CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	0.6461	0.6443	-0.0018	-0.3%	0.6453
High	0.6465	0.6449	-0.0016	-0.2%	0.6531
Low	0.6423	0.6406	-0.0018	-0.3%	0.6404
Close	0.6439	0.6412	-0.0027	-0.4%	0.6461
Range	0.0042	0.0044	0.0002	3.6%	0.0127
ATR	0.0058	0.0057	-0.0001	-1.8%	0.0000
Volume	80,688	93,892	13,204	16.4%	518,277

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6553	0.6526	0.6436
R3	0.6509	0.6482	0.6424
R2	0.6466	0.6466	0.6420
R1	0.6439	0.6439	0.6416	0.6431
PP	0.6422	0.6422	0.6422	0.6418
S1	0.6395	0.6395	0.6408	0.6387
S2	0.6379	0.6379	0.6404
S3	0.6335	0.6352	0.6400
S4	0.6292	0.6308	0.6388

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%	0.0057	0.9%	7%	False	False	106,187
10	0.6531	0.6402	0.0129	2.0%	0.0051	0.8%	8%	False	False	103,508
20	0.6547	0.6381	0.0166	2.6%	0.0057	0.9%	19%	False	False	58,220
40	0.6753	0.6381	0.0372	5.8%	0.0059	0.9%	8%	False	False	29,303
60	0.6928	0.6381	0.0547	8.5%	0.0061	1.0%	6%	False	False	19,591
80	0.6928	0.6381	0.0547	8.5%	0.0059	0.9%	6%	False	False	14,714
100	0.6928	0.6381	0.0547	8.5%	0.0051	0.8%	6%	False	False	11,772
120	0.6928	0.6381	0.0547	8.5%	0.0048	0.7%	6%	False	False	9,810

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6634
2.618	0.6563
1.618	0.6519
1.000	0.6493
0.618	0.6476
HIGH	0.6449
0.618	0.6432
0.500	0.6427
0.382	0.6422
LOW	0.6406
0.618	0.6379
1.000	0.6362
1.618	0.6335
2.618	0.6292
4.250	0.6221

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	0.6427	0.6445
PP	0.6422	0.6434
S1	0.6417	0.6423

Download as Excel Spreadsheet

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

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