CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	0.6349	0.6340	-0.0009	-0.1%	0.6316
High	0.6370	0.6342	-0.0028	-0.4%	0.6407
Low	0.6309	0.6310	0.0001	0.0%	0.6309
Close	0.6341	0.6327	-0.0014	-0.2%	0.6327
Range	0.0061	0.0033	-0.0029	-46.7%	0.0098
ATR	0.0064	0.0061	-0.0002	-3.5%	0.0000
Volume	111,627	68,612	-43,015	-38.5%	448,698

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6424	0.6408	0.6344
R3	0.6391	0.6375	0.6335
R2	0.6359	0.6359	0.6332
R1	0.6343	0.6343	0.6329	0.6334
PP	0.6326	0.6326	0.6326	0.6322
S1	0.6310	0.6310	0.6324	0.6302
S2	0.6294	0.6294	0.6321
S3	0.6261	0.6278	0.6318
S4	0.6229	0.6245	0.6309

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6641	0.6582	0.6380
R3	0.6543	0.6484	0.6353
R2	0.6445	0.6445	0.6344
R1	0.6386	0.6386	0.6335	0.6416
PP	0.6347	0.6347	0.6347	0.6362
S1	0.6288	0.6288	0.6318	0.6318
S2	0.6249	0.6249	0.6309
S3	0.6151	0.6190	0.6300
S4	0.6053	0.6092	0.6273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6407	0.6309	0.0098	1.5%	0.0050	0.8%	18%	False	False	89,739
10	0.6461	0.6301	0.0160	2.5%	0.0059	0.9%	16%	False	False	95,813
20	0.6519	0.6301	0.0218	3.4%	0.0064	1.0%	12%	False	False	112,638
40	0.6547	0.6301	0.0246	3.9%	0.0061	1.0%	10%	False	False	81,091
60	0.6769	0.6301	0.0468	7.4%	0.0062	1.0%	5%	False	False	54,182
80	0.6928	0.6301	0.0627	9.9%	0.0062	1.0%	4%	False	False	40,677
100	0.6928	0.6301	0.0627	9.9%	0.0059	0.9%	4%	False	False	32,554
120	0.6928	0.6301	0.0627	9.9%	0.0054	0.8%	4%	False	False	27,128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.6480
2.618	0.6427
1.618	0.6395
1.000	0.6375
0.618	0.6362
HIGH	0.6342
0.618	0.6330
0.500	0.6326
0.382	0.6322
LOW	0.6310
0.618	0.6289
1.000	0.6277
1.618	0.6257
2.618	0.6224
4.250	0.6171

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	0.6326	0.6358
PP	0.6326	0.6347
S1	0.6326	0.6337

Download as Excel Spreadsheet

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

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