CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	0.6468	0.6434	-0.0034	-0.5%	0.6453
High	0.6472	0.6484	0.0013	0.2%	0.6531
Low	0.6404	0.6422	0.0019	0.3%	0.6404
Close	0.6438	0.6461	0.0024	0.4%	0.6461
Range	0.0068	0.0062	-0.0006	-8.8%	0.0127
ATR	0.0059	0.0059	0.0000	0.4%	0.0000
Volume	129,689	106,468	-23,221	-17.9%	518,277

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6642	0.6613	0.6495
R3	0.6580	0.6551	0.6478
R2	0.6518	0.6518	0.6472
R1	0.6489	0.6489	0.6467	0.6504
PP	0.6456	0.6456	0.6456	0.6463
S1	0.6427	0.6427	0.6455	0.6442
S2	0.6394	0.6394	0.6450
S3	0.6332	0.6365	0.6444
S4	0.6270	0.6303	0.6427

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6846	0.6781	0.6531
R3	0.6719	0.6654	0.6496
R2	0.6592	0.6592	0.6484
R1	0.6527	0.6527	0.6473	0.6559
PP	0.6465	0.6465	0.6465	0.6481
S1	0.6400	0.6400	0.6449	0.6432
S2	0.6338	0.6338	0.6438
S3	0.6211	0.6273	0.6426
S4	0.6084	0.6146	0.6391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6531	0.6404	0.0127	2.0%	0.0056	0.9%	45%	False	False	103,655
10	0.6531	0.6402	0.0129	2.0%	0.0052	0.8%	46%	False	False	94,063
20	0.6547	0.6381	0.0166	2.6%	0.0057	0.9%	48%	False	False	49,544
40	0.6769	0.6381	0.0388	6.0%	0.0061	0.9%	21%	False	False	24,953
60	0.6928	0.6381	0.0547	8.5%	0.0062	1.0%	15%	False	False	16,690
80	0.6928	0.6381	0.0547	8.5%	0.0058	0.9%	15%	False	False	12,532
100	0.6928	0.6381	0.0547	8.5%	0.0051	0.8%	15%	False	False	10,026
120	0.6928	0.6381	0.0547	8.5%	0.0048	0.7%	15%	False	False	8,356

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6748
2.618	0.6646
1.618	0.6584
1.000	0.6546
0.618	0.6522
HIGH	0.6484
0.618	0.6460
0.500	0.6453
0.382	0.6446
LOW	0.6422
0.618	0.6384
1.000	0.6360
1.618	0.6322
2.618	0.6260
4.250	0.6159

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	0.6458	0.6467
PP	0.6456	0.6465
S1	0.6453	0.6463

Download as Excel Spreadsheet

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

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