CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	0.6452	0.6472	0.0020	0.3%	0.6490
High	0.6504	0.6472	-0.0032	-0.5%	0.6550
Low	0.6446	0.6446	0.0001	0.0%	0.6438
Close	0.6482	0.6460	-0.0022	-0.3%	0.6482
Range	0.0059	0.0026	-0.0033	-55.6%	0.0112
ATR	0.0037	0.0037	0.0000	-0.3%	0.0000
Volume	19	13	-6	-31.6%	75

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6537	0.6524	0.6474
R3	0.6511	0.6498	0.6467
R2	0.6485	0.6485	0.6464
R1	0.6472	0.6472	0.6462	0.6466
PP	0.6459	0.6459	0.6459	0.6456
S1	0.6446	0.6446	0.6457	0.6440
S2	0.6433	0.6433	0.6455
S3	0.6407	0.6420	0.6452
S4	0.6381	0.6394	0.6445

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%	0.0048	0.7%	19%	False	False	17
10	0.6550	0.6438	0.0112	1.7%	0.0036	0.5%	19%	False	False	16
20	0.6550	0.6416	0.0135	2.1%	0.0029	0.5%	33%	False	False	9
40	0.6766	0.6416	0.0350	5.4%	0.0024	0.4%	13%	False	False	6
60	0.6938	0.6416	0.0523	8.1%	0.0019	0.3%	8%	False	False	4
80	0.6938	0.6416	0.0523	8.1%	0.0017	0.3%	8%	False	False	3
100	0.6938	0.6416	0.0523	8.1%	0.0015	0.2%	8%	False	False	3

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6583
2.618	0.6540
1.618	0.6514
1.000	0.6498
0.618	0.6488
HIGH	0.6472
0.618	0.6462
0.500	0.6459
0.382	0.6456
LOW	0.6446
0.618	0.6430
1.000	0.6420
1.618	0.6404
2.618	0.6378
4.250	0.6336

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	0.6459	0.6471
PP	0.6459	0.6467
S1	0.6459	0.6463

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

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