CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	0.6372	0.6358	-0.0015	-0.2%	0.6348
High	0.6388	0.6358	-0.0031	-0.5%	0.6425
Low	0.6331	0.6331	0.0000	0.0%	0.6331
Close	0.6361	0.6347	-0.0014	-0.2%	0.6347
Range	0.0057	0.0027	-0.0031	-53.5%	0.0094
ATR	0.0052	0.0051	-0.0002	-3.1%	0.0000
Volume	144	73	-71	-49.3%	368

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6425	0.6412	0.6361
R3	0.6398	0.6386	0.6354
R2	0.6372	0.6372	0.6351
R1	0.6359	0.6359	0.6349	0.6352
PP	0.6345	0.6345	0.6345	0.6342
S1	0.6333	0.6333	0.6344	0.6326
S2	0.6319	0.6319	0.6342
S3	0.6292	0.6306	0.6339
S4	0.6266	0.6280	0.6332

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6648	0.6591	0.6398
R3	0.6554	0.6497	0.6372
R2	0.6461	0.6461	0.6364
R1	0.6404	0.6404	0.6355	0.6386
PP	0.6367	0.6367	0.6367	0.6358
S1	0.6310	0.6310	0.6338	0.6292
S2	0.6274	0.6274	0.6329
S3	0.6180	0.6217	0.6321
S4	0.6087	0.6123	0.6295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6425	0.6331	0.0094	1.5%	0.0042	0.7%	17%	False	True	73
10	0.6479	0.6327	0.0152	2.4%	0.0052	0.8%	13%	False	False	73
20	0.6535	0.6327	0.0208	3.3%	0.0052	0.8%	10%	False	False	52
40	0.6550	0.6327	0.0224	3.5%	0.0041	0.6%	9%	False	False	30
60	0.6766	0.6327	0.0439	6.9%	0.0033	0.5%	5%	False	False	21
80	0.6938	0.6327	0.0612	9.6%	0.0027	0.4%	3%	False	False	16
100	0.6938	0.6327	0.0612	9.6%	0.0024	0.4%	3%	False	False	13
120	0.6938	0.6327	0.0612	9.6%	0.0021	0.3%	3%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.6470
2.618	0.6427
1.618	0.6400
1.000	0.6384
0.618	0.6374
HIGH	0.6358
0.618	0.6347
0.500	0.6344
0.382	0.6341
LOW	0.6331
0.618	0.6315
1.000	0.6305
1.618	0.6288
2.618	0.6262
4.250	0.6218

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	0.6346	0.6378
PP	0.6345	0.6367
S1	0.6344	0.6357

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

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