CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	0.6412	0.6421	0.0009	0.1%	0.6504
High	0.6427	0.6464	0.0037	0.6%	0.6529
Low	0.6393	0.6409	0.0016	0.3%	0.6371
Close	0.6422	0.6429	0.0007	0.1%	0.6412
Range	0.0034	0.0055	0.0021	62.7%	0.0158
ATR	0.0068	0.0067	-0.0001	-1.4%	0.0000
Volume	59,639	69,484	9,845	16.5%	415,272

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6597	0.6567	0.6458
R3	0.6543	0.6513	0.6443
R2	0.6488	0.6488	0.6438
R1	0.6458	0.6458	0.6433	0.6473
PP	0.6434	0.6434	0.6434	0.6441
S1	0.6404	0.6404	0.6424	0.6419
S2	0.6379	0.6379	0.6419
S3	0.6325	0.6349	0.6414
S4	0.6270	0.6295	0.6399

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	0.6487	0.6371	0.0116	1.8%	0.0058	0.9%	50%	False	False	74,580
10	0.6626	0.6371	0.0255	4.0%	0.0061	1.0%	23%	False	False	76,463
20	0.6833	0.6371	0.0462	7.2%	0.0072	1.1%	12%	False	False	83,526
40	0.6910	0.6371	0.0539	8.4%	0.0071	1.1%	11%	False	False	86,458
60	0.6915	0.6371	0.0544	8.5%	0.0071	1.1%	11%	False	False	74,474
80	0.6915	0.6371	0.0544	8.5%	0.0067	1.0%	11%	False	False	55,913
100	0.6915	0.6371	0.0544	8.5%	0.0064	1.0%	11%	False	False	44,742
120	0.6915	0.6371	0.0544	8.5%	0.0062	1.0%	11%	False	False	37,311

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6695
2.618	0.6606
1.618	0.6552
1.000	0.6518
0.618	0.6497
HIGH	0.6464
0.618	0.6443
0.500	0.6436
0.382	0.6430
LOW	0.6409
0.618	0.6375
1.000	0.6355
1.618	0.6321
2.618	0.6266
4.250	0.6177

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	0.6436	0.6427
PP	0.6434	0.6426
S1	0.6431	0.6424

Download as Excel Spreadsheet

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

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