CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	0.6456	0.6447	-0.0009	-0.1%	0.6475
High	0.6462	0.6455	-0.0007	-0.1%	0.6504
Low	0.6431	0.6402	-0.0029	-0.5%	0.6381
Close	0.6446	0.6439	-0.0008	-0.1%	0.6394
Range	0.0032	0.0054	0.0022	69.8%	0.0123
ATR	0.0061	0.0060	-0.0001	-0.9%	0.0000
Volume	59,673	157,026	97,353	163.1%	44,896

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6592	0.6569	0.6468
R3	0.6539	0.6515	0.6453
R2	0.6485	0.6485	0.6448
R1	0.6462	0.6462	0.6443	0.6447
PP	0.6432	0.6432	0.6432	0.6424
S1	0.6408	0.6408	0.6434	0.6393
S2	0.6378	0.6378	0.6429
S3	0.6325	0.6355	0.6424
S4	0.6271	0.6301	0.6409

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	0.6386	0.0085	1.3%	0.0046	0.7%	62%	False	False	51,477
10	0.6547	0.6381	0.0166	2.6%	0.0060	0.9%	35%	False	False	28,545
20	0.6547	0.6381	0.0166	2.6%	0.0059	0.9%	35%	False	False	14,486
40	0.6877	0.6381	0.0496	7.7%	0.0063	1.0%	12%	False	False	7,396
60	0.6928	0.6381	0.0547	8.5%	0.0063	1.0%	11%	False	False	4,979
80	0.6928	0.6381	0.0547	8.5%	0.0056	0.9%	11%	False	False	3,739
100	0.6928	0.6381	0.0547	8.5%	0.0049	0.8%	11%	False	False	2,992
120	0.6928	0.6381	0.0547	8.5%	0.0046	0.7%	11%	False	False	2,493

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6682
2.618	0.6595
1.618	0.6542
1.000	0.6509
0.618	0.6488
HIGH	0.6455
0.618	0.6435
0.500	0.6428
0.382	0.6422
LOW	0.6402
0.618	0.6368
1.000	0.6348
1.618	0.6315
2.618	0.6261
4.250	0.6174

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	0.6435	0.6438
PP	0.6432	0.6437
S1	0.6428	0.6436

Download as Excel Spreadsheet

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

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