CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	0.6452	0.6382	-0.0070	-1.1%	0.6411
High	0.6484	0.6408	-0.0076	-1.2%	0.6527
Low	0.6361	0.6360	-0.0001	0.0%	0.6406
Close	0.6386	0.6382	-0.0004	-0.1%	0.6455
Range	0.0123	0.0048	-0.0076	-61.4%	0.0121
ATR	0.0071	0.0070	-0.0002	-2.4%	0.0000
Volume	193,027	100,486	-92,541	-47.9%	518,080

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6526	0.6501	0.6408
R3	0.6478	0.6454	0.6395
R2	0.6431	0.6431	0.6390
R1	0.6406	0.6406	0.6386	0.6395
PP	0.6383	0.6383	0.6383	0.6377
S1	0.6359	0.6359	0.6377	0.6347
S2	0.6336	0.6336	0.6373
S3	0.6288	0.6311	0.6368
S4	0.6241	0.6264	0.6355

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	0.6360	0.0167	2.6%	0.0075	1.2%	13%	False	True	128,128
10	0.6527	0.6360	0.0167	2.6%	0.0071	1.1%	13%	False	True	105,355
20	0.6626	0.6360	0.0266	4.2%	0.0066	1.0%	8%	False	True	90,909
40	0.6910	0.6360	0.0550	8.6%	0.0072	1.1%	4%	False	True	90,003
60	0.6915	0.6360	0.0555	8.7%	0.0071	1.1%	4%	False	True	90,856
80	0.6915	0.6360	0.0555	8.7%	0.0069	1.1%	4%	False	True	69,066
100	0.6915	0.6360	0.0555	8.7%	0.0066	1.0%	4%	False	True	55,271
120	0.6915	0.6360	0.0555	8.7%	0.0063	1.0%	4%	False	True	46,076

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6609
2.618	0.6532
1.618	0.6484
1.000	0.6455
0.618	0.6437
HIGH	0.6408
0.618	0.6389
0.500	0.6384
0.382	0.6378
LOW	0.6360
0.618	0.6331
1.000	0.6313
1.618	0.6283
2.618	0.6236
4.250	0.6158

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	0.6384	0.6443
PP	0.6383	0.6422
S1	0.6382	0.6402

Download as Excel Spreadsheet

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

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