CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	0.6851	0.6830	-0.0021	-0.3%	0.6706
High	0.6854	0.6851	-0.0003	0.0%	0.6910
Low	0.6801	0.6803	0.0002	0.0%	0.6638
Close	0.6837	0.6827	-0.0010	-0.1%	0.6854
Range	0.0053	0.0049	-0.0004	-7.6%	0.0272
ATR	0.0072	0.0070	-0.0002	-2.3%	0.0000
Volume	65,703	85,352	19,649	29.9%	475,063

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6972	0.6948	0.6854
R3	0.6924	0.6900	0.6840
R2	0.6875	0.6875	0.6836
R1	0.6851	0.6851	0.6831	0.6839
PP	0.6827	0.6827	0.6827	0.6821
S1	0.6803	0.6803	0.6823	0.6791
S2	0.6778	0.6778	0.6818
S3	0.6730	0.6754	0.6814
S4	0.6681	0.6706	0.6800

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	0.6697	0.0213	3.1%	0.0078	1.1%	61%	False	False	96,918
10	0.6910	0.6614	0.0296	4.3%	0.0074	1.1%	72%	False	False	92,815
20	0.6910	0.6610	0.0300	4.4%	0.0072	1.1%	73%	False	False	92,933
40	0.6915	0.6487	0.0428	6.3%	0.0069	1.0%	79%	False	False	60,211
60	0.6915	0.6487	0.0428	6.3%	0.0064	0.9%	79%	False	False	40,191
80	0.6915	0.6487	0.0428	6.3%	0.0060	0.9%	79%	False	False	30,155
100	0.6915	0.6487	0.0428	6.3%	0.0058	0.8%	79%	False	False	24,154
120	0.7205	0.6487	0.0718	10.5%	0.0057	0.8%	47%	False	False	20,130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7057
2.618	0.6978
1.618	0.6929
1.000	0.6900
0.618	0.6881
HIGH	0.6851
0.618	0.6832
0.500	0.6827
0.382	0.6821
LOW	0.6803
0.618	0.6773
1.000	0.6754
1.618	0.6724
2.618	0.6676
4.250	0.6596

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	0.6827	0.6855
PP	0.6827	0.6846
S1	0.6827	0.6836

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

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