CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	0.6447	0.6442	-0.0005	-0.1%	0.6475
High	0.6455	0.6481	0.0026	0.4%	0.6504
Low	0.6402	0.6441	0.0039	0.6%	0.6381
Close	0.6439	0.6458	0.0020	0.3%	0.6394
Range	0.0054	0.0040	-0.0014	-25.2%	0.0123
ATR	0.0060	0.0059	-0.0001	-2.2%	0.0000
Volume	157,026	85,021	-72,005	-45.9%	44,896

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6580	0.6559	0.6480
R3	0.6540	0.6519	0.6469
R2	0.6500	0.6500	0.6465
R1	0.6479	0.6479	0.6462	0.6489
PP	0.6460	0.6460	0.6460	0.6465
S1	0.6439	0.6439	0.6454	0.6449
S2	0.6420	0.6420	0.6451
S3	0.6380	0.6399	0.6447
S4	0.6340	0.6359	0.6436

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	0.6481	0.6390	0.0091	1.4%	0.0048	0.7%	75%	True	False	67,656
10	0.6546	0.6381	0.0165	2.6%	0.0057	0.9%	47%	False	False	36,972
20	0.6547	0.6381	0.0166	2.6%	0.0058	0.9%	46%	False	False	18,708
40	0.6877	0.6381	0.0496	7.7%	0.0063	1.0%	16%	False	False	9,519
60	0.6928	0.6381	0.0547	8.5%	0.0062	1.0%	14%	False	False	6,395
80	0.6928	0.6381	0.0547	8.5%	0.0056	0.9%	14%	False	False	4,802
100	0.6928	0.6381	0.0547	8.5%	0.0049	0.8%	14%	False	False	3,842
120	0.6928	0.6381	0.0547	8.5%	0.0045	0.7%	14%	False	False	3,202

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6651
2.618	0.6585
1.618	0.6545
1.000	0.6521
0.618	0.6505
HIGH	0.6481
0.618	0.6465
0.500	0.6461
0.382	0.6456
LOW	0.6441
0.618	0.6416
1.000	0.6401
1.618	0.6376
2.618	0.6336
4.250	0.6271

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	0.6461	0.6452
PP	0.6460	0.6447
S1	0.6459	0.6441

Download as Excel Spreadsheet

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

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