CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	0.6356	0.6380	0.0024	0.4%	0.6375
High	0.6394	0.6407	0.0013	0.2%	0.6461
Low	0.6349	0.6342	-0.0008	-0.1%	0.6301
Close	0.6372	0.6351	-0.0022	-0.3%	0.6313
Range	0.0045	0.0065	0.0021	46.1%	0.0160
ATR	0.0064	0.0064	0.0000	0.2%	0.0000
Volume	104,920	88,634	-16,286	-15.5%	509,434

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6561	0.6521	0.6386
R3	0.6496	0.6456	0.6368
R2	0.6431	0.6431	0.6362
R1	0.6391	0.6391	0.6356	0.6379
PP	0.6366	0.6366	0.6366	0.6360
S1	0.6326	0.6326	0.6345	0.6314
S2	0.6301	0.6301	0.6339
S3	0.6236	0.6261	0.6333
S4	0.6171	0.6196	0.6315

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	0.6446	0.6301	0.0145	2.3%	0.0065	1.0%	34%	False	False	98,475
10	0.6461	0.6301	0.0160	2.5%	0.0064	1.0%	31%	False	False	102,620
20	0.6519	0.6301	0.0218	3.4%	0.0066	1.0%	23%	False	False	115,434
40	0.6547	0.6301	0.0246	3.9%	0.0062	1.0%	20%	False	False	76,600
60	0.6851	0.6301	0.0550	8.7%	0.0063	1.0%	9%	False	False	51,185
80	0.6928	0.6301	0.0627	9.9%	0.0063	1.0%	8%	False	False	38,430
100	0.6928	0.6301	0.0627	9.9%	0.0059	0.9%	8%	False	False	30,751
120	0.6928	0.6301	0.0627	9.9%	0.0053	0.8%	8%	False	False	25,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6683
2.618	0.6577
1.618	0.6512
1.000	0.6472
0.618	0.6447
HIGH	0.6407
0.618	0.6382
0.500	0.6374
0.382	0.6366
LOW	0.6342
0.618	0.6301
1.000	0.6277
1.618	0.6236
2.618	0.6171
4.250	0.6065

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	0.6374	0.6360
PP	0.6366	0.6357
S1	0.6358	0.6354

Download as Excel Spreadsheet

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

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