CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	0.6358	0.6352	-0.0006	-0.1%	0.6348
High	0.6358	0.6379	0.0022	0.3%	0.6425
Low	0.6331	0.6330	-0.0002	0.0%	0.6331
Close	0.6347	0.6377	0.0030	0.5%	0.6347
Range	0.0027	0.0050	0.0023	86.8%	0.0094
ATR	0.0051	0.0051	0.0000	-0.2%	0.0000
Volume	73	109	36	49.3%	368

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6510	0.6493	0.6404
R3	0.6461	0.6443	0.6390
R2	0.6411	0.6411	0.6386
R1	0.6394	0.6394	0.6381	0.6403
PP	0.6362	0.6362	0.6362	0.6366
S1	0.6344	0.6344	0.6372	0.6353
S2	0.6312	0.6312	0.6367
S3	0.6263	0.6295	0.6363
S4	0.6213	0.6245	0.6349

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	0.6330	0.0095	1.5%	0.0045	0.7%	49%	False	True	87
10	0.6479	0.6327	0.0152	2.4%	0.0050	0.8%	33%	False	False	79
20	0.6535	0.6327	0.0208	3.3%	0.0054	0.8%	24%	False	False	57
40	0.6550	0.6327	0.0224	3.5%	0.0041	0.7%	22%	False	False	33
60	0.6766	0.6327	0.0439	6.9%	0.0034	0.5%	11%	False	False	23
80	0.6938	0.6327	0.0612	9.6%	0.0028	0.4%	8%	False	False	17
100	0.6938	0.6327	0.0612	9.6%	0.0024	0.4%	8%	False	False	14
120	0.6938	0.6327	0.0612	9.6%	0.0022	0.3%	8%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6589
2.618	0.6509
1.618	0.6459
1.000	0.6429
0.618	0.6410
HIGH	0.6379
0.618	0.6360
0.500	0.6354
0.382	0.6348
LOW	0.6330
0.618	0.6299
1.000	0.6280
1.618	0.6249
2.618	0.6200
4.250	0.6119

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	0.6369	0.6371
PP	0.6362	0.6365
S1	0.6354	0.6359

Download as Excel Spreadsheet

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

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