CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	0.6786	0.6791	0.0006	0.1%	0.6851
High	0.6860	0.6800	-0.0060	-0.9%	0.6860
Low	0.6779	0.6734	-0.0045	-0.7%	0.6734
Close	0.6794	0.6743	-0.0051	-0.7%	0.6743
Range	0.0081	0.0066	-0.0016	-19.1%	0.0126
ATR	0.0071	0.0070	0.0000	-0.5%	0.0000
Volume	85,984	64,109	-21,875	-25.4%	382,663

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6955	0.6915	0.6779
R3	0.6890	0.6849	0.6761
R2	0.6824	0.6824	0.6755
R1	0.6784	0.6784	0.6749	0.6771
PP	0.6759	0.6759	0.6759	0.6753
S1	0.6718	0.6718	0.6737	0.6706
S2	0.6693	0.6693	0.6731
S3	0.6628	0.6653	0.6725
S4	0.6562	0.6587	0.6707

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7155	0.7075	0.6812
R3	0.7030	0.6949	0.6778
R2	0.6904	0.6904	0.6766
R1	0.6824	0.6824	0.6755	0.6801
PP	0.6779	0.6779	0.6779	0.6768
S1	0.6698	0.6698	0.6731	0.6676
S2	0.6653	0.6653	0.6720
S3	0.6528	0.6573	0.6708
S4	0.6402	0.6447	0.6674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6860	0.6734	0.0126	1.9%	0.0064	0.9%	7%	False	True	76,532
10	0.6910	0.6638	0.0272	4.0%	0.0072	1.1%	39%	False	False	85,772
20	0.6910	0.6610	0.0300	4.4%	0.0070	1.0%	45%	False	False	89,654
40	0.6915	0.6487	0.0428	6.3%	0.0070	1.0%	60%	False	False	65,992
60	0.6915	0.6487	0.0428	6.3%	0.0065	1.0%	60%	False	False	44,046
80	0.6915	0.6487	0.0428	6.3%	0.0062	0.9%	60%	False	False	33,048
100	0.6915	0.6487	0.0428	6.3%	0.0059	0.9%	60%	False	False	26,470
120	0.7205	0.6487	0.0718	10.6%	0.0059	0.9%	36%	False	False	22,060

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7078
2.618	0.6971
1.618	0.6905
1.000	0.6865
0.618	0.6840
HIGH	0.6800
0.618	0.6774
0.500	0.6767
0.382	0.6759
LOW	0.6734
0.618	0.6694
1.000	0.6669
1.618	0.6628
2.618	0.6563
4.250	0.6456

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	0.6767	0.6797
PP	0.6759	0.6779
S1	0.6751	0.6761

Download as Excel Spreadsheet

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

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