CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	0.6453	0.6457	0.0005	0.1%	0.6405
High	0.6470	0.6494	0.0025	0.4%	0.6495
Low	0.6437	0.6448	0.0011	0.2%	0.6402
Close	0.6454	0.6476	0.0022	0.3%	0.6454
Range	0.0033	0.0047	0.0014	43.1%	0.0093
ATR	0.0056	0.0056	-0.0001	-1.3%	0.0000
Volume	64,552	97,368	32,816	50.8%	422,361

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6612	0.6591	0.6502
R3	0.6566	0.6544	0.6489
R2	0.6519	0.6519	0.6485
R1	0.6498	0.6498	0.6480	0.6508
PP	0.6473	0.6473	0.6473	0.6478
S1	0.6451	0.6451	0.6472	0.6462
S2	0.6426	0.6426	0.6467
S3	0.6380	0.6405	0.6463
S4	0.6333	0.6358	0.6450

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%	0.0044	0.7%	80%	False	False	100,828
10	0.6495	0.6382	0.0113	1.7%	0.0045	0.7%	84%	False	False	61,251
20	0.6547	0.6381	0.0166	2.6%	0.0057	0.9%	57%	False	False	31,775
40	0.6851	0.6381	0.0470	7.3%	0.0061	0.9%	20%	False	False	16,059
60	0.6928	0.6381	0.0547	8.4%	0.0061	0.9%	17%	False	False	10,760
80	0.6928	0.6381	0.0547	8.4%	0.0057	0.9%	17%	False	False	8,078
100	0.6928	0.6381	0.0547	8.4%	0.0050	0.8%	17%	False	False	6,463
120	0.6928	0.6381	0.0547	8.4%	0.0046	0.7%	17%	False	False	5,386

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6692
2.618	0.6616
1.618	0.6569
1.000	0.6541
0.618	0.6523
HIGH	0.6494
0.618	0.6476
0.500	0.6471
0.382	0.6465
LOW	0.6448
0.618	0.6419
1.000	0.6401
1.618	0.6372
2.618	0.6326
4.250	0.6250

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	0.6474	0.6473
PP	0.6473	0.6469
S1	0.6471	0.6466

Download as Excel Spreadsheet

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

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