CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	0.6743	0.6753	0.0010	0.1%	0.6851
High	0.6768	0.6808	0.0040	0.6%	0.6860
Low	0.6727	0.6737	0.0011	0.2%	0.6734
Close	0.6754	0.6797	0.0043	0.6%	0.6743
Range	0.0041	0.0071	0.0030	72.0%	0.0126
ATR	0.0068	0.0068	0.0000	0.2%	0.0000
Volume	87,880	71,963	-15,917	-18.1%	382,663

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6992	0.6965	0.6836
R3	0.6922	0.6895	0.6816
R2	0.6851	0.6851	0.6810
R1	0.6824	0.6824	0.6803	0.6838
PP	0.6781	0.6781	0.6781	0.6787
S1	0.6754	0.6754	0.6791	0.6767
S2	0.6710	0.6710	0.6784
S3	0.6640	0.6683	0.6778
S4	0.6569	0.6613	0.6758

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%	0.0066	1.0%	53%	False	False	78,290
10	0.6910	0.6697	0.0213	3.1%	0.0072	1.1%	47%	False	False	87,604
20	0.6910	0.6610	0.0300	4.4%	0.0069	1.0%	63%	False	False	89,391
40	0.6915	0.6487	0.0428	6.3%	0.0070	1.0%	72%	False	False	69,949
60	0.6915	0.6487	0.0428	6.3%	0.0066	1.0%	72%	False	False	46,708
80	0.6915	0.6487	0.0428	6.3%	0.0062	0.9%	72%	False	False	35,046
100	0.6915	0.6487	0.0428	6.3%	0.0060	0.9%	72%	False	False	28,068
120	0.7133	0.6487	0.0646	9.5%	0.0059	0.9%	48%	False	False	23,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7107
2.618	0.6992
1.618	0.6922
1.000	0.6878
0.618	0.6851
HIGH	0.6808
0.618	0.6781
0.500	0.6772
0.382	0.6764
LOW	0.6737
0.618	0.6693
1.000	0.6667
1.618	0.6623
2.618	0.6552
4.250	0.6437

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	0.6789	0.6787
PP	0.6781	0.6777
S1	0.6772	0.6767

Download as Excel Spreadsheet

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

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