CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	0.6484	0.6479	-0.0006	-0.1%	0.6412
High	0.6527	0.6511	-0.0016	-0.2%	0.6493
Low	0.6453	0.6464	0.0011	0.2%	0.6385
Close	0.6486	0.6478	-0.0008	-0.1%	0.6424
Range	0.0074	0.0047	-0.0027	-36.1%	0.0108
ATR	0.0067	0.0066	-0.0001	-2.2%	0.0000
Volume	97,806	121,509	23,703	24.2%	371,085

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6625	0.6599	0.6504
R3	0.6578	0.6552	0.6491
R2	0.6531	0.6531	0.6487
R1	0.6505	0.6505	0.6482	0.6495
PP	0.6484	0.6484	0.6484	0.6479
S1	0.6458	0.6458	0.6474	0.6448
S2	0.6437	0.6437	0.6469
S3	0.6390	0.6411	0.6465
S4	0.6343	0.6364	0.6452

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6758	0.6699	0.6483
R3	0.6650	0.6591	0.6454
R2	0.6542	0.6542	0.6444
R1	0.6483	0.6483	0.6434	0.6513
PP	0.6434	0.6434	0.6434	0.6449
S1	0.6375	0.6375	0.6414	0.6405
S2	0.6326	0.6326	0.6404
S3	0.6218	0.6267	0.6394
S4	0.6110	0.6159	0.6365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6527	0.6385	0.0142	2.2%	0.0061	0.9%	66%	False	False	96,323
10	0.6527	0.6385	0.0142	2.2%	0.0059	0.9%	66%	False	False	83,153
20	0.6626	0.6371	0.0255	3.9%	0.0062	1.0%	42%	False	False	80,603
40	0.6910	0.6371	0.0539	8.3%	0.0070	1.1%	20%	False	False	85,326
60	0.6915	0.6371	0.0544	8.4%	0.0070	1.1%	20%	False	False	84,496
80	0.6915	0.6371	0.0544	8.4%	0.0068	1.0%	20%	False	False	63,804
100	0.6915	0.6371	0.0544	8.4%	0.0064	1.0%	20%	False	False	51,059
120	0.6915	0.6371	0.0544	8.4%	0.0062	1.0%	20%	False	False	42,572

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6711
2.618	0.6634
1.618	0.6587
1.000	0.6558
0.618	0.6540
HIGH	0.6511
0.618	0.6493
0.500	0.6488
0.382	0.6482
LOW	0.6464
0.618	0.6435
1.000	0.6417
1.618	0.6388
2.618	0.6341
4.250	0.6264

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	0.6488	0.6474
PP	0.6484	0.6470
S1	0.6481	0.6466

Download as Excel Spreadsheet

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

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