CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	0.6830	0.6826	-0.0004	-0.1%	0.6706
High	0.6851	0.6834	-0.0017	-0.2%	0.6910
Low	0.6803	0.6764	-0.0039	-0.6%	0.6638
Close	0.6827	0.6790	-0.0038	-0.5%	0.6854
Range	0.0049	0.0070	0.0022	44.3%	0.0272
ATR	0.0070	0.0070	0.0000	0.0%	0.0000
Volume	85,352	81,515	-3,837	-4.5%	475,063

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7006	0.6968	0.6828
R3	0.6936	0.6898	0.6809
R2	0.6866	0.6866	0.6802
R1	0.6828	0.6828	0.6796	0.6812
PP	0.6796	0.6796	0.6796	0.6788
S1	0.6758	0.6758	0.6783	0.6742
S2	0.6726	0.6726	0.6777
S3	0.6656	0.6688	0.6770
S4	0.6586	0.6618	0.6751

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	0.6764	0.0146	2.1%	0.0069	1.0%	18%	False	True	87,812
10	0.6910	0.6614	0.0296	4.4%	0.0075	1.1%	59%	False	False	89,443
20	0.6910	0.6610	0.0300	4.4%	0.0069	1.0%	60%	False	False	89,625
40	0.6915	0.6487	0.0428	6.3%	0.0069	1.0%	71%	False	False	62,247
60	0.6915	0.6487	0.0428	6.3%	0.0065	1.0%	71%	False	False	41,548
80	0.6915	0.6487	0.0428	6.3%	0.0060	0.9%	71%	False	False	31,173
100	0.6915	0.6487	0.0428	6.3%	0.0058	0.8%	71%	False	False	24,970
120	0.7205	0.6487	0.0718	10.6%	0.0058	0.9%	42%	False	False	20,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7132
2.618	0.7017
1.618	0.6947
1.000	0.6904
0.618	0.6877
HIGH	0.6834
0.618	0.6807
0.500	0.6799
0.382	0.6791
LOW	0.6764
0.618	0.6721
1.000	0.6694
1.618	0.6651
2.618	0.6581
4.250	0.6467

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	0.6799	0.6809
PP	0.6796	0.6802
S1	0.6793	0.6796

Download as Excel Spreadsheet

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

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