CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	0.6524	0.6504	-0.0020	-0.3%	0.6580
High	0.6541	0.6511	-0.0031	-0.5%	0.6626
Low	0.6492	0.6461	-0.0031	-0.5%	0.6492
Close	0.6501	0.6487	-0.0014	-0.2%	0.6501
Range	0.0049	0.0050	0.0001	1.0%	0.0134
ATR	0.0074	0.0072	-0.0002	-2.3%	0.0000
Volume	77,544	81,635	4,091	5.3%	343,791

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6635	0.6610	0.6514
R3	0.6585	0.6561	0.6500
R2	0.6536	0.6536	0.6496
R1	0.6511	0.6511	0.6491	0.6499
PP	0.6486	0.6486	0.6486	0.6480
S1	0.6462	0.6462	0.6482	0.6449
S2	0.6437	0.6437	0.6477
S3	0.6387	0.6412	0.6473
S4	0.6338	0.6363	0.6459

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	0.6461	0.0165	2.5%	0.0067	1.0%	16%	False	True	74,989
10	0.6734	0.6461	0.0273	4.2%	0.0071	1.1%	9%	False	True	81,267
20	0.6860	0.6461	0.0399	6.1%	0.0073	1.1%	6%	False	True	84,228
40	0.6915	0.6461	0.0454	7.0%	0.0072	1.1%	6%	False	True	89,166
60	0.6915	0.6461	0.0454	7.0%	0.0070	1.1%	6%	False	True	66,802
80	0.6915	0.6461	0.0454	7.0%	0.0067	1.0%	6%	False	True	50,133
100	0.6915	0.6461	0.0454	7.0%	0.0063	1.0%	6%	False	True	40,119
120	0.6915	0.6461	0.0454	7.0%	0.0060	0.9%	6%	False	True	33,455

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6721
2.618	0.6640
1.618	0.6591
1.000	0.6560
0.618	0.6541
HIGH	0.6511
0.618	0.6492
0.500	0.6486
0.382	0.6480
LOW	0.6461
0.618	0.6430
1.000	0.6412
1.618	0.6381
2.618	0.6331
4.250	0.6251

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	0.6486	0.6543
PP	0.6486	0.6524
S1	0.6486	0.6505

Download as Excel Spreadsheet

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

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