CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	0.6381	0.6320	-0.0062	-1.0%	0.6461
High	0.6384	0.6360	-0.0024	-0.4%	0.6519
Low	0.6303	0.6304	0.0001	0.0%	0.6349
Close	0.6322	0.6339	0.0017	0.3%	0.6455
Range	0.0081	0.0056	-0.0025	-30.4%	0.0170
ATR	0.0065	0.0064	-0.0001	-1.0%	0.0000
Volume	157,695	135,503	-22,192	-14.1%	630,969

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6502	0.6476	0.6369
R3	0.6446	0.6420	0.6354
R2	0.6390	0.6390	0.6349
R1	0.6364	0.6364	0.6344	0.6377
PP	0.6334	0.6334	0.6334	0.6340
S1	0.6308	0.6308	0.6333	0.6321
S2	0.6278	0.6278	0.6328
S3	0.6222	0.6252	0.6323
S4	0.6166	0.6196	0.6308

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%	0.0078	1.2%	16%	False	False	146,584
10	0.6519	0.6303	0.0216	3.4%	0.0068	1.1%	16%	False	False	128,249
20	0.6531	0.6303	0.0228	3.6%	0.0058	0.9%	16%	False	False	100,359
40	0.6642	0.6303	0.0339	5.3%	0.0060	0.9%	10%	False	False	51,029
60	0.6928	0.6303	0.0625	9.9%	0.0063	1.0%	6%	False	False	34,109
80	0.6928	0.6303	0.0625	9.9%	0.0061	1.0%	6%	False	False	25,610
100	0.6928	0.6303	0.0625	9.9%	0.0055	0.9%	6%	False	False	20,490
120	0.6928	0.6303	0.0625	9.9%	0.0050	0.8%	6%	False	False	17,075

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6598
2.618	0.6506
1.618	0.6450
1.000	0.6416
0.618	0.6394
HIGH	0.6360
0.618	0.6338
0.500	0.6332
0.382	0.6325
LOW	0.6304
0.618	0.6269
1.000	0.6248
1.618	0.6213
2.618	0.6157
4.250	0.6066

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	0.6336	0.6383
PP	0.6334	0.6368
S1	0.6332	0.6353

Download as Excel Spreadsheet

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

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