I tried the double parenthesis but got "#VALUE!" as the result ..??

=AVERAGE(('July 01'!F5,'July 02'!F5,'July 03'!F5,'July 04'!F5,'July
05'!F5,'July 06'!F5,'July 07'!F5,'July 08'!F5,'July 09'!F5,'July 10'!F5,'July
11'!F5,'July 12'!F5,'July 13'!F5,'July 14'!F5,'July 15'!F5,'July 16'!F5,'July
17'!F5,'July 18'!F5,'July 19'!F5,'July 20'!F5,'July 21'!F5,'July 22'!F5,'July
23'!F5,'July 24'!F5,'July 25'!F5,'July 26'!F5,'July 27'!F5,'July 28'!F5,'July
29'!F5,'July 30'!F5,'July 31'!F5))