CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	0.6791	0.6743	-0.0048	-0.7%	0.6851
High	0.6800	0.6768	-0.0032	-0.5%	0.6860
Low	0.6734	0.6727	-0.0008	-0.1%	0.6734
Close	0.6743	0.6754	0.0011	0.2%	0.6743
Range	0.0066	0.0041	-0.0025	-37.4%	0.0126
ATR	0.0070	0.0068	-0.0002	-3.0%	0.0000
Volume	64,109	87,880	23,771	37.1%	382,663

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6872	0.6854	0.6777
R3	0.6831	0.6813	0.6765
R2	0.6790	0.6790	0.6762
R1	0.6772	0.6772	0.6758	0.6781
PP	0.6749	0.6749	0.6749	0.6754
S1	0.6731	0.6731	0.6750	0.6740
S2	0.6708	0.6708	0.6746
S3	0.6667	0.6690	0.6743
S4	0.6626	0.6649	0.6731

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	0.6727	0.0133	2.0%	0.0061	0.9%	21%	False	True	80,968
10	0.6910	0.6665	0.0245	3.6%	0.0069	1.0%	36%	False	False	87,263
20	0.6910	0.6610	0.0300	4.4%	0.0067	1.0%	48%	False	False	89,175
40	0.6915	0.6487	0.0428	6.3%	0.0069	1.0%	62%	False	False	68,163
60	0.6915	0.6487	0.0428	6.3%	0.0065	1.0%	62%	False	False	45,509
80	0.6915	0.6487	0.0428	6.3%	0.0062	0.9%	62%	False	False	34,146
100	0.6915	0.6487	0.0428	6.3%	0.0060	0.9%	62%	False	False	27,349
120	0.7205	0.6487	0.0718	10.6%	0.0059	0.9%	37%	False	False	22,792

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.6942
2.618	0.6875
1.618	0.6834
1.000	0.6809
0.618	0.6793
HIGH	0.6768
0.618	0.6752
0.500	0.6747
0.382	0.6742
LOW	0.6727
0.618	0.6701
1.000	0.6686
1.618	0.6660
2.618	0.6619
4.250	0.6552

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	0.6752	0.6793
PP	0.6749	0.6780
S1	0.6747	0.6767

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

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