CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	0.6462	0.6431	-0.0032	-0.5%	0.6580
High	0.6487	0.6456	-0.0031	-0.5%	0.6626
Low	0.6422	0.6371	-0.0051	-0.8%	0.6492
Close	0.6433	0.6402	-0.0031	-0.5%	0.6501
Range	0.0065	0.0085	0.0020	30.8%	0.0134
ATR	0.0071	0.0072	0.0001	1.4%	0.0000
Volume	77,283	96,313	19,030	24.6%	343,791

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6665	0.6618	0.6449
R3	0.6580	0.6533	0.6425
R2	0.6495	0.6495	0.6418
R1	0.6448	0.6448	0.6410	0.6429
PP	0.6410	0.6410	0.6410	0.6400
S1	0.6363	0.6363	0.6394	0.6344
S2	0.6325	0.6325	0.6386
S3	0.6240	0.6278	0.6379
S4	0.6155	0.6193	0.6355

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	0.6541	0.6371	0.0170	2.7%	0.0064	1.0%	18%	False	True	84,526
10	0.6626	0.6371	0.0255	4.0%	0.0066	1.0%	12%	False	True	78,053
20	0.6833	0.6371	0.0462	7.2%	0.0074	1.2%	7%	False	True	84,758
40	0.6910	0.6371	0.0539	8.4%	0.0072	1.1%	6%	False	True	87,366
60	0.6915	0.6371	0.0544	8.5%	0.0071	1.1%	6%	False	True	71,182
80	0.6915	0.6371	0.0544	8.5%	0.0068	1.1%	6%	False	True	53,426
100	0.6915	0.6371	0.0544	8.5%	0.0064	1.0%	6%	False	True	42,749
120	0.6915	0.6371	0.0544	8.5%	0.0061	1.0%	6%	False	True	35,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6817
2.618	0.6679
1.618	0.6594
1.000	0.6541
0.618	0.6509
HIGH	0.6456
0.618	0.6424
0.500	0.6414
0.382	0.6403
LOW	0.6371
0.618	0.6318
1.000	0.6286
1.618	0.6233
2.618	0.6148
4.250	0.6010

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	0.6414	0.6450
PP	0.6410	0.6434
S1	0.6406	0.6418

Download as Excel Spreadsheet

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

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