CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	0.6729	0.6632	-0.0098	-1.4%	0.6743
High	0.6734	0.6641	-0.0094	-1.4%	0.6833
Low	0.6613	0.6538	-0.0075	-1.1%	0.6634
Close	0.6619	0.6556	-0.0064	-1.0%	0.6663
Range	0.0121	0.0103	-0.0019	-15.3%	0.0200
ATR	0.0078	0.0080	0.0002	2.2%	0.0000
Volume	97,713	107,398	9,685	9.9%	479,236

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6886	0.6823	0.6612
R3	0.6783	0.6721	0.6584
R2	0.6681	0.6681	0.6574
R1	0.6618	0.6618	0.6565	0.6598
PP	0.6578	0.6578	0.6578	0.6568
S1	0.6516	0.6516	0.6546	0.6496
S2	0.6476	0.6476	0.6537
S3	0.6373	0.6413	0.6527
S4	0.6271	0.6311	0.6499

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	0.6538	0.0295	4.5%	0.0106	1.6%	6%	False	True	102,351
10	0.6860	0.6538	0.0322	4.9%	0.0085	1.3%	5%	False	True	91,013
20	0.6910	0.6538	0.0372	5.7%	0.0080	1.2%	5%	False	True	90,228
40	0.6915	0.6538	0.0377	5.8%	0.0075	1.1%	5%	False	True	84,758
60	0.6915	0.6487	0.0428	6.5%	0.0070	1.1%	16%	False	False	56,698
80	0.6915	0.6487	0.0428	6.5%	0.0065	1.0%	16%	False	False	42,542
100	0.6915	0.6487	0.0428	6.5%	0.0062	1.0%	16%	False	False	34,064
120	0.7039	0.6487	0.0552	8.4%	0.0060	0.9%	12%	False	False	28,393

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7076
2.618	0.6909
1.618	0.6806
1.000	0.6743
0.618	0.6704
HIGH	0.6641
0.618	0.6601
0.500	0.6589
0.382	0.6577
LOW	0.6538
0.618	0.6475
1.000	0.6436
1.618	0.6372
2.618	0.6270
4.250	0.6102

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	0.6589	0.6645
PP	0.6578	0.6615
S1	0.6567	0.6585

Download as Excel Spreadsheet

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

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