CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	0.6415	0.6370	-0.0046	-0.7%	0.6453
High	0.6428	0.6449	0.0022	0.3%	0.6531
Low	0.6349	0.6362	0.0013	0.2%	0.6404
Close	0.6371	0.6440	0.0069	1.1%	0.6461
Range	0.0079	0.0088	0.0009	11.5%	0.0127
ATR	0.0059	0.0061	0.0002	3.5%	0.0000
Volume	138,832	150,012	11,180	8.1%	518,277

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6679	0.6647	0.6488
R3	0.6592	0.6559	0.6464
R2	0.6504	0.6504	0.6456
R1	0.6472	0.6472	0.6448	0.6488
PP	0.6417	0.6417	0.6417	0.6425
S1	0.6384	0.6384	0.6431	0.6401
S2	0.6329	0.6329	0.6423
S3	0.6242	0.6297	0.6415
S4	0.6154	0.6209	0.6391

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%	0.0063	1.0%	67%	False	False	113,978
10	0.6531	0.6349	0.0182	2.8%	0.0058	0.9%	50%	False	False	108,187
20	0.6546	0.6349	0.0197	3.1%	0.0057	0.9%	46%	False	False	72,580
40	0.6642	0.6349	0.0293	4.6%	0.0058	0.9%	31%	False	False	36,507
60	0.6928	0.6349	0.0579	9.0%	0.0062	1.0%	16%	False	False	24,403
80	0.6928	0.6349	0.0579	9.0%	0.0060	0.9%	16%	False	False	18,325
100	0.6928	0.6349	0.0579	9.0%	0.0052	0.8%	16%	False	False	14,660
120	0.6928	0.6349	0.0579	9.0%	0.0049	0.8%	16%	False	False	12,217

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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.6821
2.618	0.6678
1.618	0.6591
1.000	0.6537
0.618	0.6503
HIGH	0.6449
0.618	0.6416
0.500	0.6405
0.382	0.6395
LOW	0.6362
0.618	0.6307
1.000	0.6274
1.618	0.6220
2.618	0.6132
4.250	0.5990

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	0.6428	0.6426
PP	0.6417	0.6413
S1	0.6405	0.6399

Download as Excel Spreadsheet

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

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