CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	0.6706	0.6690	-0.0016	-0.2%	0.6677
High	0.6711	0.6710	-0.0002	0.0%	0.6721
Low	0.6638	0.6665	0.0027	0.4%	0.6614
Close	0.6692	0.6694	0.0003	0.0%	0.6710
Range	0.0073	0.0045	-0.0029	-39.0%	0.0107
ATR	0.0069	0.0067	-0.0002	-2.6%	0.0000
Volume	72,967	68,558	-4,409	-6.0%	385,806

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6823	0.6803	0.6718
R3	0.6779	0.6759	0.6706
R2	0.6734	0.6734	0.6702
R1	0.6714	0.6714	0.6698	0.6724
PP	0.6690	0.6690	0.6690	0.6695
S1	0.6670	0.6670	0.6690	0.6680
S2	0.6645	0.6645	0.6686
S3	0.6601	0.6625	0.6682
S4	0.6556	0.6581	0.6670

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%	0.0071	1.1%	75%	False	False	88,712
10	0.6736	0.6610	0.0126	1.9%	0.0066	1.0%	67%	False	False	91,178
20	0.6915	0.6610	0.0306	4.6%	0.0071	1.1%	28%	False	False	92,562
40	0.6915	0.6487	0.0428	6.4%	0.0065	1.0%	48%	False	False	48,130
60	0.6915	0.6487	0.0428	6.4%	0.0062	0.9%	48%	False	False	32,116
80	0.6915	0.6487	0.0428	6.4%	0.0058	0.9%	48%	False	False	24,112
100	0.6972	0.6487	0.0485	7.2%	0.0057	0.8%	43%	False	False	19,309
120	0.7205	0.6487	0.0718	10.7%	0.0055	0.8%	29%	False	False	16,091

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6899
2.618	0.6826
1.618	0.6782
1.000	0.6754
0.618	0.6737
HIGH	0.6710
0.618	0.6693
0.500	0.6687
0.382	0.6682
LOW	0.6665
0.618	0.6637
1.000	0.6621
1.618	0.6593
2.618	0.6548
4.250	0.6476

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	0.6692	0.6688
PP	0.6690	0.6682
S1	0.6687	0.6675

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

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