CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	0.6669	0.6641	-0.0029	-0.4%	0.6677
High	0.6705	0.6716	0.0011	0.2%	0.6721
Low	0.6614	0.6635	0.0021	0.3%	0.6614
Close	0.6641	0.6710	0.0069	1.0%	0.6710
Range	0.0092	0.0082	-0.0010	-10.9%	0.0107
ATR	0.0068	0.0069	0.0001	1.4%	0.0000
Volume	94,071	92,729	-1,342	-1.4%	385,806

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6931	0.6902	0.6754
R3	0.6850	0.6820	0.6732
R2	0.6768	0.6768	0.6724
R1	0.6739	0.6739	0.6717	0.6754
PP	0.6687	0.6687	0.6687	0.6694
S1	0.6657	0.6657	0.6702	0.6672
S2	0.6605	0.6605	0.6695
S3	0.6524	0.6576	0.6687
S4	0.6442	0.6494	0.6665

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7002	0.6963	0.6768
R3	0.6895	0.6856	0.6739
R2	0.6788	0.6788	0.6729
R1	0.6749	0.6749	0.6719	0.6769
PP	0.6681	0.6681	0.6681	0.6691
S1	0.6642	0.6642	0.6700	0.6662
S2	0.6574	0.6574	0.6690
S3	0.6467	0.6535	0.6680
S4	0.6360	0.6428	0.6651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6721	0.6614	0.0107	1.6%	0.0072	1.1%	90%	False	False	94,938
10	0.6783	0.6610	0.0173	2.6%	0.0068	1.0%	58%	False	False	93,537
20	0.6915	0.6610	0.0306	4.6%	0.0071	1.1%	33%	False	False	87,177
40	0.6915	0.6487	0.0428	6.4%	0.0067	1.0%	52%	False	False	44,599
60	0.6915	0.6487	0.0428	6.4%	0.0062	0.9%	52%	False	False	29,759
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	52%	False	False	22,353
100	0.7039	0.6487	0.0552	8.2%	0.0057	0.8%	40%	False	False	17,894
120	0.7205	0.6487	0.0718	10.7%	0.0054	0.8%	31%	False	False	14,912

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7062
2.618	0.6929
1.618	0.6848
1.000	0.6798
0.618	0.6766
HIGH	0.6716
0.618	0.6685
0.500	0.6675
0.382	0.6666
LOW	0.6635
0.618	0.6584
1.000	0.6553
1.618	0.6503
2.618	0.6421
4.250	0.6288

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	0.6698	0.6695
PP	0.6687	0.6681
S1	0.6675	0.6667

Download as Excel Spreadsheet

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

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