CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	0.6583	0.6553	-0.0030	-0.4%	0.6661
High	0.6586	0.6580	-0.0006	-0.1%	0.6751
Low	0.6506	0.6529	0.0024	0.4%	0.6524
Close	0.6547	0.6547	0.0000	0.0%	0.6582
Range	0.0080	0.0051	-0.0029	-36.3%	0.0228
ATR	0.0075	0.0073	-0.0002	-2.3%	0.0000
Volume	73,069	57,301	-15,768	-21.6%	462,945

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6705	0.6677	0.6575
R3	0.6654	0.6626	0.6561
R2	0.6603	0.6603	0.6556
R1	0.6575	0.6575	0.6552	0.6564
PP	0.6552	0.6552	0.6552	0.6546
S1	0.6524	0.6524	0.6542	0.6513
S2	0.6501	0.6501	0.6538
S3	0.6450	0.6473	0.6533
S4	0.6399	0.6422	0.6519

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	0.6619	0.6506	0.0114	1.7%	0.0058	0.9%	37%	False	False	72,596
10	0.6833	0.6506	0.0328	5.0%	0.0082	1.2%	13%	False	False	87,474
20	0.6910	0.6506	0.0404	6.2%	0.0074	1.1%	10%	False	False	85,609
40	0.6915	0.6506	0.0410	6.3%	0.0074	1.1%	10%	False	False	91,107
60	0.6915	0.6487	0.0428	6.5%	0.0069	1.1%	14%	False	False	62,738
80	0.6915	0.6487	0.0428	6.5%	0.0065	1.0%	14%	False	False	47,076
100	0.6915	0.6487	0.0428	6.5%	0.0062	0.9%	14%	False	False	37,679
120	0.6965	0.6487	0.0478	7.3%	0.0060	0.9%	13%	False	False	31,417

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.6797
2.618	0.6714
1.618	0.6663
1.000	0.6631
0.618	0.6612
HIGH	0.6580
0.618	0.6561
0.500	0.6555
0.382	0.6548
LOW	0.6529
0.618	0.6497
1.000	0.6478
1.618	0.6446
2.618	0.6395
4.250	0.6312

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	0.6555	0.6554
PP	0.6552	0.6552
S1	0.6550	0.6549

Download as Excel Spreadsheet

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

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