CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	0.6435	0.6439	0.0004	0.1%	0.6523
High	0.6447	0.6483	0.0036	0.6%	0.6541
Low	0.6415	0.6434	0.0019	0.3%	0.6392
Close	0.6443	0.6450	0.0008	0.1%	0.6433
Range	0.0032	0.0049	0.0017	54.0%	0.0149
ATR	0.0062	0.0061	-0.0001	-1.6%	0.0000
Volume	211	370	159	75.4%	2,110

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6601	0.6574	0.6477
R3	0.6553	0.6526	0.6463
R2	0.6504	0.6504	0.6459
R1	0.6477	0.6477	0.6454	0.6491
PP	0.6456	0.6456	0.6456	0.6462
S1	0.6429	0.6429	0.6446	0.6442
S2	0.6407	0.6407	0.6441
S3	0.6359	0.6380	0.6437
S4	0.6310	0.6332	0.6423

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6902	0.6816	0.6514
R3	0.6753	0.6667	0.6473
R2	0.6604	0.6604	0.6460
R1	0.6518	0.6518	0.6446	0.6487
PP	0.6455	0.6455	0.6455	0.6439
S1	0.6369	0.6369	0.6419	0.6338
S2	0.6306	0.6306	0.6405
S3	0.6157	0.6220	0.6392
S4	0.6008	0.6071	0.6351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6505	0.6392	0.0113	1.8%	0.0054	0.8%	51%	False	False	344
10	0.6642	0.6392	0.0250	3.9%	0.0056	0.9%	23%	False	False	337
20	0.6851	0.6392	0.0459	7.1%	0.0065	1.0%	13%	False	False	353
40	0.6928	0.6392	0.0536	8.3%	0.0063	1.0%	11%	False	False	260
60	0.6928	0.6392	0.0536	8.3%	0.0057	0.9%	11%	False	False	185
80	0.6928	0.6392	0.0536	8.3%	0.0049	0.8%	11%	False	False	140
100	0.6928	0.6392	0.0536	8.3%	0.0045	0.7%	11%	False	False	112
120	0.6928	0.6392	0.0536	8.3%	0.0039	0.6%	11%	False	False	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6689
2.618	0.6609
1.618	0.6561
1.000	0.6531
0.618	0.6512
HIGH	0.6483
0.618	0.6464
0.500	0.6458
0.382	0.6453
LOW	0.6434
0.618	0.6404
1.000	0.6386
1.618	0.6356
2.618	0.6307
4.250	0.6228

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	0.6458	0.6448
PP	0.6456	0.6446
S1	0.6453	0.6444

Download as Excel Spreadsheet

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

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