CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	0.6349	0.6368	0.0020	0.3%	0.6316
High	0.6391	0.6412	0.0021	0.3%	0.6407
Low	0.6345	0.6317	-0.0029	-0.4%	0.6309
Close	0.6369	0.6320	-0.0049	-0.8%	0.6327
Range	0.0046	0.0095	0.0049	106.5%	0.0098
ATR	0.0060	0.0063	0.0002	4.1%	0.0000
Volume	90,553	118,901	28,348	31.3%	448,698

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6634	0.6572	0.6372
R3	0.6539	0.6477	0.6346
R2	0.6444	0.6444	0.6337
R1	0.6382	0.6382	0.6329	0.6366
PP	0.6349	0.6349	0.6349	0.6341
S1	0.6287	0.6287	0.6311	0.6271
S2	0.6254	0.6254	0.6303
S3	0.6159	0.6192	0.6294
S4	0.6064	0.6097	0.6268

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	0.6412	0.6301	0.0111	1.7%	0.0059	0.9%	17%	True	False	95,898
10	0.6446	0.6301	0.0145	2.3%	0.0062	1.0%	13%	False	False	97,186
20	0.6519	0.6301	0.0218	3.4%	0.0066	1.0%	9%	False	False	111,930
40	0.6547	0.6301	0.0246	3.9%	0.0061	1.0%	8%	False	False	88,523
60	0.6651	0.6301	0.0350	5.5%	0.0060	1.0%	5%	False	False	59,156
80	0.6928	0.6301	0.0627	9.9%	0.0063	1.0%	3%	False	False	44,411
100	0.6928	0.6301	0.0627	9.9%	0.0061	1.0%	3%	False	False	35,546
120	0.6928	0.6301	0.0627	9.9%	0.0054	0.9%	3%	False	False	29,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6815
2.618	0.6660
1.618	0.6565
1.000	0.6507
0.618	0.6470
HIGH	0.6412
0.618	0.6375
0.500	0.6364
0.382	0.6353
LOW	0.6317
0.618	0.6258
1.000	0.6222
1.618	0.6163
2.618	0.6068
4.250	0.5913

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	0.6364	0.6356
PP	0.6349	0.6344
S1	0.6335	0.6332

Download as Excel Spreadsheet

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

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