CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	0.6375	0.6428	0.0053	0.8%	0.6453
High	0.6431	0.6450	0.0019	0.3%	0.6463
Low	0.6359	0.6407	0.0048	0.8%	0.6303
Close	0.6428	0.6440	0.0012	0.2%	0.6412
Range	0.0072	0.0043	-0.0030	-41.0%	0.0160
ATR	0.0066	0.0064	-0.0002	-2.5%	0.0000
Volume	92,241	105,511	13,270	14.4%	663,674

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6560	0.6542	0.6463
R3	0.6517	0.6500	0.6452
R2	0.6475	0.6475	0.6448
R1	0.6457	0.6457	0.6444	0.6466
PP	0.6432	0.6432	0.6432	0.6437
S1	0.6415	0.6415	0.6436	0.6424
S2	0.6390	0.6390	0.6432
S3	0.6347	0.6372	0.6428
S4	0.6305	0.6330	0.6417

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	0.6450	0.6304	0.0146	2.3%	0.0063	1.0%	93%	True	False	116,312
10	0.6519	0.6303	0.0216	3.3%	0.0072	1.1%	64%	False	False	131,781
20	0.6531	0.6303	0.0228	3.5%	0.0062	1.0%	60%	False	False	117,644
40	0.6547	0.6303	0.0244	3.8%	0.0061	0.9%	56%	False	False	62,145
60	0.6877	0.6303	0.0574	8.9%	0.0062	1.0%	24%	False	False	41,530
80	0.6928	0.6303	0.0625	9.7%	0.0062	1.0%	22%	False	False	31,185
100	0.6928	0.6303	0.0625	9.7%	0.0056	0.9%	22%	False	False	24,950
120	0.6928	0.6303	0.0625	9.7%	0.0051	0.8%	22%	False	False	20,792

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	0.0012
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6630
2.618	0.6561
1.618	0.6518
1.000	0.6492
0.618	0.6476
HIGH	0.6450
0.618	0.6433
0.500	0.6428
0.382	0.6423
LOW	0.6407
0.618	0.6381
1.000	0.6365
1.618	0.6338
2.618	0.6296
4.250	0.6226

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	0.6436	0.6423
PP	0.6432	0.6406
S1	0.6428	0.6389

Download as Excel Spreadsheet

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

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