CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	0.6330	0.6316	-0.0014	-0.2%	0.6375
High	0.6349	0.6360	0.0011	0.2%	0.6461
Low	0.6301	0.6314	0.0013	0.2%	0.6301
Close	0.6313	0.6355	0.0043	0.7%	0.6313
Range	0.0048	0.0046	-0.0003	-5.2%	0.0160
ATR	0.0066	0.0065	-0.0001	-2.1%	0.0000
Volume	116,852	74,905	-41,947	-35.9%	509,434

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6479	0.6463	0.6380
R3	0.6434	0.6417	0.6368
R2	0.6388	0.6388	0.6363
R1	0.6372	0.6372	0.6359	0.6380
PP	0.6343	0.6343	0.6343	0.6347
S1	0.6326	0.6326	0.6351	0.6335
S2	0.6297	0.6297	0.6347
S3	0.6252	0.6281	0.6342
S4	0.6206	0.6235	0.6330

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%	0.0063	1.0%	34%	False	False	98,419
10	0.6461	0.6301	0.0160	2.5%	0.0067	1.0%	34%	False	False	112,584
20	0.6531	0.6301	0.0230	3.6%	0.0067	1.0%	24%	False	False	116,635
40	0.6547	0.6301	0.0246	3.9%	0.0061	1.0%	22%	False	False	71,776
60	0.6851	0.6301	0.0550	8.7%	0.0063	1.0%	10%	False	False	47,964
80	0.6928	0.6301	0.0627	9.9%	0.0063	1.0%	9%	False	False	36,013
100	0.6928	0.6301	0.0627	9.9%	0.0059	0.9%	9%	False	False	28,816
120	0.6928	0.6301	0.0627	9.9%	0.0053	0.8%	9%	False	False	24,013

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6553
2.618	0.6479
1.618	0.6433
1.000	0.6405
0.618	0.6388
HIGH	0.6360
0.618	0.6342
0.500	0.6337
0.382	0.6331
LOW	0.6314
0.618	0.6286
1.000	0.6269
1.618	0.6240
2.618	0.6195
4.250	0.6121

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	0.6349	0.6374
PP	0.6343	0.6367
S1	0.6337	0.6361

Download as Excel Spreadsheet

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

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