CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	0.6490	0.6452	-0.0038	-0.6%	0.6490
High	0.6490	0.6504	0.0014	0.2%	0.6550
Low	0.6438	0.6446	0.0008	0.1%	0.6438
Close	0.6457	0.6482	0.0025	0.4%	0.6482
Range	0.0052	0.0059	0.0007	12.5%	0.0112
ATR	0.0036	0.0037	0.0002	4.6%	0.0000
Volume	17	19	2	11.8%	75

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6653	0.6626	0.6514
R3	0.6594	0.6567	0.6498
R2	0.6536	0.6536	0.6492
R1	0.6509	0.6509	0.6487	0.6522
PP	0.6477	0.6477	0.6477	0.6484
S1	0.6450	0.6450	0.6476	0.6464
S2	0.6419	0.6419	0.6471
S3	0.6360	0.6392	0.6465
S4	0.6302	0.6333	0.6449

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6826	0.6766	0.6543
R3	0.6714	0.6654	0.6512
R2	0.6602	0.6602	0.6502
R1	0.6542	0.6542	0.6492	0.6516
PP	0.6490	0.6490	0.6490	0.6477
S1	0.6430	0.6430	0.6471	0.6404
S2	0.6378	0.6378	0.6461
S3	0.6266	0.6318	0.6451
S4	0.6154	0.6206	0.6420

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6550	0.6438	0.0112	1.7%	0.0045	0.7%	39%	False	False	15
10	0.6550	0.6438	0.0112	1.7%	0.0038	0.6%	39%	False	False	16
20	0.6550	0.6416	0.0135	2.1%	0.0029	0.4%	49%	False	False	8
40	0.6766	0.6416	0.0350	5.4%	0.0024	0.4%	19%	False	False	6
60	0.6938	0.6416	0.0523	8.1%	0.0019	0.3%	13%	False	False	4
80	0.6938	0.6416	0.0523	8.1%	0.0017	0.3%	13%	False	False	3
100	0.6938	0.6416	0.0523	8.1%	0.0015	0.2%	13%	False	False	3

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6753
2.618	0.6657
1.618	0.6599
1.000	0.6563
0.618	0.6540
HIGH	0.6504
0.618	0.6482
0.500	0.6475
0.382	0.6468
LOW	0.6446
0.618	0.6409
1.000	0.6387
1.618	0.6351
2.618	0.6292
4.250	0.6197

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	0.6479	0.6494
PP	0.6477	0.6490
S1	0.6475	0.6486

Download as Excel Spreadsheet

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

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