CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	0.6409	0.6412	0.0003	0.0%	0.6504
High	0.6435	0.6427	-0.0009	-0.1%	0.6529
Low	0.6385	0.6393	0.0008	0.1%	0.6371
Close	0.6412	0.6422	0.0010	0.2%	0.6412
Range	0.0050	0.0034	-0.0017	-33.0%	0.0158
ATR	0.0071	0.0068	-0.0003	-3.8%	0.0000
Volume	70,185	59,639	-10,546	-15.0%	415,272

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6514	0.6501	0.6440
R3	0.6481	0.6468	0.6431
R2	0.6447	0.6447	0.6428
R1	0.6434	0.6434	0.6425	0.6441
PP	0.6414	0.6414	0.6414	0.6417
S1	0.6401	0.6401	0.6418	0.6407
S2	0.6380	0.6380	0.6415
S3	0.6347	0.6367	0.6412
S4	0.6313	0.6334	0.6403

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%	0.0061	0.9%	32%	False	False	78,655
10	0.6626	0.6371	0.0255	4.0%	0.0064	1.0%	20%	False	False	76,822
20	0.6833	0.6371	0.0462	7.2%	0.0073	1.1%	11%	False	False	83,650
40	0.6910	0.6371	0.0539	8.4%	0.0070	1.1%	9%	False	False	86,412
60	0.6915	0.6371	0.0544	8.5%	0.0071	1.1%	9%	False	False	73,325
80	0.6915	0.6371	0.0544	8.5%	0.0067	1.0%	9%	False	False	55,044
100	0.6915	0.6371	0.0544	8.5%	0.0064	1.0%	9%	False	False	44,047
120	0.6915	0.6371	0.0544	8.5%	0.0062	1.0%	9%	False	False	36,733

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.6569
2.618	0.6514
1.618	0.6481
1.000	0.6460
0.618	0.6447
HIGH	0.6427
0.618	0.6414
0.500	0.6410
0.382	0.6406
LOW	0.6393
0.618	0.6372
1.000	0.6360
1.618	0.6339
2.618	0.6305
4.250	0.6251

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	0.6418	0.6419
PP	0.6414	0.6416
S1	0.6410	0.6414

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

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