CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	0.6431	0.6330	-0.0101	-1.6%	0.6375
High	0.6446	0.6349	-0.0097	-1.5%	0.6461
Low	0.6323	0.6301	-0.0022	-0.3%	0.6301
Close	0.6327	0.6313	-0.0014	-0.2%	0.6313
Range	0.0124	0.0048	-0.0076	-61.1%	0.0160
ATR	0.0068	0.0066	-0.0001	-2.1%	0.0000
Volume	107,066	116,852	9,786	9.1%	509,434

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6465	0.6437	0.6339
R3	0.6417	0.6389	0.6326
R2	0.6369	0.6369	0.6321
R1	0.6341	0.6341	0.6317	0.6331
PP	0.6321	0.6321	0.6321	0.6316
S1	0.6293	0.6293	0.6308	0.6283
S2	0.6273	0.6273	0.6304
S3	0.6225	0.6245	0.6299
S4	0.6177	0.6197	0.6286

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6838	0.6735	0.6401
R3	0.6678	0.6575	0.6357
R2	0.6518	0.6518	0.6342
R1	0.6415	0.6415	0.6327	0.6387
PP	0.6358	0.6358	0.6358	0.6344
S1	0.6255	0.6255	0.6298	0.6227
S2	0.6198	0.6198	0.6283
S3	0.6038	0.6095	0.6269
S4	0.5878	0.5935	0.6225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6461	0.6301	0.0160	2.5%	0.0069	1.1%	7%	False	True	101,886
10	0.6463	0.6301	0.0162	2.6%	0.0071	1.1%	7%	False	True	117,310
20	0.6531	0.6301	0.0230	3.6%	0.0066	1.0%	5%	False	True	116,117
40	0.6547	0.6301	0.0246	3.9%	0.0061	1.0%	5%	False	True	69,907
60	0.6851	0.6301	0.0550	8.7%	0.0063	1.0%	2%	False	True	46,717
80	0.6928	0.6301	0.0627	9.9%	0.0063	1.0%	2%	False	True	35,077
100	0.6928	0.6301	0.0627	9.9%	0.0058	0.9%	2%	False	True	28,067
120	0.6928	0.6301	0.0627	9.9%	0.0052	0.8%	2%	False	True	23,389

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6553
2.618	0.6475
1.618	0.6427
1.000	0.6397
0.618	0.6379
HIGH	0.6349
0.618	0.6331
0.500	0.6325
0.382	0.6319
LOW	0.6301
0.618	0.6271
1.000	0.6253
1.618	0.6223
2.618	0.6175
4.250	0.6097

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	0.6325	0.6381
PP	0.6321	0.6358
S1	0.6317	0.6335

Download as Excel Spreadsheet

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

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