CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	0.6479	0.6489	0.0010	0.2%	0.6411
High	0.6511	0.6526	0.0015	0.2%	0.6527
Low	0.6464	0.6442	-0.0023	-0.3%	0.6406
Close	0.6478	0.6455	-0.0024	-0.4%	0.6455
Range	0.0047	0.0084	0.0037	78.7%	0.0121
ATR	0.0066	0.0067	0.0001	2.0%	0.0000
Volume	121,509	127,812	6,303	5.2%	518,080

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6726	0.6674	0.6501
R3	0.6642	0.6590	0.6478
R2	0.6558	0.6558	0.6470
R1	0.6506	0.6506	0.6462	0.6490
PP	0.6474	0.6474	0.6474	0.6466
S1	0.6422	0.6422	0.6447	0.6406
S2	0.6390	0.6390	0.6439
S3	0.6306	0.6338	0.6431
S4	0.6222	0.6254	0.6408

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6825	0.6761	0.6521
R3	0.6704	0.6640	0.6488
R2	0.6583	0.6583	0.6477
R1	0.6519	0.6519	0.6466	0.6551
PP	0.6462	0.6462	0.6462	0.6478
S1	0.6398	0.6398	0.6443	0.6430
S2	0.6341	0.6341	0.6432
S3	0.6220	0.6277	0.6421
S4	0.6099	0.6156	0.6388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6527	0.6406	0.0121	1.9%	0.0066	1.0%	40%	False	False	103,616
10	0.6527	0.6385	0.0142	2.2%	0.0063	1.0%	49%	False	False	88,916
20	0.6626	0.6371	0.0255	3.9%	0.0063	1.0%	33%	False	False	82,411
40	0.6910	0.6371	0.0539	8.3%	0.0070	1.1%	16%	False	False	86,203
60	0.6915	0.6371	0.0544	8.4%	0.0071	1.1%	15%	False	False	86,527
80	0.6915	0.6371	0.0544	8.4%	0.0069	1.1%	15%	False	False	65,401
100	0.6915	0.6371	0.0544	8.4%	0.0065	1.0%	15%	False	False	52,337
120	0.6915	0.6371	0.0544	8.4%	0.0062	1.0%	15%	False	False	43,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6883
2.618	0.6745
1.618	0.6661
1.000	0.6610
0.618	0.6577
HIGH	0.6526
0.618	0.6493
0.500	0.6484
0.382	0.6474
LOW	0.6442
0.618	0.6390
1.000	0.6358
1.618	0.6306
2.618	0.6222
4.250	0.6085

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	0.6484	0.6484
PP	0.6474	0.6474
S1	0.6464	0.6464

Download as Excel Spreadsheet

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

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