CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	0.6320	0.6333	0.0014	0.2%	0.6326
High	0.6342	0.6379	0.0037	0.6%	0.6412
Low	0.6281	0.6333	0.0053	0.8%	0.6281
Close	0.6339	0.6346	0.0007	0.1%	0.6346
Range	0.0062	0.0046	-0.0016	-25.2%	0.0131
ATR	0.0063	0.0061	-0.0001	-1.9%	0.0000
Volume	156,972	95,858	-61,114	-38.9%	552,083

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6491	0.6464	0.6371
R3	0.6445	0.6418	0.6358
R2	0.6399	0.6399	0.6354
R1	0.6372	0.6372	0.6350	0.6385
PP	0.6353	0.6353	0.6353	0.6359
S1	0.6326	0.6326	0.6341	0.6339
S2	0.6307	0.6307	0.6337
S3	0.6261	0.6280	0.6333
S4	0.6215	0.6234	0.6320

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6739	0.6673	0.6418
R3	0.6608	0.6542	0.6382
R2	0.6477	0.6477	0.6370
R1	0.6411	0.6411	0.6358	0.6444
PP	0.6346	0.6346	0.6346	0.6362
S1	0.6280	0.6280	0.6333	0.6313
S2	0.6215	0.6215	0.6321
S3	0.6084	0.6149	0.6309
S4	0.5953	0.6018	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%	0.0062	1.0%	50%	False	False	110,416
10	0.6412	0.6281	0.0131	2.1%	0.0056	0.9%	50%	False	False	100,078
20	0.6463	0.6281	0.0182	2.9%	0.0063	1.0%	36%	False	False	108,694
40	0.6546	0.6281	0.0266	4.2%	0.0061	1.0%	24%	False	False	94,809
60	0.6642	0.6281	0.0362	5.7%	0.0060	0.9%	18%	False	False	63,352
80	0.6928	0.6281	0.0647	10.2%	0.0063	1.0%	10%	False	False	47,569
100	0.6928	0.6281	0.0647	10.2%	0.0061	1.0%	10%	False	False	38,074
120	0.6928	0.6281	0.0647	10.2%	0.0055	0.9%	10%	False	False	31,729

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6575
2.618	0.6499
1.618	0.6453
1.000	0.6425
0.618	0.6407
HIGH	0.6379
0.618	0.6361
0.500	0.6356
0.382	0.6351
LOW	0.6333
0.618	0.6305
1.000	0.6287
1.618	0.6259
2.618	0.6213
4.250	0.6138

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	0.6356	0.6346
PP	0.6353	0.6346
S1	0.6349	0.6346

Download as Excel Spreadsheet

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

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