CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	0.6461	0.6453	-0.0009	-0.1%	0.6405
High	0.6495	0.6470	-0.0025	-0.4%	0.6495
Low	0.6446	0.6437	-0.0009	-0.1%	0.6402
Close	0.6454	0.6454	0.0001	0.0%	0.6454
Range	0.0049	0.0033	-0.0017	-33.7%	0.0093
ATR	0.0058	0.0056	-0.0002	-3.2%	0.0000
Volume	100,177	64,552	-35,625	-35.6%	422,361

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6551	0.6535	0.6472
R3	0.6519	0.6503	0.6463
R2	0.6486	0.6486	0.6460
R1	0.6470	0.6470	0.6457	0.6478
PP	0.6454	0.6454	0.6454	0.6458
S1	0.6438	0.6438	0.6451	0.6446
S2	0.6421	0.6421	0.6448
S3	0.6389	0.6405	0.6445
S4	0.6356	0.6373	0.6436

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%	0.0041	0.6%	56%	False	False	93,289
10	0.6504	0.6381	0.0123	1.9%	0.0052	0.8%	60%	False	False	53,180
20	0.6547	0.6381	0.0166	2.6%	0.0056	0.9%	44%	False	False	26,917
40	0.6851	0.6381	0.0470	7.3%	0.0061	0.9%	16%	False	False	13,629
60	0.6928	0.6381	0.0547	8.5%	0.0062	1.0%	13%	False	False	9,139
80	0.6928	0.6381	0.0547	8.5%	0.0057	0.9%	13%	False	False	6,861
100	0.6928	0.6381	0.0547	8.5%	0.0050	0.8%	13%	False	False	5,489
120	0.6928	0.6381	0.0547	8.5%	0.0046	0.7%	13%	False	False	4,575

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6608
2.618	0.6555
1.618	0.6522
1.000	0.6502
0.618	0.6490
HIGH	0.6470
0.618	0.6457
0.500	0.6453
0.382	0.6449
LOW	0.6437
0.618	0.6417
1.000	0.6405
1.618	0.6384
2.618	0.6352
4.250	0.6299

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	0.6454	0.6466
PP	0.6454	0.6462
S1	0.6453	0.6458

Download as Excel Spreadsheet

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

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