CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	0.6803	0.6902	0.0099	1.5%	0.6706
High	0.6909	0.6910	0.0001	0.0%	0.6910
Low	0.6800	0.6845	0.0045	0.7%	0.6638
Close	0.6906	0.6854	-0.0052	-0.8%	0.6854
Range	0.0110	0.0065	-0.0045	-40.6%	0.0272
ATR	0.0074	0.0073	-0.0001	-0.8%	0.0000
Volume	107,674	98,820	-8,854	-8.2%	475,063

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7064	0.7024	0.6890
R3	0.6999	0.6959	0.6872
R2	0.6934	0.6934	0.6866
R1	0.6894	0.6894	0.6860	0.6882
PP	0.6869	0.6869	0.6869	0.6863
S1	0.6829	0.6829	0.6848	0.6817
S2	0.6804	0.6804	0.6842
S3	0.6739	0.6764	0.6836
S4	0.6674	0.6699	0.6818

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7506	0.7003
R3	0.7344	0.7235	0.6929
R2	0.7072	0.7072	0.6904
R1	0.6963	0.6963	0.6879	0.7018
PP	0.6801	0.6801	0.6801	0.6828
S1	0.6692	0.6692	0.6829	0.6746
S2	0.6529	0.6529	0.6804
S3	0.6258	0.6420	0.6779
S4	0.5986	0.6149	0.6705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6910	0.6638	0.0272	4.0%	0.0081	1.2%	80%	True	False	95,012
10	0.6910	0.6614	0.0296	4.3%	0.0077	1.1%	81%	True	False	94,975
20	0.6915	0.6610	0.0306	4.5%	0.0076	1.1%	80%	False	False	97,164
40	0.6915	0.6487	0.0428	6.2%	0.0068	1.0%	86%	False	False	56,461
60	0.6915	0.6487	0.0428	6.2%	0.0064	0.9%	86%	False	False	37,673
80	0.6915	0.6487	0.0428	6.2%	0.0061	0.9%	86%	False	False	28,272
100	0.6915	0.6487	0.0428	6.2%	0.0057	0.8%	86%	False	False	22,644
120	0.7205	0.6487	0.0718	10.5%	0.0057	0.8%	51%	False	False	18,871

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7186
2.618	0.7080
1.618	0.7015
1.000	0.6975
0.618	0.6950
HIGH	0.6910
0.618	0.6885
0.500	0.6877
0.382	0.6869
LOW	0.6845
0.618	0.6804
1.000	0.6780
1.618	0.6739
2.618	0.6674
4.250	0.6568

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	0.6877	0.6837
PP	0.6869	0.6820
S1	0.6862	0.6803

Download as Excel Spreadsheet

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

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