CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	0.6549	0.6561	0.0012	0.2%	0.6661
High	0.6578	0.6619	0.0042	0.6%	0.6751
Low	0.6524	0.6555	0.0031	0.5%	0.6524
Close	0.6557	0.6582	0.0025	0.4%	0.6582
Range	0.0054	0.0065	0.0011	19.4%	0.0228
ATR	0.0078	0.0077	-0.0001	-1.2%	0.0000
Volume	90,474	91,661	1,187	1.3%	462,945

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6779	0.6745	0.6617
R3	0.6714	0.6680	0.6600
R2	0.6650	0.6650	0.6594
R1	0.6616	0.6616	0.6588	0.6633
PP	0.6585	0.6585	0.6585	0.6594
S1	0.6551	0.6551	0.6576	0.6568
S2	0.6521	0.6521	0.6570
S3	0.6456	0.6487	0.6564
S4	0.6392	0.6422	0.6547

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7301	0.7169	0.6707
R3	0.7074	0.6942	0.6645
R2	0.6846	0.6846	0.6624
R1	0.6714	0.6714	0.6603	0.6667
PP	0.6619	0.6619	0.6619	0.6595
S1	0.6487	0.6487	0.6561	0.6439
S2	0.6391	0.6391	0.6540
S3	0.6164	0.6259	0.6519
S4	0.5936	0.6032	0.6457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6751	0.6524	0.0228	3.5%	0.0087	1.3%	26%	False	False	92,589
10	0.6833	0.6524	0.0310	4.7%	0.0082	1.3%	19%	False	False	94,218
20	0.6910	0.6524	0.0386	5.9%	0.0077	1.2%	15%	False	False	89,995
40	0.6915	0.6524	0.0392	5.9%	0.0074	1.1%	15%	False	False	88,586
60	0.6915	0.6487	0.0428	6.5%	0.0070	1.1%	22%	False	False	59,731
80	0.6915	0.6487	0.0428	6.5%	0.0066	1.0%	22%	False	False	44,818
100	0.6915	0.6487	0.0428	6.5%	0.0062	0.9%	22%	False	False	35,882
120	0.7039	0.6487	0.0552	8.4%	0.0060	0.9%	17%	False	False	29,911

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6893
2.618	0.6788
1.618	0.6723
1.000	0.6684
0.618	0.6659
HIGH	0.6619
0.618	0.6594
0.500	0.6587
0.382	0.6579
LOW	0.6555
0.618	0.6515
1.000	0.6490
1.618	0.6450
2.618	0.6386
4.250	0.6280

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	0.6587	0.6582
PP	0.6585	0.6582
S1	0.6584	0.6582

Download as Excel Spreadsheet

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

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