CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	0.6380	0.6349	-0.0031	-0.5%	0.6375
High	0.6407	0.6370	-0.0037	-0.6%	0.6461
Low	0.6342	0.6309	-0.0033	-0.5%	0.6301
Close	0.6351	0.6341	-0.0010	-0.2%	0.6313
Range	0.0065	0.0061	-0.0004	-6.2%	0.0160
ATR	0.0064	0.0064	0.0000	-0.3%	0.0000
Volume	88,634	111,627	22,993	25.9%	509,434

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6523	0.6493	0.6374
R3	0.6462	0.6432	0.6357
R2	0.6401	0.6401	0.6352
R1	0.6371	0.6371	0.6346	0.6355
PP	0.6340	0.6340	0.6340	0.6332
S1	0.6310	0.6310	0.6335	0.6294
S2	0.6279	0.6279	0.6329
S3	0.6218	0.6249	0.6324
S4	0.6157	0.6188	0.6307

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	0.6407	0.6301	0.0106	1.7%	0.0053	0.8%	37%	False	False	99,387
10	0.6461	0.6301	0.0160	2.5%	0.0065	1.0%	25%	False	False	102,931
20	0.6519	0.6301	0.0218	3.4%	0.0066	1.0%	18%	False	False	114,531
40	0.6547	0.6301	0.0246	3.9%	0.0062	1.0%	16%	False	False	79,385
60	0.6851	0.6301	0.0550	8.7%	0.0063	1.0%	7%	False	False	53,041
80	0.6928	0.6301	0.0627	9.9%	0.0063	1.0%	6%	False	False	39,824
100	0.6928	0.6301	0.0627	9.9%	0.0059	0.9%	6%	False	False	31,868
120	0.6928	0.6301	0.0627	9.9%	0.0053	0.8%	6%	False	False	26,557

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6629
2.618	0.6529
1.618	0.6468
1.000	0.6431
0.618	0.6407
HIGH	0.6370
0.618	0.6346
0.500	0.6339
0.382	0.6332
LOW	0.6309
0.618	0.6271
1.000	0.6248
1.618	0.6210
2.618	0.6149
4.250	0.6049

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	0.6340	0.6358
PP	0.6340	0.6352
S1	0.6339	0.6346

Download as Excel Spreadsheet

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

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