CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	0.6347	0.6382	0.0035	0.6%	0.6326
High	0.6395	0.6385	-0.0010	-0.1%	0.6412
Low	0.6343	0.6325	-0.0018	-0.3%	0.6281
Close	0.6386	0.6352	-0.0034	-0.5%	0.6346
Range	0.0052	0.0061	0.0009	16.3%	0.0131
ATR	0.0061	0.0061	0.0000	0.1%	0.0000
Volume	84,295	117,285	32,990	39.1%	552,083

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6535	0.6504	0.6385
R3	0.6475	0.6444	0.6369
R2	0.6414	0.6414	0.6363
R1	0.6383	0.6383	0.6358	0.6369
PP	0.6354	0.6354	0.6354	0.6347
S1	0.6323	0.6323	0.6346	0.6308
S2	0.6293	0.6293	0.6341
S3	0.6233	0.6262	0.6335
S4	0.6172	0.6202	0.6319

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%	0.0063	1.0%	55%	False	False	114,662
10	0.6412	0.6281	0.0131	2.1%	0.0058	0.9%	55%	False	False	102,253
20	0.6461	0.6281	0.0181	2.8%	0.0061	1.0%	40%	False	False	104,780
40	0.6531	0.6281	0.0250	3.9%	0.0059	0.9%	29%	False	False	99,382
60	0.6642	0.6281	0.0362	5.7%	0.0060	0.9%	20%	False	False	66,698
80	0.6928	0.6281	0.0647	10.2%	0.0062	1.0%	11%	False	False	50,085
100	0.6928	0.6281	0.0647	10.2%	0.0061	1.0%	11%	False	False	40,089
120	0.6928	0.6281	0.0647	10.2%	0.0056	0.9%	11%	False	False	33,409

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6642
2.618	0.6543
1.618	0.6483
1.000	0.6446
0.618	0.6422
HIGH	0.6385
0.618	0.6362
0.500	0.6355
0.382	0.6348
LOW	0.6325
0.618	0.6287
1.000	0.6264
1.618	0.6227
2.618	0.6166
4.250	0.6067

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	0.6355	0.6360
PP	0.6354	0.6357
S1	0.6353	0.6355

Download as Excel Spreadsheet

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

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