CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	0.6489	0.6452	-0.0037	-0.6%	0.6411
High	0.6526	0.6484	-0.0042	-0.6%	0.6527
Low	0.6442	0.6361	-0.0081	-1.3%	0.6406
Close	0.6455	0.6386	-0.0069	-1.1%	0.6455
Range	0.0084	0.0123	0.0039	46.4%	0.0121
ATR	0.0067	0.0071	0.0004	5.9%	0.0000
Volume	127,812	193,027	65,215	51.0%	518,080

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6779	0.6705	0.6453
R3	0.6656	0.6582	0.6419
R2	0.6533	0.6533	0.6408
R1	0.6459	0.6459	0.6397	0.6435
PP	0.6410	0.6410	0.6410	0.6398
S1	0.6336	0.6336	0.6374	0.6312
S2	0.6287	0.6287	0.6363
S3	0.6164	0.6213	0.6352
S4	0.6041	0.6090	0.6318

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	0.6361	0.0166	2.6%	0.0083	1.3%	15%	False	True	128,248
10	0.6527	0.6361	0.0166	2.6%	0.0071	1.1%	15%	False	True	102,255
20	0.6626	0.6361	0.0265	4.2%	0.0068	1.1%	9%	False	True	89,538
40	0.6910	0.6361	0.0549	8.6%	0.0072	1.1%	5%	False	True	89,204
60	0.6915	0.6361	0.0555	8.7%	0.0072	1.1%	5%	False	True	89,634
80	0.6915	0.6361	0.0555	8.7%	0.0069	1.1%	5%	False	True	67,813
100	0.6915	0.6361	0.0555	8.7%	0.0066	1.0%	5%	False	True	54,267
120	0.6915	0.6361	0.0555	8.7%	0.0062	1.0%	5%	False	True	45,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7006
2.618	0.6806
1.618	0.6683
1.000	0.6607
0.618	0.6560
HIGH	0.6484
0.618	0.6437
0.500	0.6422
0.382	0.6407
LOW	0.6361
0.618	0.6284
1.000	0.6238
1.618	0.6161
2.618	0.6038
4.250	0.5838

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	0.6422	0.6443
PP	0.6410	0.6424
S1	0.6398	0.6405

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

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