CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	0.6401	0.6405	0.0005	0.1%	0.6475
High	0.6437	0.6471	0.0034	0.5%	0.6504
Low	0.6390	0.6403	0.0013	0.2%	0.6381
Close	0.6394	0.6449	0.0055	0.9%	0.6394
Range	0.0047	0.0068	0.0021	44.7%	0.0123
ATR	0.0062	0.0063	0.0001	1.7%	0.0000
Volume	16,099	20,464	4,365	27.1%	44,896

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6645	0.6615	0.6486
R3	0.6577	0.6547	0.6468
R2	0.6509	0.6509	0.6461
R1	0.6479	0.6479	0.6455	0.6494
PP	0.6441	0.6441	0.6441	0.6449
S1	0.6411	0.6411	0.6443	0.6426
S2	0.6373	0.6373	0.6437
S3	0.6305	0.6343	0.6430
S4	0.6237	0.6275	0.6412

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	0.6504	0.6381	0.0123	1.9%	0.0063	1.0%	56%	False	False	13,072
10	0.6547	0.6381	0.0166	2.6%	0.0063	1.0%	41%	False	False	7,034
20	0.6547	0.6381	0.0166	2.6%	0.0060	0.9%	41%	False	False	3,700
40	0.6877	0.6381	0.0496	7.7%	0.0063	1.0%	14%	False	False	1,987
60	0.6928	0.6381	0.0547	8.5%	0.0064	1.0%	12%	False	False	1,371
80	0.6928	0.6381	0.0547	8.5%	0.0055	0.9%	12%	False	False	1,031
100	0.6928	0.6381	0.0547	8.5%	0.0049	0.8%	12%	False	False	825
120	0.6928	0.6381	0.0547	8.5%	0.0045	0.7%	12%	False	False	688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6760
2.618	0.6649
1.618	0.6581
1.000	0.6539
0.618	0.6513
HIGH	0.6471
0.618	0.6445
0.500	0.6437
0.382	0.6429
LOW	0.6403
0.618	0.6361
1.000	0.6335
1.618	0.6293
2.618	0.6225
4.250	0.6114

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	0.6445	0.6442
PP	0.6441	0.6435
S1	0.6437	0.6429

Download as Excel Spreadsheet

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

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