CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	0.6442	0.6461	0.0019	0.3%	0.6405
High	0.6481	0.6495	0.0014	0.2%	0.6495
Low	0.6441	0.6446	0.0005	0.1%	0.6402
Close	0.6458	0.6454	-0.0005	-0.1%	0.6454
Range	0.0040	0.0049	0.0009	22.5%	0.0093
ATR	0.0059	0.0058	-0.0001	-1.2%	0.0000
Volume	85,021	100,177	15,156	17.8%	422,361

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6612	0.6582	0.6480
R3	0.6563	0.6533	0.6467
R2	0.6514	0.6514	0.6462
R1	0.6484	0.6484	0.6458	0.6474
PP	0.6465	0.6465	0.6465	0.6460
S1	0.6435	0.6435	0.6449	0.6425
S2	0.6416	0.6416	0.6445
S3	0.6367	0.6386	0.6440
S4	0.6318	0.6337	0.6427

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6729	0.6684	0.6505
R3	0.6636	0.6591	0.6479
R2	0.6543	0.6543	0.6471
R1	0.6498	0.6498	0.6462	0.6521
PP	0.6450	0.6450	0.6450	0.6461
S1	0.6405	0.6405	0.6445	0.6428
S2	0.6357	0.6357	0.6436
S3	0.6264	0.6312	0.6428
S4	0.6171	0.6219	0.6402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6495	0.6402	0.0093	1.4%	0.0048	0.7%	56%	True	False	84,472
10	0.6546	0.6381	0.0165	2.6%	0.0057	0.9%	44%	False	False	46,923
20	0.6547	0.6381	0.0166	2.6%	0.0057	0.9%	44%	False	False	23,697
40	0.6851	0.6381	0.0470	7.3%	0.0062	1.0%	15%	False	False	12,018
60	0.6928	0.6381	0.0547	8.5%	0.0062	1.0%	13%	False	False	8,064
80	0.6928	0.6381	0.0547	8.5%	0.0056	0.9%	13%	False	False	6,054
100	0.6928	0.6381	0.0547	8.5%	0.0050	0.8%	13%	False	False	4,844
120	0.6928	0.6381	0.0547	8.5%	0.0046	0.7%	13%	False	False	4,037

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6703
2.618	0.6623
1.618	0.6574
1.000	0.6544
0.618	0.6525
HIGH	0.6495
0.618	0.6476
0.500	0.6470
0.382	0.6464
LOW	0.6446
0.618	0.6415
1.000	0.6397
1.618	0.6366
2.618	0.6317
4.250	0.6237

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	0.6470	0.6452
PP	0.6465	0.6450
S1	0.6459	0.6448

Download as Excel Spreadsheet

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

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