CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	0.6368	0.6320	-0.0049	-0.8%	0.6316
High	0.6412	0.6342	-0.0070	-1.1%	0.6407
Low	0.6317	0.6281	-0.0036	-0.6%	0.6309
Close	0.6320	0.6339	0.0019	0.3%	0.6327
Range	0.0095	0.0062	-0.0034	-35.3%	0.0098
ATR	0.0063	0.0063	0.0000	-0.1%	0.0000
Volume	118,901	156,972	38,071	32.0%	448,698

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6505	0.6484	0.6373
R3	0.6444	0.6422	0.6356
R2	0.6382	0.6382	0.6350
R1	0.6361	0.6361	0.6345	0.6371
PP	0.6321	0.6321	0.6321	0.6326
S1	0.6299	0.6299	0.6333	0.6310
S2	0.6259	0.6259	0.6328
S3	0.6198	0.6238	0.6322
S4	0.6136	0.6176	0.6305

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	0.6281	0.0131	2.1%	0.0059	0.9%	45%	False	True	104,967
10	0.6412	0.6281	0.0131	2.1%	0.0056	0.9%	45%	False	True	102,177
20	0.6519	0.6281	0.0238	3.8%	0.0065	1.0%	25%	False	True	112,278
40	0.6546	0.6281	0.0266	4.2%	0.0061	1.0%	22%	False	True	92,429
60	0.6642	0.6281	0.0362	5.7%	0.0060	0.9%	16%	False	True	61,764
80	0.6928	0.6281	0.0647	10.2%	0.0063	1.0%	9%	False	True	46,372
100	0.6928	0.6281	0.0647	10.2%	0.0061	1.0%	9%	False	True	37,115
120	0.6928	0.6281	0.0647	10.2%	0.0054	0.9%	9%	False	True	30,930

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	0.6603
2.618	0.6503
1.618	0.6442
1.000	0.6404
0.618	0.6380
HIGH	0.6342
0.618	0.6319
0.500	0.6311
0.382	0.6304
LOW	0.6281
0.618	0.6242
1.000	0.6219
1.618	0.6181
2.618	0.6119
4.250	0.6019

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	0.6330	0.6346
PP	0.6321	0.6344
S1	0.6311	0.6341

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

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