CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	0.6343	0.6386	0.0043	0.7%	0.6453
High	0.6394	0.6417	0.0023	0.4%	0.6463
Low	0.6341	0.6329	-0.0012	-0.2%	0.6303
Close	0.6388	0.6412	0.0024	0.4%	0.6412
Range	0.0054	0.0089	0.0035	65.4%	0.0160
ATR	0.0064	0.0065	0.0002	2.8%	0.0000
Volume	108,516	139,792	31,276	28.8%	663,674

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6651	0.6620	0.6461
R3	0.6563	0.6532	0.6436
R2	0.6474	0.6474	0.6428
R1	0.6443	0.6443	0.6420	0.6459
PP	0.6386	0.6386	0.6386	0.6394
S1	0.6355	0.6355	0.6404	0.6370
S2	0.6297	0.6297	0.6396
S3	0.6209	0.6266	0.6388
S4	0.6120	0.6178	0.6363

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6871	0.6801	0.6500
R3	0.6712	0.6642	0.6456
R2	0.6552	0.6552	0.6441
R1	0.6482	0.6482	0.6427	0.6437
PP	0.6393	0.6393	0.6393	0.6370
S1	0.6323	0.6323	0.6397	0.6278
S2	0.6233	0.6233	0.6383
S3	0.6074	0.6163	0.6368
S4	0.5914	0.6004	0.6324

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6463	0.6303	0.0160	2.5%	0.0072	1.1%	68%	False	False	132,734
10	0.6519	0.6303	0.0216	3.4%	0.0069	1.1%	51%	False	False	129,464
20	0.6531	0.6303	0.0228	3.5%	0.0061	0.9%	48%	False	False	111,764
40	0.6561	0.6303	0.0258	4.0%	0.0060	0.9%	42%	False	False	57,225
60	0.6928	0.6303	0.0625	9.7%	0.0062	1.0%	17%	False	False	38,240
80	0.6928	0.6303	0.0625	9.7%	0.0063	1.0%	17%	False	False	28,714
100	0.6928	0.6303	0.0625	9.7%	0.0055	0.9%	17%	False	False	22,973
120	0.6928	0.6303	0.0625	9.7%	0.0050	0.8%	17%	False	False	19,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.6793
2.618	0.6649
1.618	0.6560
1.000	0.6506
0.618	0.6472
HIGH	0.6417
0.618	0.6383
0.500	0.6373
0.382	0.6362
LOW	0.6329
0.618	0.6274
1.000	0.6240
1.618	0.6185
2.618	0.6097
4.250	0.5952

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	0.6399	0.6395
PP	0.6386	0.6378
S1	0.6373	0.6360

Download as Excel Spreadsheet

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

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