CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	0.6385	0.6432	0.0048	0.7%	0.6452
High	0.6451	0.6442	-0.0010	-0.1%	0.6484
Low	0.6383	0.6410	0.0027	0.4%	0.6360
Close	0.6429	0.6426	-0.0004	-0.1%	0.6374
Range	0.0069	0.0032	-0.0037	-53.3%	0.0124
ATR	0.0066	0.0064	-0.0002	-3.7%	0.0000
Volume	104,720	112,073	7,353	7.0%	444,341

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6522	0.6506	0.6443
R3	0.6490	0.6474	0.6434
R2	0.6458	0.6458	0.6431
R1	0.6442	0.6442	0.6428	0.6434
PP	0.6426	0.6426	0.6426	0.6422
S1	0.6410	0.6410	0.6423	0.6402
S2	0.6394	0.6394	0.6420
S3	0.6362	0.6378	0.6417
S4	0.6330	0.6346	0.6408

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6699	0.6442
R3	0.6653	0.6575	0.6408
R2	0.6529	0.6529	0.6397
R1	0.6452	0.6452	0.6385	0.6429
PP	0.6406	0.6406	0.6406	0.6394
S1	0.6328	0.6328	0.6363	0.6305
S2	0.6282	0.6282	0.6351
S3	0.6159	0.6205	0.6340
S4	0.6035	0.6081	0.6306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6451	0.6360	0.0091	1.4%	0.0046	0.7%	72%	False	False	93,621
10	0.6527	0.6360	0.0167	2.6%	0.0064	1.0%	39%	False	False	110,934
20	0.6529	0.6360	0.0169	2.6%	0.0062	1.0%	39%	False	False	94,196
40	0.6860	0.6360	0.0500	7.8%	0.0068	1.1%	13%	False	False	89,212
60	0.6915	0.6360	0.0555	8.6%	0.0069	1.1%	12%	False	False	90,843
80	0.6915	0.6360	0.0555	8.6%	0.0068	1.1%	12%	False	False	73,651
100	0.6915	0.6360	0.0555	8.6%	0.0066	1.0%	12%	False	False	58,946
120	0.6915	0.6360	0.0555	8.6%	0.0063	1.0%	12%	False	False	49,132

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	0.6578
2.618	0.6525
1.618	0.6493
1.000	0.6474
0.618	0.6461
HIGH	0.6442
0.618	0.6429
0.500	0.6426
0.382	0.6422
LOW	0.6410
0.618	0.6390
1.000	0.6378
1.618	0.6358
2.618	0.6326
4.250	0.6274

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	0.6426	0.6420
PP	0.6426	0.6415
S1	0.6426	0.6410

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

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