CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	0.6690	0.6701	0.0011	0.2%	0.6677
High	0.6710	0.6811	0.0102	1.5%	0.6721
Low	0.6665	0.6697	0.0032	0.5%	0.6614
Close	0.6694	0.6808	0.0114	1.7%	0.6710
Range	0.0045	0.0114	0.0070	156.2%	0.0107
ATR	0.0067	0.0071	0.0004	5.2%	0.0000
Volume	68,558	127,044	58,486	85.3%	385,806

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7114	0.7075	0.6870
R3	0.7000	0.6961	0.6839
R2	0.6886	0.6886	0.6828
R1	0.6847	0.6847	0.6818	0.6866
PP	0.6772	0.6772	0.6772	0.6782
S1	0.6733	0.6733	0.6797	0.6752
S2	0.6658	0.6658	0.6787
S3	0.6544	0.6619	0.6776
S4	0.6430	0.6505	0.6745

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	0.6811	0.6614	0.0198	2.9%	0.0081	1.2%	98%	True	False	91,073
10	0.6811	0.6610	0.0202	3.0%	0.0073	1.1%	98%	True	False	95,262
20	0.6915	0.6610	0.0306	4.5%	0.0074	1.1%	65%	False	False	96,605
40	0.6915	0.6487	0.0428	6.3%	0.0067	1.0%	75%	False	False	51,302
60	0.6915	0.6487	0.0428	6.3%	0.0062	0.9%	75%	False	False	34,232
80	0.6915	0.6487	0.0428	6.3%	0.0059	0.9%	75%	False	False	25,696
100	0.6965	0.6487	0.0478	7.0%	0.0057	0.8%	67%	False	False	20,579
120	0.7205	0.6487	0.0718	10.5%	0.0056	0.8%	45%	False	False	17,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7296
2.618	0.7109
1.618	0.6995
1.000	0.6925
0.618	0.6881
HIGH	0.6811
0.618	0.6767
0.500	0.6754
0.382	0.6741
LOW	0.6697
0.618	0.6627
1.000	0.6583
1.618	0.6513
2.618	0.6399
4.250	0.6213

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	0.6790	0.6780
PP	0.6772	0.6752
S1	0.6754	0.6725

Download as Excel Spreadsheet

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

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