CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	0.6826	0.6786	-0.0041	-0.6%	0.6706
High	0.6834	0.6860	0.0026	0.4%	0.6910
Low	0.6764	0.6779	0.0015	0.2%	0.6638
Close	0.6790	0.6794	0.0004	0.1%	0.6854
Range	0.0070	0.0081	0.0011	15.7%	0.0272
ATR	0.0070	0.0071	0.0001	1.1%	0.0000
Volume	81,515	85,984	4,469	5.5%	475,063

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7054	0.7005	0.6838
R3	0.6973	0.6924	0.6816
R2	0.6892	0.6892	0.6808
R1	0.6843	0.6843	0.6801	0.6867
PP	0.6811	0.6811	0.6811	0.6823
S1	0.6762	0.6762	0.6786	0.6786
S2	0.6730	0.6730	0.6779
S3	0.6649	0.6681	0.6771
S4	0.6568	0.6600	0.6749

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%	0.0063	0.9%	20%	False	False	83,474
10	0.6910	0.6635	0.0275	4.0%	0.0074	1.1%	58%	False	False	88,634
20	0.6910	0.6610	0.0300	4.4%	0.0070	1.0%	61%	False	False	89,974
40	0.6915	0.6487	0.0428	6.3%	0.0070	1.0%	72%	False	False	64,395
60	0.6915	0.6487	0.0428	6.3%	0.0065	1.0%	72%	False	False	42,981
80	0.6915	0.6487	0.0428	6.3%	0.0061	0.9%	72%	False	False	32,247
100	0.6915	0.6487	0.0428	6.3%	0.0058	0.9%	72%	False	False	25,829
120	0.7205	0.6487	0.0718	10.6%	0.0058	0.9%	43%	False	False	21,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7204
2.618	0.7072
1.618	0.6991
1.000	0.6941
0.618	0.6910
HIGH	0.6860
0.618	0.6829
0.500	0.6819
0.382	0.6809
LOW	0.6779
0.618	0.6728
1.000	0.6698
1.618	0.6647
2.618	0.6566
4.250	0.6434

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	0.6819	0.6812
PP	0.6811	0.6806
S1	0.6802	0.6800

Download as Excel Spreadsheet

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

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