CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	0.6475	0.6404	-0.0071	-1.1%	0.6440
High	0.6504	0.6428	-0.0076	-1.2%	0.6547
Low	0.6381	0.6382	0.0001	0.0%	0.6428
Close	0.6407	0.6402	-0.0005	-0.1%	0.6475
Range	0.0123	0.0046	-0.0077	-62.4%	0.0120
ATR	0.0067	0.0066	-0.0002	-2.3%	0.0000
Volume	16,666	8,005	-8,661	-52.0%	4,980

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6542	0.6518	0.6427
R3	0.6496	0.6472	0.6415
R2	0.6450	0.6450	0.6410
R1	0.6426	0.6426	0.6406	0.6415
PP	0.6404	0.6404	0.6404	0.6399
S1	0.6380	0.6380	0.6398	0.6369
S2	0.6358	0.6358	0.6394
S3	0.6312	0.6334	0.6389
S4	0.6266	0.6288	0.6377

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%	0.0073	1.1%	13%	False	False	5,613
10	0.6547	0.6381	0.0166	2.6%	0.0069	1.1%	13%	False	False	3,062
20	0.6642	0.6381	0.0261	4.1%	0.0062	1.0%	8%	False	False	1,699
40	0.6928	0.6381	0.0547	8.5%	0.0066	1.0%	4%	False	False	984
60	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	4%	False	False	694
80	0.6928	0.6381	0.0547	8.5%	0.0054	0.8%	4%	False	False	522
100	0.6928	0.6381	0.0547	8.5%	0.0048	0.8%	4%	False	False	418
120	0.6928	0.6381	0.0547	8.5%	0.0044	0.7%	4%	False	False	349

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6624
2.618	0.6548
1.618	0.6502
1.000	0.6474
0.618	0.6456
HIGH	0.6428
0.618	0.6410
0.500	0.6405
0.382	0.6400
LOW	0.6382
0.618	0.6354
1.000	0.6336
1.618	0.6308
2.618	0.6262
4.250	0.6187

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	0.6405	0.6464
PP	0.6404	0.6443
S1	0.6403	0.6423

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

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