CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	0.6445	0.6440	-0.0005	-0.1%	0.6435
High	0.6467	0.6465	-0.0002	0.0%	0.6514
Low	0.6407	0.6432	0.0026	0.4%	0.6407
Close	0.6446	0.6450	0.0005	0.1%	0.6446
Range	0.0061	0.0033	-0.0028	-45.5%	0.0107
ATR	0.0062	0.0060	-0.0002	-3.4%	0.0000
Volume	376	688	312	83.0%	1,555

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6548	0.6532	0.6468
R3	0.6515	0.6499	0.6459
R2	0.6482	0.6482	0.6456
R1	0.6466	0.6466	0.6453	0.6474
PP	0.6449	0.6449	0.6449	0.6453
S1	0.6433	0.6433	0.6447	0.6441
S2	0.6416	0.6416	0.6444
S3	0.6383	0.6400	0.6441
S4	0.6350	0.6367	0.6432

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6718	0.6504
R3	0.6669	0.6611	0.6475
R2	0.6562	0.6562	0.6465
R1	0.6504	0.6504	0.6455	0.6533
PP	0.6455	0.6455	0.6455	0.6470
S1	0.6397	0.6397	0.6436	0.6426
S2	0.6348	0.6348	0.6426
S3	0.6241	0.6290	0.6416
S4	0.6134	0.6183	0.6387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6514	0.6407	0.0107	1.7%	0.0057	0.9%	41%	False	False	406
10	0.6541	0.6392	0.0149	2.3%	0.0056	0.9%	39%	False	False	358
20	0.6753	0.6392	0.0361	5.6%	0.0060	0.9%	16%	False	False	387
40	0.6928	0.6392	0.0536	8.3%	0.0064	1.0%	11%	False	False	277
60	0.6928	0.6392	0.0536	8.3%	0.0059	0.9%	11%	False	False	212
80	0.6928	0.6392	0.0536	8.3%	0.0050	0.8%	11%	False	False	160
100	0.6928	0.6392	0.0536	8.3%	0.0046	0.7%	11%	False	False	129
120	0.6928	0.6392	0.0536	8.3%	0.0040	0.6%	11%	False	False	107

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6605
2.618	0.6551
1.618	0.6518
1.000	0.6498
0.618	0.6485
HIGH	0.6465
0.618	0.6452
0.500	0.6449
0.382	0.6445
LOW	0.6432
0.618	0.6412
1.000	0.6399
1.618	0.6379
2.618	0.6346
4.250	0.6292

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	0.6450	0.6460
PP	0.6449	0.6457
S1	0.6449	0.6453

Download as Excel Spreadsheet

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

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