CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	0.6434	0.6461	0.0027	0.4%	0.6453
High	0.6484	0.6465	-0.0019	-0.3%	0.6531
Low	0.6422	0.6423	0.0001	0.0%	0.6404
Close	0.6461	0.6439	-0.0022	-0.3%	0.6461
Range	0.0062	0.0042	-0.0020	-32.3%	0.0127
ATR	0.0059	0.0058	-0.0001	-2.1%	0.0000
Volume	106,468	80,688	-25,780	-24.2%	518,277

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6568	0.6546	0.6462
R3	0.6526	0.6504	0.6451
R2	0.6484	0.6484	0.6447
R1	0.6462	0.6462	0.6443	0.6452
PP	0.6442	0.6442	0.6442	0.6438
S1	0.6420	0.6420	0.6435	0.6410
S2	0.6400	0.6400	0.6431
S3	0.6358	0.6378	0.6427
S4	0.6316	0.6336	0.6416

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%	0.0058	0.9%	28%	False	False	106,882
10	0.6531	0.6402	0.0129	2.0%	0.0050	0.8%	29%	False	False	100,086
20	0.6547	0.6381	0.0166	2.6%	0.0056	0.9%	35%	False	False	53,560
40	0.6769	0.6381	0.0388	6.0%	0.0060	0.9%	15%	False	False	26,960
60	0.6928	0.6381	0.0547	8.5%	0.0062	1.0%	11%	False	False	18,028
80	0.6928	0.6381	0.0547	8.5%	0.0059	0.9%	11%	False	False	13,541
100	0.6928	0.6381	0.0547	8.5%	0.0051	0.8%	11%	False	False	10,833
120	0.6928	0.6381	0.0547	8.5%	0.0048	0.7%	11%	False	False	9,028

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6644
2.618	0.6575
1.618	0.6533
1.000	0.6507
0.618	0.6491
HIGH	0.6465
0.618	0.6449
0.500	0.6444
0.382	0.6439
LOW	0.6423
0.618	0.6397
1.000	0.6381
1.618	0.6355
2.618	0.6313
4.250	0.6245

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	0.6444	0.6444
PP	0.6442	0.6442
S1	0.6441	0.6441

Download as Excel Spreadsheet

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

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