CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	0.6429	0.6485	0.0057	0.9%	0.6504
High	0.6488	0.6493	0.0006	0.1%	0.6529
Low	0.6416	0.6418	0.0002	0.0%	0.6371
Close	0.6476	0.6427	-0.0049	-0.8%	0.6412
Range	0.0072	0.0076	0.0004	5.6%	0.0158
ATR	0.0067	0.0068	0.0001	0.9%	0.0000
Volume	78,373	72,238	-6,135	-7.8%	415,272

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6672	0.6625	0.6469
R3	0.6597	0.6550	0.6448
R2	0.6521	0.6521	0.6441
R1	0.6474	0.6474	0.6434	0.6460
PP	0.6446	0.6446	0.6446	0.6439
S1	0.6399	0.6399	0.6420	0.6385
S2	0.6370	0.6370	0.6413
S3	0.6295	0.6323	0.6406
S4	0.6219	0.6248	0.6385

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	0.6493	0.6385	0.0108	1.7%	0.0057	0.9%	39%	True	False	69,983
10	0.6541	0.6371	0.0170	2.6%	0.0060	0.9%	33%	False	False	77,255
20	0.6751	0.6371	0.0380	5.9%	0.0070	1.1%	15%	False	False	80,900
40	0.6910	0.6371	0.0539	8.4%	0.0071	1.1%	10%	False	False	85,465
60	0.6915	0.6371	0.0544	8.5%	0.0071	1.1%	10%	False	False	76,971
80	0.6915	0.6371	0.0544	8.5%	0.0068	1.1%	10%	False	False	57,794
100	0.6915	0.6371	0.0544	8.5%	0.0064	1.0%	10%	False	False	46,246
120	0.6915	0.6371	0.0544	8.5%	0.0063	1.0%	10%	False	False	38,566

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	0.6814
2.618	0.6691
1.618	0.6615
1.000	0.6569
0.618	0.6540
HIGH	0.6493
0.618	0.6464
0.500	0.6455
0.382	0.6446
LOW	0.6418
0.618	0.6371
1.000	0.6342
1.618	0.6295
2.618	0.6220
4.250	0.6097

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	0.6455	0.6451
PP	0.6446	0.6443
S1	0.6436	0.6435

Download as Excel Spreadsheet

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

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