CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	0.6320	0.6343	0.0024	0.4%	0.6461
High	0.6360	0.6394	0.0035	0.5%	0.6519
Low	0.6304	0.6341	0.0037	0.6%	0.6349
Close	0.6339	0.6388	0.0050	0.8%	0.6455
Range	0.0056	0.0054	-0.0003	-4.5%	0.0170
ATR	0.0064	0.0064	-0.0001	-1.0%	0.0000
Volume	135,503	108,516	-26,987	-19.9%	630,969

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6535	0.6515	0.6417
R3	0.6481	0.6461	0.6403
R2	0.6428	0.6428	0.6398
R1	0.6408	0.6408	0.6393	0.6418
PP	0.6374	0.6374	0.6374	0.6379
S1	0.6354	0.6354	0.6383	0.6364
S2	0.6321	0.6321	0.6378
S3	0.6267	0.6301	0.6373
S4	0.6214	0.6247	0.6359

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%	0.0071	1.1%	39%	False	False	138,285
10	0.6519	0.6303	0.0216	3.4%	0.0067	1.0%	39%	False	False	126,131
20	0.6531	0.6303	0.0228	3.6%	0.0059	0.9%	37%	False	False	105,579
40	0.6642	0.6303	0.0339	5.3%	0.0060	0.9%	25%	False	False	53,736
60	0.6928	0.6303	0.0625	9.8%	0.0062	1.0%	14%	False	False	35,913
80	0.6928	0.6303	0.0625	9.8%	0.0062	1.0%	14%	False	False	26,966
100	0.6928	0.6303	0.0625	9.8%	0.0055	0.9%	14%	False	False	21,575
120	0.6928	0.6303	0.0625	9.8%	0.0049	0.8%	14%	False	False	17,979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6621
2.618	0.6534
1.618	0.6481
1.000	0.6448
0.618	0.6427
HIGH	0.6394
0.618	0.6374
0.500	0.6367
0.382	0.6361
LOW	0.6341
0.618	0.6307
1.000	0.6287
1.618	0.6254
2.618	0.6200
4.250	0.6113

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	0.6381	0.6375
PP	0.6374	0.6362
S1	0.6367	0.6349

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

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