CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	0.6382	0.6385	0.0003	0.0%	0.6411
High	0.6408	0.6398	-0.0010	-0.2%	0.6527
Low	0.6360	0.6365	0.0005	0.1%	0.6406
Close	0.6382	0.6381	-0.0001	0.0%	0.6455
Range	0.0048	0.0033	-0.0015	-30.5%	0.0121
ATR	0.0070	0.0067	-0.0003	-3.8%	0.0000
Volume	100,486	71,928	-28,558	-28.4%	518,080

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6480	0.6463	0.6399
R3	0.6447	0.6430	0.6390
R2	0.6414	0.6414	0.6387
R1	0.6397	0.6397	0.6384	0.6389
PP	0.6381	0.6381	0.6381	0.6377
S1	0.6364	0.6364	0.6377	0.6356
S2	0.6348	0.6348	0.6374
S3	0.6315	0.6331	0.6371
S4	0.6282	0.6298	0.6362

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	0.6526	0.6360	0.0166	2.6%	0.0067	1.0%	12%	False	False	122,952
10	0.6527	0.6360	0.0167	2.6%	0.0067	1.0%	12%	False	False	104,711
20	0.6626	0.6360	0.0266	4.2%	0.0065	1.0%	8%	False	False	91,641
40	0.6910	0.6360	0.0550	8.6%	0.0070	1.1%	4%	False	False	88,625
60	0.6915	0.6360	0.0555	8.7%	0.0071	1.1%	4%	False	False	91,285
80	0.6915	0.6360	0.0555	8.7%	0.0068	1.1%	4%	False	False	69,963
100	0.6915	0.6360	0.0555	8.7%	0.0065	1.0%	4%	False	False	55,989
120	0.6915	0.6360	0.0555	8.7%	0.0063	1.0%	4%	False	False	46,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	0.6538
2.618	0.6484
1.618	0.6451
1.000	0.6431
0.618	0.6418
HIGH	0.6398
0.618	0.6385
0.500	0.6381
0.382	0.6377
LOW	0.6365
0.618	0.6344
1.000	0.6332
1.618	0.6311
2.618	0.6278
4.250	0.6224

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	0.6381	0.6422
PP	0.6381	0.6408
S1	0.6381	0.6394

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

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