CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	0.6340	0.6326	-0.0014	-0.2%	0.6316
High	0.6342	0.6362	0.0020	0.3%	0.6407
Low	0.6310	0.6301	-0.0009	-0.1%	0.6309
Close	0.6327	0.6357	0.0030	0.5%	0.6327
Range	0.0033	0.0061	0.0028	86.2%	0.0098
ATR	0.0061	0.0061	0.0000	-0.1%	0.0000
Volume	68,612	89,799	21,187	30.9%	448,698

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6521	0.6499	0.6390
R3	0.6461	0.6439	0.6373
R2	0.6400	0.6400	0.6368
R1	0.6378	0.6378	0.6362	0.6389
PP	0.6340	0.6340	0.6340	0.6345
S1	0.6318	0.6318	0.6351	0.6329
S2	0.6279	0.6279	0.6345
S3	0.6219	0.6257	0.6340
S4	0.6158	0.6197	0.6323

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	0.6301	0.0106	1.7%	0.0053	0.8%	53%	False	True	92,718
10	0.6461	0.6301	0.0160	2.5%	0.0058	0.9%	35%	False	True	95,569
20	0.6519	0.6301	0.0218	3.4%	0.0065	1.0%	26%	False	True	113,094
40	0.6547	0.6301	0.0246	3.9%	0.0061	1.0%	23%	False	True	83,327
60	0.6769	0.6301	0.0468	7.4%	0.0061	1.0%	12%	False	True	55,671
80	0.6928	0.6301	0.0627	9.9%	0.0063	1.0%	9%	False	True	41,794
100	0.6928	0.6301	0.0627	9.9%	0.0060	0.9%	9%	False	True	33,451
120	0.6928	0.6301	0.0627	9.9%	0.0054	0.8%	9%	False	True	27,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6619
2.618	0.6520
1.618	0.6459
1.000	0.6422
0.618	0.6399
HIGH	0.6362
0.618	0.6338
0.500	0.6331
0.382	0.6324
LOW	0.6301
0.618	0.6264
1.000	0.6241
1.618	0.6203
2.618	0.6143
4.250	0.6044

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	0.6348	0.6349
PP	0.6340	0.6342
S1	0.6331	0.6335

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols