CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	0.6316	0.6356	0.0040	0.6%	0.6375
High	0.6360	0.6394	0.0034	0.5%	0.6461
Low	0.6314	0.6349	0.0035	0.6%	0.6301
Close	0.6355	0.6372	0.0017	0.3%	0.6313
Range	0.0046	0.0045	-0.0001	-2.2%	0.0160
ATR	0.0065	0.0064	-0.0001	-2.3%	0.0000
Volume	74,905	104,920	30,015	40.1%	509,434

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6505	0.6483	0.6396
R3	0.6461	0.6439	0.6384
R2	0.6416	0.6416	0.6380
R1	0.6394	0.6394	0.6376	0.6405
PP	0.6372	0.6372	0.6372	0.6377
S1	0.6350	0.6350	0.6368	0.6361
S2	0.6327	0.6327	0.6364
S3	0.6283	0.6305	0.6360
S4	0.6238	0.6261	0.6348

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%	0.0064	1.0%	44%	False	False	98,301
10	0.6461	0.6301	0.0160	2.5%	0.0063	1.0%	44%	False	False	107,307
20	0.6531	0.6301	0.0230	3.6%	0.0066	1.0%	31%	False	False	117,012
40	0.6547	0.6301	0.0246	3.9%	0.0062	1.0%	29%	False	False	74,394
60	0.6851	0.6301	0.0550	8.6%	0.0063	1.0%	13%	False	False	49,710
80	0.6928	0.6301	0.0627	9.8%	0.0062	1.0%	11%	False	False	37,323
100	0.6928	0.6301	0.0627	9.8%	0.0059	0.9%	11%	False	False	29,865
120	0.6928	0.6301	0.0627	9.8%	0.0053	0.8%	11%	False	False	24,888

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6583
2.618	0.6510
1.618	0.6466
1.000	0.6438
0.618	0.6421
HIGH	0.6394
0.618	0.6377
0.500	0.6371
0.382	0.6366
LOW	0.6349
0.618	0.6321
1.000	0.6305
1.618	0.6277
2.618	0.6232
4.250	0.6160

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	0.6372	0.6364
PP	0.6372	0.6356
S1	0.6371	0.6347

Download as Excel Spreadsheet

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

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