CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	0.6701	0.6803	0.0103	1.5%	0.6677
High	0.6811	0.6909	0.0098	1.4%	0.6721
Low	0.6697	0.6800	0.0103	1.5%	0.6614
Close	0.6808	0.6906	0.0099	1.4%	0.6710
Range	0.0114	0.0110	-0.0005	-3.9%	0.0107
ATR	0.0071	0.0074	0.0003	3.9%	0.0000
Volume	127,044	107,674	-19,370	-15.2%	385,806

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7200	0.7163	0.6966
R3	0.7091	0.7053	0.6936
R2	0.6981	0.6981	0.6926
R1	0.6944	0.6944	0.6916	0.6962
PP	0.6872	0.6872	0.6872	0.6881
S1	0.6834	0.6834	0.6896	0.6853
S2	0.6762	0.6762	0.6886
S3	0.6653	0.6725	0.6876
S4	0.6543	0.6615	0.6846

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	0.6909	0.6635	0.0275	4.0%	0.0085	1.2%	99%	True	False	93,794
10	0.6909	0.6610	0.0300	4.3%	0.0075	1.1%	99%	True	False	95,616
20	0.6915	0.6610	0.0306	4.4%	0.0076	1.1%	97%	False	False	98,928
40	0.6915	0.6487	0.0428	6.2%	0.0068	1.0%	98%	False	False	53,993
60	0.6915	0.6487	0.0428	6.2%	0.0063	0.9%	98%	False	False	36,026
80	0.6915	0.6487	0.0428	6.2%	0.0060	0.9%	98%	False	False	27,039
100	0.6965	0.6487	0.0478	6.9%	0.0057	0.8%	88%	False	False	21,656
120	0.7205	0.6487	0.0718	10.4%	0.0056	0.8%	58%	False	False	18,047

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7374
2.618	0.7196
1.618	0.7086
1.000	0.7019
0.618	0.6977
HIGH	0.6909
0.618	0.6867
0.500	0.6854
0.382	0.6841
LOW	0.6800
0.618	0.6732
1.000	0.6690
1.618	0.6622
2.618	0.6513
4.250	0.6334

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	0.6889	0.6866
PP	0.6872	0.6827
S1	0.6854	0.6787

Download as Excel Spreadsheet

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

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