CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	0.6428	0.6447	0.0019	0.3%	0.6453
High	0.6450	0.6461	0.0012	0.2%	0.6463
Low	0.6407	0.6404	-0.0003	0.0%	0.6303
Close	0.6440	0.6422	-0.0018	-0.3%	0.6412
Range	0.0043	0.0057	0.0015	34.1%	0.0160
ATR	0.0064	0.0064	-0.0001	-0.8%	0.0000
Volume	105,511	87,764	-17,747	-16.8%	663,674

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6600	0.6568	0.6453
R3	0.6543	0.6511	0.6438
R2	0.6486	0.6486	0.6432
R1	0.6454	0.6454	0.6427	0.6442
PP	0.6429	0.6429	0.6429	0.6423
S1	0.6397	0.6397	0.6417	0.6385
S2	0.6372	0.6372	0.6412
S3	0.6315	0.6340	0.6406
S4	0.6258	0.6283	0.6391

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	0.6461	0.6329	0.0133	2.1%	0.0063	1.0%	71%	True	False	106,764
10	0.6519	0.6303	0.0216	3.4%	0.0070	1.1%	55%	False	False	126,674
20	0.6531	0.6303	0.0228	3.5%	0.0062	1.0%	52%	False	False	114,181
40	0.6547	0.6303	0.0244	3.8%	0.0061	0.9%	49%	False	False	64,334
60	0.6877	0.6303	0.0574	8.9%	0.0062	1.0%	21%	False	False	42,991
80	0.6928	0.6303	0.0625	9.7%	0.0063	1.0%	19%	False	False	32,279
100	0.6928	0.6303	0.0625	9.7%	0.0057	0.9%	19%	False	False	25,828
120	0.6928	0.6303	0.0625	9.7%	0.0051	0.8%	19%	False	False	21,523

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6703
2.618	0.6610
1.618	0.6553
1.000	0.6518
0.618	0.6496
HIGH	0.6461
0.618	0.6439
0.500	0.6433
0.382	0.6426
LOW	0.6404
0.618	0.6369
1.000	0.6347
1.618	0.6312
2.618	0.6255
4.250	0.6162

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	0.6433	0.6418
PP	0.6429	0.6414
S1	0.6426	0.6410

Download as Excel Spreadsheet

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

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