CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	0.6405	0.6456	0.0051	0.8%	0.6475
High	0.6471	0.6462	-0.0009	-0.1%	0.6504
Low	0.6403	0.6431	0.0028	0.4%	0.6381
Close	0.6449	0.6446	-0.0003	0.0%	0.6394
Range	0.0068	0.0032	-0.0037	-53.7%	0.0123
ATR	0.0063	0.0061	-0.0002	-3.6%	0.0000
Volume	20,464	59,673	39,209	191.6%	44,896

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6541	0.6525	0.6463
R3	0.6509	0.6493	0.6455
R2	0.6478	0.6478	0.6452
R1	0.6462	0.6462	0.6449	0.6454
PP	0.6446	0.6446	0.6446	0.6442
S1	0.6430	0.6430	0.6443	0.6423
S2	0.6415	0.6415	0.6440
S3	0.6383	0.6399	0.6437
S4	0.6352	0.6367	0.6429

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	0.6471	0.6382	0.0089	1.4%	0.0045	0.7%	72%	False	False	21,673
10	0.6547	0.6381	0.0166	2.6%	0.0063	1.0%	39%	False	False	12,932
20	0.6547	0.6381	0.0166	2.6%	0.0060	0.9%	39%	False	False	6,645
40	0.6877	0.6381	0.0496	7.7%	0.0062	1.0%	13%	False	False	3,473
60	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	12%	False	False	2,365
80	0.6928	0.6381	0.0547	8.5%	0.0055	0.9%	12%	False	False	1,777
100	0.6928	0.6381	0.0547	8.5%	0.0049	0.8%	12%	False	False	1,421
120	0.6928	0.6381	0.0547	8.5%	0.0045	0.7%	12%	False	False	1,185

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6596
2.618	0.6544
1.618	0.6513
1.000	0.6494
0.618	0.6481
HIGH	0.6462
0.618	0.6450
0.500	0.6446
0.382	0.6443
LOW	0.6431
0.618	0.6411
1.000	0.6399
1.618	0.6380
2.618	0.6348
4.250	0.6297

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	0.6446	0.6441
PP	0.6446	0.6436
S1	0.6446	0.6431

Download as Excel Spreadsheet

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

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