CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	0.6771	0.6721	-0.0050	-0.7%	0.6743
High	0.6833	0.6725	-0.0109	-1.6%	0.6833
Low	0.6710	0.6634	-0.0076	-1.1%	0.6634
Close	0.6715	0.6663	-0.0053	-0.8%	0.6663
Range	0.0124	0.0091	-0.0033	-26.3%	0.0200
ATR	0.0072	0.0074	0.0001	1.9%	0.0000
Volume	114,687	116,261	1,574	1.4%	479,236

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6947	0.6896	0.6713
R3	0.6856	0.6805	0.6688
R2	0.6765	0.6765	0.6679
R1	0.6714	0.6714	0.6671	0.6694
PP	0.6674	0.6674	0.6674	0.6664
S1	0.6623	0.6623	0.6654	0.6603
S2	0.6583	0.6583	0.6646
S3	0.6492	0.6532	0.6637
S4	0.6401	0.6441	0.6612

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7308	0.7185	0.6772
R3	0.7109	0.6985	0.6717
R2	0.6909	0.6909	0.6699
R1	0.6786	0.6786	0.6681	0.6748
PP	0.6710	0.6710	0.6710	0.6691
S1	0.6586	0.6586	0.6644	0.6548
S2	0.6510	0.6510	0.6626
S3	0.6311	0.6387	0.6608
S4	0.6111	0.6187	0.6553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6833	0.6634	0.0200	3.0%	0.0078	1.2%	15%	False	True	95,847
10	0.6860	0.6634	0.0226	3.4%	0.0071	1.1%	13%	False	True	86,189
20	0.6910	0.6614	0.0296	4.4%	0.0074	1.1%	17%	False	False	90,582
40	0.6915	0.6513	0.0403	6.0%	0.0072	1.1%	37%	False	False	77,850
60	0.6915	0.6487	0.0428	6.4%	0.0067	1.0%	41%	False	False	52,025
80	0.6915	0.6487	0.0428	6.4%	0.0063	0.9%	41%	False	False	39,033
100	0.6915	0.6487	0.0428	6.4%	0.0061	0.9%	41%	False	False	31,261
120	0.7054	0.6487	0.0567	8.5%	0.0059	0.9%	31%	False	False	26,053

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7111
2.618	0.6963
1.618	0.6872
1.000	0.6816
0.618	0.6781
HIGH	0.6725
0.618	0.6690
0.500	0.6679
0.382	0.6668
LOW	0.6634
0.618	0.6577
1.000	0.6543
1.618	0.6486
2.618	0.6395
4.250	0.6247

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	0.6679	0.6733
PP	0.6674	0.6710
S1	0.6668	0.6686

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

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