CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	0.6804	0.6771	-0.0034	-0.5%	0.6851
High	0.6806	0.6833	0.0027	0.4%	0.6860
Low	0.6741	0.6710	-0.0032	-0.5%	0.6734
Close	0.6791	0.6715	-0.0076	-1.1%	0.6743
Range	0.0065	0.0124	0.0059	90.0%	0.0126
ATR	0.0068	0.0072	0.0004	5.8%	0.0000
Volume	88,445	114,687	26,242	29.7%	382,663

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7123	0.7043	0.6783
R3	0.7000	0.6919	0.6749
R2	0.6876	0.6876	0.6738
R1	0.6796	0.6796	0.6726	0.6774
PP	0.6753	0.6753	0.6753	0.6742
S1	0.6672	0.6672	0.6704	0.6651
S2	0.6629	0.6629	0.6692
S3	0.6506	0.6549	0.6681
S4	0.6382	0.6425	0.6647

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	0.6833	0.6710	0.0124	1.8%	0.0073	1.1%	4%	True	True	85,416
10	0.6910	0.6710	0.0200	3.0%	0.0068	1.0%	3%	False	True	84,445
20	0.6910	0.6610	0.0300	4.5%	0.0071	1.1%	35%	False	False	90,031
40	0.6915	0.6487	0.0428	6.4%	0.0072	1.1%	53%	False	False	75,007
60	0.6915	0.6487	0.0428	6.4%	0.0067	1.0%	53%	False	False	50,092
80	0.6915	0.6487	0.0428	6.4%	0.0062	0.9%	53%	False	False	37,583
100	0.6915	0.6487	0.0428	6.4%	0.0062	0.9%	53%	False	False	30,099
120	0.7054	0.6487	0.0567	8.4%	0.0059	0.9%	40%	False	False	25,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.7358
2.618	0.7156
1.618	0.7033
1.000	0.6957
0.618	0.6909
HIGH	0.6833
0.618	0.6786
0.500	0.6771
0.382	0.6757
LOW	0.6710
0.618	0.6633
1.000	0.6586
1.618	0.6510
2.618	0.6386
4.250	0.6185

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	0.6771	0.6771
PP	0.6753	0.6753
S1	0.6734	0.6734

Download as Excel Spreadsheet

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

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