CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	0.6455	0.6354	-0.0102	-1.6%	0.6398
High	0.6464	0.6368	-0.0096	-1.5%	0.6479
Low	0.6349	0.6327	-0.0022	-0.3%	0.6327
Close	0.6349	0.6335	-0.0014	-0.2%	0.6335
Range	0.0115	0.0041	-0.0075	-64.8%	0.0152
ATR	0.0055	0.0054	-0.0001	-1.8%	0.0000
Volume	149	69	-80	-53.7%	363

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6465	0.6440	0.6357
R3	0.6424	0.6400	0.6346
R2	0.6384	0.6384	0.6342
R1	0.6359	0.6359	0.6338	0.6351
PP	0.6343	0.6343	0.6343	0.6339
S1	0.6319	0.6319	0.6331	0.6311
S2	0.6303	0.6303	0.6327
S3	0.6262	0.6278	0.6323
S4	0.6222	0.6238	0.6312

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6835	0.6736	0.6418
R3	0.6683	0.6585	0.6376
R2	0.6532	0.6532	0.6362
R1	0.6433	0.6433	0.6348	0.6407
PP	0.6380	0.6380	0.6380	0.6367
S1	0.6282	0.6282	0.6321	0.6255
S2	0.6229	0.6229	0.6307
S3	0.6077	0.6130	0.6293
S4	0.5926	0.5979	0.6251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6479	0.6327	0.0152	2.4%	0.0062	1.0%	5%	False	True	72
10	0.6479	0.6327	0.0152	2.4%	0.0062	1.0%	5%	False	False	59
20	0.6550	0.6327	0.0224	3.5%	0.0053	0.8%	4%	False	False	37
40	0.6550	0.6327	0.0224	3.5%	0.0037	0.6%	4%	False	False	22
60	0.6830	0.6327	0.0503	7.9%	0.0031	0.5%	2%	False	False	15
80	0.6938	0.6327	0.0612	9.7%	0.0026	0.4%	1%	False	False	12
100	0.6938	0.6327	0.0612	9.7%	0.0023	0.4%	1%	False	False	9
120	0.6938	0.6327	0.0612	9.7%	0.0020	0.3%	1%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6540
2.618	0.6474
1.618	0.6433
1.000	0.6408
0.618	0.6393
HIGH	0.6368
0.618	0.6352
0.500	0.6347
0.382	0.6342
LOW	0.6327
0.618	0.6302
1.000	0.6287
1.618	0.6261
2.618	0.6221
4.250	0.6155

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	0.6347	0.6403
PP	0.6343	0.6380
S1	0.6339	0.6357

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

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