CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	0.6439	0.6462	0.0024	0.4%	0.6523
High	0.6483	0.6509	0.0026	0.4%	0.6541
Low	0.6434	0.6439	0.0005	0.1%	0.6392
Close	0.6450	0.6498	0.0048	0.7%	0.6433
Range	0.0049	0.0070	0.0022	44.3%	0.0149
ATR	0.0061	0.0062	0.0001	1.0%	0.0000
Volume	370	228	-142	-38.4%	2,110

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6692	0.6665	0.6536
R3	0.6622	0.6595	0.6517
R2	0.6552	0.6552	0.6510
R1	0.6525	0.6525	0.6504	0.6538
PP	0.6482	0.6482	0.6482	0.6488
S1	0.6455	0.6455	0.6491	0.6468
S2	0.6412	0.6412	0.6485
S3	0.6342	0.6385	0.6478
S4	0.6272	0.6315	0.6459

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	0.6509	0.6392	0.0117	1.8%	0.0056	0.9%	91%	True	False	271
10	0.6642	0.6392	0.0250	3.8%	0.0059	0.9%	42%	False	False	333
20	0.6851	0.6392	0.0459	7.1%	0.0066	1.0%	23%	False	False	353
40	0.6928	0.6392	0.0536	8.2%	0.0064	1.0%	20%	False	False	263
60	0.6928	0.6392	0.0536	8.2%	0.0058	0.9%	20%	False	False	189
80	0.6928	0.6392	0.0536	8.2%	0.0049	0.8%	20%	False	False	142
100	0.6928	0.6392	0.0536	8.2%	0.0045	0.7%	20%	False	False	114
120	0.6928	0.6392	0.0536	8.2%	0.0040	0.6%	20%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6806
2.618	0.6692
1.618	0.6622
1.000	0.6579
0.618	0.6552
HIGH	0.6509
0.618	0.6482
0.500	0.6474
0.382	0.6465
LOW	0.6439
0.618	0.6395
1.000	0.6369
1.618	0.6325
2.618	0.6255
4.250	0.6141

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	0.6490	0.6486
PP	0.6482	0.6474
S1	0.6474	0.6462

Download as Excel Spreadsheet

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

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