CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	0.6580	0.6583	0.0003	0.0%	0.6661
High	0.6603	0.6586	-0.0017	-0.3%	0.6751
Low	0.6564	0.6506	-0.0059	-0.9%	0.6524
Close	0.6583	0.6547	-0.0036	-0.5%	0.6582
Range	0.0039	0.0080	0.0042	107.8%	0.0228
ATR	0.0074	0.0075	0.0000	0.5%	0.0000
Volume	50,478	73,069	22,591	44.8%	462,945

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6786	0.6747	0.6591
R3	0.6706	0.6667	0.6569
R2	0.6626	0.6626	0.6562
R1	0.6587	0.6587	0.6554	0.6566
PP	0.6546	0.6546	0.6546	0.6536
S1	0.6507	0.6507	0.6540	0.6486
S2	0.6466	0.6466	0.6532
S3	0.6386	0.6427	0.6525
S4	0.6306	0.6347	0.6503

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	0.6641	0.6506	0.0135	2.1%	0.0068	1.0%	31%	False	True	82,616
10	0.6833	0.6506	0.0328	5.0%	0.0083	1.3%	13%	False	True	90,588
20	0.6910	0.6506	0.0404	6.2%	0.0077	1.2%	10%	False	True	89,096
40	0.6915	0.6506	0.0410	6.3%	0.0074	1.1%	10%	False	True	90,829
60	0.6915	0.6487	0.0428	6.5%	0.0069	1.1%	14%	False	False	61,786
80	0.6915	0.6487	0.0428	6.5%	0.0066	1.0%	14%	False	False	46,361
100	0.6915	0.6487	0.0428	6.5%	0.0062	0.9%	14%	False	False	37,109
120	0.6972	0.6487	0.0485	7.4%	0.0060	0.9%	12%	False	False	30,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6926
2.618	0.6795
1.618	0.6715
1.000	0.6666
0.618	0.6635
HIGH	0.6586
0.618	0.6555
0.500	0.6546
0.382	0.6536
LOW	0.6506
0.618	0.6456
1.000	0.6426
1.618	0.6376
2.618	0.6296
4.250	0.6166

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	0.6547	0.6562
PP	0.6546	0.6557
S1	0.6546	0.6552

Download as Excel Spreadsheet

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

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