CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	0.6494	0.6462	-0.0032	-0.5%	0.6580
High	0.6529	0.6487	-0.0042	-0.6%	0.6626
Low	0.6458	0.6422	-0.0036	-0.6%	0.6492
Close	0.6469	0.6433	-0.0037	-0.6%	0.6501
Range	0.0071	0.0065	-0.0006	-8.5%	0.0134
ATR	0.0072	0.0071	0.0000	-0.7%	0.0000
Volume	89,856	77,283	-12,573	-14.0%	343,791

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6642	0.6602	0.6468
R3	0.6577	0.6537	0.6450
R2	0.6512	0.6512	0.6444
R1	0.6472	0.6472	0.6438	0.6460
PP	0.6447	0.6447	0.6447	0.6441
S1	0.6407	0.6407	0.6427	0.6395
S2	0.6382	0.6382	0.6421
S3	0.6317	0.6342	0.6415
S4	0.6252	0.6277	0.6397

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	0.6422	0.0204	3.2%	0.0068	1.1%	5%	False	True	82,343
10	0.6626	0.6422	0.0204	3.2%	0.0063	1.0%	5%	False	True	77,470
20	0.6860	0.6422	0.0438	6.8%	0.0074	1.1%	2%	False	True	84,241
40	0.6910	0.6422	0.0488	7.6%	0.0071	1.1%	2%	False	True	86,933
60	0.6915	0.6422	0.0493	7.7%	0.0071	1.1%	2%	False	True	69,579
80	0.6915	0.6422	0.0493	7.7%	0.0067	1.0%	2%	False	True	52,222
100	0.6915	0.6422	0.0493	7.7%	0.0063	1.0%	2%	False	True	41,787
120	0.6915	0.6422	0.0493	7.7%	0.0060	0.9%	2%	False	True	34,848

Crabel Price Patterns
NR	True
NR4	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6763
2.618	0.6657
1.618	0.6592
1.000	0.6552
0.618	0.6527
HIGH	0.6487
0.618	0.6462
0.500	0.6455
0.382	0.6447
LOW	0.6422
0.618	0.6382
1.000	0.6357
1.618	0.6317
2.618	0.6252
4.250	0.6146

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	0.6455	0.6476
PP	0.6447	0.6461
S1	0.6440	0.6447

Download as Excel Spreadsheet

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

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