CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.6553	0.6539	-0.0015	-0.2%	0.6661
High	0.6580	0.6626	0.0046	0.7%	0.6751
Low	0.6529	0.6522	-0.0008	-0.1%	0.6524
Close	0.6547	0.6546	-0.0002	0.0%	0.6582
Range	0.0051	0.0104	0.0053	103.9%	0.0228
ATR	0.0073	0.0075	0.0002	3.0%	0.0000
Volume	57,301	85,399	28,098	49.0%	462,945

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6876	0.6815	0.6603
R3	0.6772	0.6711	0.6574
R2	0.6668	0.6668	0.6565
R1	0.6607	0.6607	0.6555	0.6638
PP	0.6564	0.6564	0.6564	0.6580
S1	0.6503	0.6503	0.6536	0.6534
S2	0.6460	0.6460	0.6526
S3	0.6356	0.6399	0.6517
S4	0.6252	0.6295	0.6488

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	0.6626	0.6506	0.0120	1.8%	0.0068	1.0%	33%	True	False	71,581
10	0.6751	0.6506	0.0246	3.8%	0.0080	1.2%	16%	False	False	84,545
20	0.6910	0.6506	0.0404	6.2%	0.0074	1.1%	10%	False	False	84,495
40	0.6915	0.6506	0.0410	6.3%	0.0075	1.1%	10%	False	False	91,712
60	0.6915	0.6487	0.0428	6.5%	0.0070	1.1%	14%	False	False	64,160
80	0.6915	0.6487	0.0428	6.5%	0.0066	1.0%	14%	False	False	48,143
100	0.6915	0.6487	0.0428	6.5%	0.0063	1.0%	14%	False	False	38,530
120	0.6965	0.6487	0.0478	7.3%	0.0060	0.9%	12%	False	False	32,129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7068
2.618	0.6898
1.618	0.6794
1.000	0.6730
0.618	0.6690
HIGH	0.6626
0.618	0.6586
0.500	0.6574
0.382	0.6561
LOW	0.6522
0.618	0.6457
1.000	0.6418
1.618	0.6353
2.618	0.6249
4.250	0.6080

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.6574	0.6566
PP	0.6564	0.6559
S1	0.6555	0.6552

Download as Excel Spreadsheet

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

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