CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	0.6453	0.6381	-0.0072	-1.1%	0.6461
High	0.6463	0.6384	-0.0079	-1.2%	0.6519
Low	0.6379	0.6303	-0.0076	-1.2%	0.6349
Close	0.6383	0.6322	-0.0061	-1.0%	0.6455
Range	0.0084	0.0081	-0.0003	-3.6%	0.0170
ATR	0.0064	0.0065	0.0001	1.9%	0.0000
Volume	122,168	157,695	35,527	29.1%	630,969

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6578	0.6530	0.6366
R3	0.6497	0.6450	0.6344
R2	0.6417	0.6417	0.6336
R1	0.6369	0.6369	0.6329	0.6353
PP	0.6336	0.6336	0.6336	0.6328
S1	0.6289	0.6289	0.6314	0.6272
S2	0.6256	0.6256	0.6307
S3	0.6175	0.6208	0.6299
S4	0.6095	0.6128	0.6277

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	0.6303	0.0216	3.4%	0.0082	1.3%	9%	False	True	147,250
10	0.6531	0.6303	0.0228	3.6%	0.0070	1.1%	8%	False	True	126,718
20	0.6531	0.6303	0.0228	3.6%	0.0057	0.9%	8%	False	True	93,985
40	0.6642	0.6303	0.0339	5.4%	0.0060	1.0%	5%	False	True	47,657
60	0.6928	0.6303	0.0625	9.9%	0.0063	1.0%	3%	False	True	31,853
80	0.6928	0.6303	0.0625	9.9%	0.0061	1.0%	3%	False	True	23,917
100	0.6928	0.6303	0.0625	9.9%	0.0055	0.9%	3%	False	True	19,135
120	0.6928	0.6303	0.0625	9.9%	0.0050	0.8%	3%	False	True	15,946

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6726
2.618	0.6594
1.618	0.6514
1.000	0.6464
0.618	0.6433
HIGH	0.6384
0.618	0.6353
0.500	0.6343
0.382	0.6334
LOW	0.6303
0.618	0.6253
1.000	0.6223
1.618	0.6173
2.618	0.6092
4.250	0.5961

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	0.6343	0.6411
PP	0.6336	0.6381
S1	0.6329	0.6351

Download as Excel Spreadsheet

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

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