CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	0.6457	0.6474	0.0017	0.3%	0.6405
High	0.6494	0.6531	0.0037	0.6%	0.6495
Low	0.6448	0.6459	0.0012	0.2%	0.6402
Close	0.6476	0.6491	0.0015	0.2%	0.6454
Range	0.0047	0.0072	0.0025	53.8%	0.0093
ATR	0.0056	0.0057	0.0001	2.0%	0.0000
Volume	97,368	120,200	22,832	23.4%	422,361

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6708	0.6671	0.6530
R3	0.6636	0.6599	0.6510
R2	0.6565	0.6565	0.6504
R1	0.6528	0.6528	0.6497	0.6546
PP	0.6493	0.6493	0.6493	0.6503
S1	0.6456	0.6456	0.6484	0.6475
S2	0.6422	0.6422	0.6477
S3	0.6350	0.6385	0.6471
S4	0.6279	0.6313	0.6451

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	0.6531	0.6437	0.0094	1.4%	0.0048	0.7%	57%	True	False	93,463
10	0.6531	0.6386	0.0145	2.2%	0.0047	0.7%	72%	True	False	72,470
20	0.6547	0.6381	0.0166	2.6%	0.0058	0.9%	66%	False	False	37,766
40	0.6851	0.6381	0.0470	7.2%	0.0062	0.9%	23%	False	False	19,060
60	0.6928	0.6381	0.0547	8.4%	0.0062	0.9%	20%	False	False	12,762
80	0.6928	0.6381	0.0547	8.4%	0.0057	0.9%	20%	False	False	9,581
100	0.6928	0.6381	0.0547	8.4%	0.0051	0.8%	20%	False	False	7,665
120	0.6928	0.6381	0.0547	8.4%	0.0047	0.7%	20%	False	False	6,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6834
2.618	0.6718
1.618	0.6646
1.000	0.6602
0.618	0.6575
HIGH	0.6531
0.618	0.6503
0.500	0.6495
0.382	0.6486
LOW	0.6459
0.618	0.6415
1.000	0.6388
1.618	0.6343
2.618	0.6272
4.250	0.6155

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	0.6495	0.6488
PP	0.6493	0.6486
S1	0.6492	0.6484

Download as Excel Spreadsheet

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

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