CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	0.6440	0.6457	0.0017	0.3%	0.6435
High	0.6465	0.6513	0.0048	0.7%	0.6514
Low	0.6432	0.6428	-0.0005	-0.1%	0.6407
Close	0.6450	0.6501	0.0051	0.8%	0.6446
Range	0.0033	0.0086	0.0053	159.1%	0.0107
ATR	0.0060	0.0062	0.0002	3.0%	0.0000
Volume	688	895	207	30.1%	1,555

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6737	0.6705	0.6548
R3	0.6652	0.6619	0.6525
R2	0.6566	0.6566	0.6517
R1	0.6534	0.6534	0.6509	0.6550
PP	0.6481	0.6481	0.6481	0.6489
S1	0.6448	0.6448	0.6493	0.6464
S2	0.6395	0.6395	0.6485
S3	0.6310	0.6363	0.6477
S4	0.6224	0.6277	0.6454

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	1.6%	0.0065	1.0%	88%	False	False	511
10	0.6514	0.6392	0.0122	1.9%	0.0059	0.9%	90%	False	False	427
20	0.6651	0.6392	0.0259	4.0%	0.0059	0.9%	42%	False	False	420
40	0.6928	0.6392	0.0536	8.2%	0.0064	1.0%	20%	False	False	298
60	0.6928	0.6392	0.0536	8.2%	0.0060	0.9%	20%	False	False	227
80	0.6928	0.6392	0.0536	8.2%	0.0051	0.8%	20%	False	False	171
100	0.6928	0.6392	0.0536	8.2%	0.0046	0.7%	20%	False	False	137
120	0.6928	0.6392	0.0536	8.2%	0.0041	0.6%	20%	False	False	115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.6876
2.618	0.6737
1.618	0.6651
1.000	0.6599
0.618	0.6566
HIGH	0.6513
0.618	0.6480
0.500	0.6470
0.382	0.6460
LOW	0.6428
0.618	0.6375
1.000	0.6342
1.618	0.6289
2.618	0.6204
4.250	0.6064

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	0.6491	0.6487
PP	0.6481	0.6474
S1	0.6470	0.6460

Download as Excel Spreadsheet

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

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