.1%	10%	False	False	82,836
40	0.6915	0.6487	0.0428	6.4%	0.0066	1.0%	36%	False	False	42,282
60	0.6915	0.6487	0.0428	6.4%	0.0061	0.9%	36%	False	False	28,214
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	36%	False	False	21,195
100	0.7039	0.6487	0.0552	8.3%	0.0057	0.9%	28%	False	False	16,966
120	0.7205	0.6487	0.0718	10.8%	0.0054	0.8%	21%	False	False	14,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7094
2.618	0.6945
1.618	0.6853
1.000	0.6797
0.618	0.6762
HIGH	0.6705
0.618	0.6670
0.500	0.6659
0.382	0.6648
LOW	0.6614
0.618	0.6557
1.000	0.6522
1.618	0.6465
2.618	0.6374
4.250	0.6225

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	0.6659	0.6667
PP	0.6653	0.6658
S1	0.6647	0.6649

Download as Excel Spreadsheet

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

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