CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	0.6347	0.6367	0.0020	0.3%	0.6472
High	0.6375	0.6409	0.0034	0.5%	0.6535
Low	0.6327	0.6367	0.0041	0.6%	0.6392
Close	0.6359	0.6409	0.0050	0.8%	0.6475
Range	0.0049	0.0042	-0.0007	-14.4%	0.0143
ATR	0.0047	0.0047	0.0000	0.4%	0.0000
Volume	35	28	-7	-20.0%	82

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6519	0.6505	0.6431
R3	0.6478	0.6464	0.6420
R2	0.6436	0.6436	0.6416
R1	0.6422	0.6422	0.6412	0.6429
PP	0.6395	0.6395	0.6395	0.6398
S1	0.6381	0.6381	0.6405	0.6388
S2	0.6353	0.6353	0.6401
S3	0.6312	0.6339	0.6397
S4	0.6270	0.6298	0.6386

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6896	0.6829	0.6554
R3	0.6753	0.6686	0.6514
R2	0.6610	0.6610	0.6501
R1	0.6543	0.6543	0.6488	0.6576
PP	0.6467	0.6467	0.6467	0.6484
S1	0.6400	0.6400	0.6462	0.6433
S2	0.6324	0.6324	0.6449
S3	0.6181	0.6257	0.6436
S4	0.6038	0.6114	0.6396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6535	0.6327	0.0208	3.2%	0.0060	0.9%	39%	False	False	39
10	0.6535	0.6327	0.0208	3.2%	0.0050	0.8%	39%	False	False	25
20	0.6550	0.6327	0.0224	3.5%	0.0042	0.7%	37%	False	False	19
40	0.6584	0.6327	0.0257	4.0%	0.0030	0.5%	32%	False	False	12
60	0.6938	0.6327	0.0612	9.5%	0.0024	0.4%	13%	False	False	8
80	0.6938	0.6327	0.0612	9.5%	0.0021	0.3%	13%	False	False	6
100	0.6938	0.6327	0.0612	9.5%	0.0019	0.3%	13%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6585
2.618	0.6517
1.618	0.6476
1.000	0.6450
0.618	0.6434
HIGH	0.6409
0.618	0.6393
0.500	0.6388
0.382	0.6383
LOW	0.6367
0.618	0.6341
1.000	0.6326
1.618	0.6300
2.618	0.6258
4.250	0.6191

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	0.6402	0.6395
PP	0.6395	0.6381
S1	0.6388	0.6368

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

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