CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	0.6523	0.6514	-0.0010	-0.1%	0.6603
High	0.6528	0.6541	0.0014	0.2%	0.6642
Low	0.6484	0.6481	-0.0003	0.0%	0.6514
Close	0.6507	0.6490	-0.0018	-0.3%	0.6521
Range	0.0044	0.0060	0.0017	37.9%	0.0128
ATR	0.0065	0.0065	0.0000	-0.6%	0.0000
Volume	765	204	-561	-73.3%	1,770

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6684	0.6647	0.6523
R3	0.6624	0.6587	0.6506
R2	0.6564	0.6564	0.6501
R1	0.6527	0.6527	0.6495	0.6515
PP	0.6504	0.6504	0.6504	0.6498
S1	0.6467	0.6467	0.6484	0.6455
S2	0.6444	0.6444	0.6479
S3	0.6384	0.6407	0.6473
S4	0.6324	0.6347	0.6457

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6943	0.6860	0.6591
R3	0.6815	0.6732	0.6556
R2	0.6687	0.6687	0.6544
R1	0.6604	0.6604	0.6533	0.6582
PP	0.6559	0.6559	0.6559	0.6548
S1	0.6476	0.6476	0.6509	0.6454
S2	0.6431	0.6431	0.6498
S3	0.6303	0.6348	0.6486
S4	0.6175	0.6220	0.6451

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6642	0.6481	0.0161	2.5%	0.0058	0.9%	5%	False	True	330
10	0.6651	0.6481	0.0170	2.6%	0.0058	0.9%	5%	False	True	412
20	0.6877	0.6481	0.0396	6.1%	0.0066	1.0%	2%	False	True	305
40	0.6928	0.6481	0.0447	6.9%	0.0065	1.0%	2%	False	True	225
60	0.6928	0.6481	0.0447	6.9%	0.0054	0.8%	2%	False	True	157
80	0.6928	0.6481	0.0447	6.9%	0.0047	0.7%	2%	False	True	118
100	0.6928	0.6481	0.0447	6.9%	0.0043	0.7%	2%	False	True	95
120	0.6928	0.6481	0.0447	6.9%	0.0038	0.6%	2%	False	True	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6796
2.618	0.6698
1.618	0.6638
1.000	0.6601
0.618	0.6578
HIGH	0.6541
0.618	0.6518
0.500	0.6511
0.382	0.6504
LOW	0.6481
0.618	0.6444
1.000	0.6421
1.618	0.6384
2.618	0.6324
4.250	0.6226

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	0.6511	0.6521
PP	0.6504	0.6511
S1	0.6497	0.6500

Download as Excel Spreadsheet

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

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