CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	0.6407	0.6401	-0.0007	-0.1%	0.6475
High	0.6418	0.6437	0.0020	0.3%	0.6504
Low	0.6386	0.6390	0.0004	0.1%	0.6381
Close	0.6401	0.6394	-0.0007	-0.1%	0.6394
Range	0.0032	0.0047	0.0016	49.2%	0.0123
ATR	0.0063	0.0062	-0.0001	-1.8%	0.0000
Volume	4,126	16,099	11,973	290.2%	44,896

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6548	0.6518	0.6420
R3	0.6501	0.6471	0.6407
R2	0.6454	0.6454	0.6403
R1	0.6424	0.6424	0.6398	0.6416
PP	0.6407	0.6407	0.6407	0.6403
S1	0.6377	0.6377	0.6390	0.6369
S2	0.6360	0.6360	0.6385
S3	0.6313	0.6330	0.6381
S4	0.6266	0.6283	0.6368

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6794	0.6716	0.6461
R3	0.6671	0.6594	0.6428
R2	0.6549	0.6549	0.6416
R1	0.6471	0.6471	0.6405	0.6449
PP	0.6426	0.6426	0.6426	0.6415
S1	0.6349	0.6349	0.6383	0.6326
S2	0.6304	0.6304	0.6372
S3	0.6181	0.6226	0.6360
S4	0.6059	0.6104	0.6327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6546	0.6381	0.0165	2.6%	0.0066	1.0%	8%	False	False	9,374
10	0.6547	0.6381	0.0166	2.6%	0.0062	1.0%	8%	False	False	5,025
20	0.6561	0.6381	0.0180	2.8%	0.0059	0.9%	7%	False	False	2,687
40	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	2%	False	False	1,478
60	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	2%	False	False	1,030
80	0.6928	0.6381	0.0547	8.5%	0.0054	0.8%	2%	False	False	775
100	0.6928	0.6381	0.0547	8.5%	0.0048	0.7%	2%	False	False	620
120	0.6928	0.6381	0.0547	8.5%	0.0044	0.7%	2%	False	False	517

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6637
2.618	0.6560
1.618	0.6513
1.000	0.6484
0.618	0.6466
HIGH	0.6437
0.618	0.6419
0.500	0.6414
0.382	0.6408
LOW	0.6390
0.618	0.6361
1.000	0.6343
1.618	0.6314
2.618	0.6267
4.250	0.6190

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	0.6414	0.6410
PP	0.6407	0.6404
S1	0.6401	0.6399

Download as Excel Spreadsheet

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

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