CME Australian Dollar Future September 2023

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

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	0.6641	0.6706	0.0066	1.0%	0.6677
High	0.6716	0.6711	-0.0005	-0.1%	0.6721
Low	0.6635	0.6638	0.0004	0.1%	0.6614
Close	0.6710	0.6692	-0.0018	-0.3%	0.6710
Range	0.0082	0.0073	-0.0009	-10.4%	0.0107
ATR	0.0069	0.0069	0.0000	0.4%	0.0000
Volume	92,729	72,967	-19,762	-21.3%	385,806

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6899	0.6868	0.6732
R3	0.6826	0.6795	0.6712
R2	0.6753	0.6753	0.6705
R1	0.6722	0.6722	0.6698	0.6701
PP	0.6680	0.6680	0.6680	0.6670
S1	0.6649	0.6649	0.6685	0.6628
S2	0.6607	0.6607	0.6678
S3	0.6534	0.6576	0.6671
S4	0.6461	0.6503	0.6651

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%	0.0073	1.1%	73%	False	False	91,754
10	0.6736	0.6610	0.0126	1.9%	0.0065	1.0%	65%	False	False	91,086
20	0.6915	0.6610	0.0306	4.6%	0.0071	1.1%	27%	False	False	90,492
40	0.6915	0.6487	0.0428	6.4%	0.0067	1.0%	48%	False	False	46,421
60	0.6915	0.6487	0.0428	6.4%	0.0062	0.9%	48%	False	False	30,975
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	48%	False	False	23,259
100	0.7025	0.6487	0.0538	8.0%	0.0057	0.9%	38%	False	False	18,623
120	0.7205	0.6487	0.0718	10.7%	0.0054	0.8%	28%	False	False	15,520

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7021
2.618	0.6902
1.618	0.6829
1.000	0.6784
0.618	0.6756
HIGH	0.6711
0.618	0.6683
0.500	0.6675
0.382	0.6666
LOW	0.6638
0.618	0.6593
1.000	0.6565
1.618	0.6520
2.618	0.6447
4.250	0.6328

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	0.6686	0.6683
PP	0.6680	0.6674
S1	0.6675	0.6665

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

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