CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	0.6431	0.6409	-0.0022	-0.3%	0.6504
High	0.6456	0.6435	-0.0021	-0.3%	0.6529
Low	0.6371	0.6385	0.0014	0.2%	0.6371
Close	0.6402	0.6412	0.0010	0.1%	0.6412
Range	0.0085	0.0050	-0.0035	-41.2%	0.0158
ATR	0.0072	0.0071	-0.0002	-2.2%	0.0000
Volume	96,313	70,185	-26,128	-27.1%	415,272

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6561	0.6536	0.6439
R3	0.6511	0.6486	0.6425
R2	0.6461	0.6461	0.6421
R1	0.6436	0.6436	0.6416	0.6448
PP	0.6411	0.6411	0.6411	0.6417
S1	0.6386	0.6386	0.6407	0.6398
S2	0.6361	0.6361	0.6402
S3	0.6311	0.6336	0.6398
S4	0.6261	0.6286	0.6384

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6911	0.6819	0.6498
R3	0.6753	0.6661	0.6455
R2	0.6595	0.6595	0.6440
R1	0.6503	0.6503	0.6426	0.6470
PP	0.6437	0.6437	0.6437	0.6421
S1	0.6345	0.6345	0.6397	0.6312
S2	0.6279	0.6279	0.6383
S3	0.6121	0.6187	0.6368
S4	0.5963	0.6029	0.6325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6529	0.6371	0.0158	2.5%	0.0064	1.0%	26%	False	False	83,054
10	0.6626	0.6371	0.0255	4.0%	0.0064	1.0%	16%	False	False	75,906
20	0.6833	0.6371	0.0462	7.2%	0.0073	1.1%	9%	False	False	85,062
40	0.6910	0.6371	0.0539	8.4%	0.0072	1.1%	8%	False	False	87,358
60	0.6915	0.6371	0.0544	8.5%	0.0071	1.1%	7%	False	False	72,348
80	0.6915	0.6371	0.0544	8.5%	0.0067	1.0%	7%	False	False	54,300
100	0.6915	0.6371	0.0544	8.5%	0.0064	1.0%	7%	False	False	43,451
120	0.6915	0.6371	0.0544	8.5%	0.0062	1.0%	7%	False	False	36,236

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6648
2.618	0.6566
1.618	0.6516
1.000	0.6485
0.618	0.6466
HIGH	0.6435
0.618	0.6416
0.500	0.6410
0.382	0.6404
LOW	0.6385
0.618	0.6354
1.000	0.6335
1.618	0.6304
2.618	0.6254
4.250	0.6173

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	0.6411	0.6429
PP	0.6411	0.6423
S1	0.6410	0.6417

Download as Excel Spreadsheet

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

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