CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	0.6333	0.6347	0.0014	0.2%	0.6326
High	0.6379	0.6395	0.0016	0.2%	0.6412
Low	0.6333	0.6343	0.0010	0.2%	0.6281
Close	0.6346	0.6386	0.0041	0.6%	0.6346
Range	0.0046	0.0052	0.0006	13.0%	0.0131
ATR	0.0061	0.0061	-0.0001	-1.1%	0.0000
Volume	95,858	84,295	-11,563	-12.1%	552,083

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6530	0.6510	0.6415
R3	0.6478	0.6458	0.6400
R2	0.6426	0.6426	0.6396
R1	0.6406	0.6406	0.6391	0.6416
PP	0.6374	0.6374	0.6374	0.6379
S1	0.6354	0.6354	0.6381	0.6364
S2	0.6322	0.6322	0.6376
S3	0.6270	0.6302	0.6372
S4	0.6218	0.6250	0.6357

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%	0.0060	0.9%	81%	False	False	109,315
10	0.6412	0.6281	0.0131	2.1%	0.0056	0.9%	81%	False	False	101,017
20	0.6461	0.6281	0.0181	2.8%	0.0062	1.0%	58%	False	False	106,800
40	0.6531	0.6281	0.0250	3.9%	0.0060	0.9%	42%	False	False	96,867
60	0.6642	0.6281	0.0362	5.7%	0.0060	0.9%	29%	False	False	64,751
80	0.6928	0.6281	0.0647	10.1%	0.0062	1.0%	16%	False	False	48,621
100	0.6928	0.6281	0.0647	10.1%	0.0061	1.0%	16%	False	False	38,916
120	0.6928	0.6281	0.0647	10.1%	0.0055	0.9%	16%	False	False	32,431

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6616
2.618	0.6531
1.618	0.6479
1.000	0.6447
0.618	0.6427
HIGH	0.6395
0.618	0.6375
0.500	0.6369
0.382	0.6362
LOW	0.6343
0.618	0.6310
1.000	0.6291
1.618	0.6258
2.618	0.6206
4.250	0.6122

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	0.6380	0.6370
PP	0.6374	0.6354
S1	0.6369	0.6338

Download as Excel Spreadsheet

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

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