CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	0.6510	0.6475	-0.0036	-0.5%	0.6440
High	0.6546	0.6504	-0.0043	-0.6%	0.6547
Low	0.6463	0.6381	-0.0082	-1.3%	0.6428
Close	0.6475	0.6407	-0.0069	-1.1%	0.6475
Range	0.0084	0.0123	0.0039	46.7%	0.0120
ATR	0.0063	0.0067	0.0004	6.8%	0.0000
Volume	1,975	16,666	14,691	743.8%	4,980

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6798	0.6725	0.6474
R3	0.6675	0.6602	0.6440
R2	0.6553	0.6553	0.6429
R1	0.6480	0.6480	0.6418	0.6455
PP	0.6430	0.6430	0.6430	0.6418
S1	0.6357	0.6357	0.6395	0.6333
S2	0.6308	0.6308	0.6384
S3	0.6185	0.6235	0.6373
S4	0.6063	0.6112	0.6339

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6842	0.6778	0.6541
R3	0.6722	0.6658	0.6508
R2	0.6603	0.6603	0.6497
R1	0.6539	0.6539	0.6486	0.6571
PP	0.6483	0.6483	0.6483	0.6499
S1	0.6419	0.6419	0.6464	0.6451
S2	0.6364	0.6364	0.6453
S3	0.6244	0.6300	0.6442
S4	0.6125	0.6180	0.6409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6547	0.6381	0.0166	2.6%	0.0081	1.3%	15%	False	True	4,191
10	0.6547	0.6381	0.0166	2.6%	0.0069	1.1%	15%	False	True	2,299
20	0.6642	0.6381	0.0261	4.1%	0.0063	1.0%	10%	False	True	1,329
40	0.6928	0.6381	0.0547	8.5%	0.0066	1.0%	5%	False	True	788
60	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	5%	False	True	561
80	0.6928	0.6381	0.0547	8.5%	0.0054	0.8%	5%	False	True	422
100	0.6928	0.6381	0.0547	8.5%	0.0049	0.8%	5%	False	True	338
120	0.6928	0.6381	0.0547	8.5%	0.0043	0.7%	5%	False	True	282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	0.7024
2.618	0.6824
1.618	0.6702
1.000	0.6626
0.618	0.6579
HIGH	0.6504
0.618	0.6457
0.500	0.6442
0.382	0.6428
LOW	0.6381
0.618	0.6305
1.000	0.6259
1.618	0.6183
2.618	0.6060
4.250	0.5860

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	0.6442	0.6464
PP	0.6430	0.6445
S1	0.6418	0.6426

Download as Excel Spreadsheet

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

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