CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	0.6753	0.6804	0.0052	0.8%	0.6851
High	0.6808	0.6806	-0.0002	0.0%	0.6860
Low	0.6737	0.6741	0.0004	0.1%	0.6734
Close	0.6797	0.6791	-0.0006	-0.1%	0.6743
Range	0.0071	0.0065	-0.0006	-7.8%	0.0126
ATR	0.0068	0.0068	0.0000	-0.4%	0.0000
Volume	71,963	88,445	16,482	22.9%	382,663

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6974	0.6948	0.6827
R3	0.6909	0.6883	0.6809
R2	0.6844	0.6844	0.6803
R1	0.6818	0.6818	0.6797	0.6799
PP	0.6779	0.6779	0.6779	0.6770
S1	0.6753	0.6753	0.6785	0.6734
S2	0.6714	0.6714	0.6779
S3	0.6649	0.6688	0.6773
S4	0.6584	0.6623	0.6755

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%	0.0065	1.0%	48%	False	False	79,676
10	0.6910	0.6727	0.0183	2.7%	0.0067	1.0%	35%	False	False	83,744
20	0.6910	0.6610	0.0300	4.4%	0.0070	1.0%	61%	False	False	89,503
40	0.6915	0.6487	0.0428	6.3%	0.0070	1.0%	71%	False	False	72,148
60	0.6915	0.6487	0.0428	6.3%	0.0066	1.0%	71%	False	False	48,181
80	0.6915	0.6487	0.0428	6.3%	0.0062	0.9%	71%	False	False	36,151
100	0.6915	0.6487	0.0428	6.3%	0.0061	0.9%	71%	False	False	28,953
120	0.7133	0.6487	0.0646	9.5%	0.0059	0.9%	47%	False	False	24,129

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

Fibonacci Retracements and Extensions
4.250	0.7082
2.618	0.6976
1.618	0.6911
1.000	0.6871
0.618	0.6846
HIGH	0.6806
0.618	0.6781
0.500	0.6774
0.382	0.6766
LOW	0.6741
0.618	0.6701
1.000	0.6676
1.618	0.6636
2.618	0.6571
4.250	0.6465

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	0.6785	0.6783
PP	0.6779	0.6775
S1	0.6774	0.6767

Download as Excel Spreadsheet

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

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