CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	0.6539	0.6524	-0.0015	-0.2%	0.6580
High	0.6626	0.6541	-0.0085	-1.3%	0.6626
Low	0.6522	0.6492	-0.0030	-0.5%	0.6492
Close	0.6546	0.6501	-0.0045	-0.7%	0.6501
Range	0.0104	0.0049	-0.0055	-52.9%	0.0134
ATR	0.0075	0.0074	-0.0002	-2.1%	0.0000
Volume	85,399	77,544	-7,855	-9.2%	343,791

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6658	0.6628	0.6527
R3	0.6609	0.6579	0.6514
R2	0.6560	0.6560	0.6509
R1	0.6530	0.6530	0.6505	0.6521
PP	0.6511	0.6511	0.6511	0.6506
S1	0.6481	0.6481	0.6496	0.6472
S2	0.6462	0.6462	0.6492
S3	0.6413	0.6432	0.6487
S4	0.6364	0.6383	0.6474

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6940	0.6854	0.6574
R3	0.6806	0.6720	0.6537
R2	0.6673	0.6673	0.6525
R1	0.6587	0.6587	0.6513	0.6563
PP	0.6539	0.6539	0.6539	0.6528
S1	0.6453	0.6453	0.6488	0.6430
S2	0.6406	0.6406	0.6476
S3	0.6272	0.6320	0.6464
S4	0.6139	0.6186	0.6427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6626	0.6492	0.0134	2.1%	0.0065	1.0%	6%	False	True	68,758
10	0.6751	0.6492	0.0259	4.0%	0.0076	1.2%	3%	False	True	80,673
20	0.6860	0.6492	0.0368	5.7%	0.0073	1.1%	2%	False	True	83,431
40	0.6915	0.6492	0.0423	6.5%	0.0074	1.1%	2%	False	True	90,297
60	0.6915	0.6487	0.0428	6.6%	0.0070	1.1%	3%	False	False	65,451
80	0.6915	0.6487	0.0428	6.6%	0.0066	1.0%	3%	False	False	49,113
100	0.6915	0.6487	0.0428	6.6%	0.0063	1.0%	3%	False	False	39,304
120	0.6915	0.6487	0.0428	6.6%	0.0060	0.9%	3%	False	False	32,775

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6749
2.618	0.6669
1.618	0.6620
1.000	0.6590
0.618	0.6571
HIGH	0.6541
0.618	0.6522
0.500	0.6517
0.382	0.6511
LOW	0.6492
0.618	0.6462
1.000	0.6443
1.618	0.6413
2.618	0.6364
4.250	0.6284

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	0.6517	0.6559
PP	0.6511	0.6539
S1	0.6506	0.6520

Download as Excel Spreadsheet

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

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