CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	0.6443	0.6415	-0.0028	-0.4%	0.6453
High	0.6449	0.6428	-0.0022	-0.3%	0.6531
Low	0.6406	0.6349	-0.0057	-0.9%	0.6404
Close	0.6412	0.6371	-0.0041	-0.6%	0.6461
Range	0.0044	0.0079	0.0035	80.5%	0.0127
ATR	0.0057	0.0059	0.0002	2.7%	0.0000
Volume	93,892	138,832	44,940	47.9%	518,277

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6618	0.6573	0.6414
R3	0.6540	0.6495	0.6393
R2	0.6461	0.6461	0.6385
R1	0.6416	0.6416	0.6378	0.6399
PP	0.6383	0.6383	0.6383	0.6374
S1	0.6338	0.6338	0.6364	0.6321
S2	0.6304	0.6304	0.6357
S3	0.6226	0.6259	0.6349
S4	0.6147	0.6181	0.6328

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	0.6484	0.6349	0.0135	2.1%	0.0059	0.9%	16%	False	True	109,913
10	0.6531	0.6349	0.0182	2.8%	0.0053	0.8%	12%	False	True	101,688
20	0.6547	0.6349	0.0198	3.1%	0.0057	0.9%	11%	False	True	65,117
40	0.6651	0.6349	0.0302	4.7%	0.0058	0.9%	7%	False	True	32,768
60	0.6928	0.6349	0.0579	9.1%	0.0062	1.0%	4%	False	True	21,904
80	0.6928	0.6349	0.0579	9.1%	0.0059	0.9%	4%	False	True	16,449
100	0.6928	0.6349	0.0579	9.1%	0.0052	0.8%	4%	False	True	13,160
120	0.6928	0.6349	0.0579	9.1%	0.0048	0.8%	4%	False	True	10,967

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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.6761
2.618	0.6633
1.618	0.6555
1.000	0.6506
0.618	0.6476
HIGH	0.6428
0.618	0.6398
0.500	0.6388
0.382	0.6379
LOW	0.6349
0.618	0.6300
1.000	0.6271
1.618	0.6222
2.618	0.6143
4.250	0.6015

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	0.6388	0.6407
PP	0.6383	0.6395
S1	0.6377	0.6383

Download as Excel Spreadsheet

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

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