CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	0.6902	0.6851	-0.0051	-0.7%	0.6706
High	0.6910	0.6854	-0.0056	-0.8%	0.6910
Low	0.6845	0.6801	-0.0044	-0.6%	0.6638
Close	0.6854	0.6837	-0.0018	-0.3%	0.6854
Range	0.0065	0.0053	-0.0013	-19.2%	0.0272
ATR	0.0073	0.0072	-0.0001	-2.0%	0.0000
Volume	98,820	65,703	-33,117	-33.5%	475,063

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6988	0.6965	0.6865
R3	0.6935	0.6912	0.6851
R2	0.6883	0.6883	0.6846
R1	0.6860	0.6860	0.6841	0.6845
PP	0.6830	0.6830	0.6830	0.6823
S1	0.6807	0.6807	0.6832	0.6793
S2	0.6778	0.6778	0.6827
S3	0.6725	0.6755	0.6822
S4	0.6673	0.6702	0.6808

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	0.6665	0.0245	3.6%	0.0077	1.1%	70%	False	False	93,559
10	0.6910	0.6614	0.0296	4.3%	0.0075	1.1%	75%	False	False	92,657
20	0.6915	0.6610	0.0306	4.5%	0.0072	1.0%	74%	False	False	94,105
40	0.6915	0.6487	0.0428	6.3%	0.0069	1.0%	82%	False	False	58,089
60	0.6915	0.6487	0.0428	6.3%	0.0064	0.9%	82%	False	False	38,768
80	0.6915	0.6487	0.0428	6.3%	0.0060	0.9%	82%	False	False	29,091
100	0.6915	0.6487	0.0428	6.3%	0.0058	0.8%	82%	False	False	23,301
120	0.7205	0.6487	0.0718	10.5%	0.0057	0.8%	49%	False	False	19,418

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7077
2.618	0.6991
1.618	0.6938
1.000	0.6906
0.618	0.6886
HIGH	0.6854
0.618	0.6833
0.500	0.6827
0.382	0.6821
LOW	0.6801
0.618	0.6769
1.000	0.6749
1.618	0.6716
2.618	0.6664
4.250	0.6578

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	0.6833	0.6855
PP	0.6830	0.6849
S1	0.6827	0.6843

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

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