CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	0.6444	0.6453	0.0009	0.1%	0.6461
High	0.6519	0.6463	-0.0056	-0.9%	0.6519
Low	0.6438	0.6379	-0.0059	-0.9%	0.6349
Close	0.6455	0.6383	-0.0073	-1.1%	0.6455
Range	0.0081	0.0084	0.0003	3.7%	0.0170
ATR	0.0062	0.0064	0.0002	2.5%	0.0000
Volume	167,545	122,168	-45,377	-27.1%	630,969

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6659	0.6604	0.6428
R3	0.6575	0.6521	0.6405
R2	0.6492	0.6492	0.6398
R1	0.6437	0.6437	0.6390	0.6423
PP	0.6408	0.6408	0.6408	0.6401
S1	0.6354	0.6354	0.6375	0.6339
S2	0.6325	0.6325	0.6367
S3	0.6241	0.6270	0.6360
S4	0.6158	0.6187	0.6337

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6949	0.6872	0.6548
R3	0.6780	0.6702	0.6502
R2	0.6610	0.6610	0.6486
R1	0.6533	0.6533	0.6471	0.6487
PP	0.6441	0.6441	0.6441	0.6418
S1	0.6363	0.6363	0.6439	0.6317
S2	0.6271	0.6271	0.6424
S3	0.6102	0.6194	0.6408
S4	0.5932	0.6024	0.6362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6519	0.6349	0.0170	2.7%	0.0075	1.2%	20%	False	False	134,489
10	0.6531	0.6349	0.0182	2.8%	0.0066	1.0%	18%	False	False	120,686
20	0.6531	0.6349	0.0182	2.8%	0.0059	0.9%	18%	False	False	86,933
40	0.6642	0.6349	0.0293	4.6%	0.0059	0.9%	11%	False	False	43,727
60	0.6928	0.6349	0.0579	9.1%	0.0062	1.0%	6%	False	False	29,228
80	0.6928	0.6349	0.0579	9.1%	0.0061	1.0%	6%	False	False	21,945
100	0.6928	0.6349	0.0579	9.1%	0.0054	0.8%	6%	False	False	17,558
120	0.6928	0.6349	0.0579	9.1%	0.0050	0.8%	6%	False	False	14,632

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	0.6817
2.618	0.6681
1.618	0.6598
1.000	0.6546
0.618	0.6514
HIGH	0.6463
0.618	0.6431
0.500	0.6421
0.382	0.6411
LOW	0.6379
0.618	0.6327
1.000	0.6296
1.618	0.6244
2.618	0.6160
4.250	0.6024

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	0.6421	0.6440
PP	0.6408	0.6421
S1	0.6395	0.6402

Download as Excel Spreadsheet

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

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