CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	0.6465	0.6475	0.0010	0.2%	0.6470
High	0.6467	0.6479	0.0012	0.2%	0.6470
Low	0.6431	0.6431	0.0000	0.0%	0.6327
Close	0.6462	0.6444	-0.0018	-0.3%	0.6433
Range	0.0037	0.0048	0.0012	31.5%	0.0144
ATR	0.0050	0.0050	0.0000	-0.3%	0.0000
Volume	51	47	-4	-7.8%	232

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6595	0.6568	0.6470
R3	0.6547	0.6520	0.6457
R2	0.6499	0.6499	0.6453
R1	0.6472	0.6472	0.6448	0.6461
PP	0.6451	0.6451	0.6451	0.6446
S1	0.6424	0.6424	0.6440	0.6413
S2	0.6403	0.6403	0.6435
S3	0.6355	0.6376	0.6431
S4	0.6307	0.6328	0.6418

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6840	0.6780	0.6512
R3	0.6697	0.6637	0.6472
R2	0.6553	0.6553	0.6459
R1	0.6493	0.6493	0.6446	0.6452
PP	0.6410	0.6410	0.6410	0.6389
S1	0.6350	0.6350	0.6420	0.6308
S2	0.6266	0.6266	0.6407
S3	0.6123	0.6206	0.6394
S4	0.5979	0.6063	0.6354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6479	0.6351	0.0128	2.0%	0.0056	0.9%	73%	True	False	49
10	0.6535	0.6327	0.0208	3.2%	0.0057	0.9%	56%	False	False	42
20	0.6550	0.6327	0.0224	3.5%	0.0049	0.8%	53%	False	False	29
40	0.6550	0.6327	0.0224	3.5%	0.0034	0.5%	53%	False	False	17
60	0.6830	0.6327	0.0503	7.8%	0.0028	0.4%	23%	False	False	12
80	0.6938	0.6327	0.0612	9.5%	0.0024	0.4%	19%	False	False	9
100	0.6938	0.6327	0.0612	9.5%	0.0021	0.3%	19%	False	False	7
120	0.6938	0.6327	0.0612	9.5%	0.0019	0.3%	19%	False	False	6

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6683
2.618	0.6604
1.618	0.6556
1.000	0.6527
0.618	0.6508
HIGH	0.6479
0.618	0.6460
0.500	0.6455
0.382	0.6449
LOW	0.6431
0.618	0.6401
1.000	0.6383
1.618	0.6353
2.618	0.6305
4.250	0.6227

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	0.6455	0.6439
PP	0.6451	0.6435
S1	0.6448	0.6430

Download as Excel Spreadsheet

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

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