CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	0.6352	0.6367	0.0015	0.2%	0.6348
High	0.6379	0.6406	0.0027	0.4%	0.6425
Low	0.6330	0.6367	0.0038	0.6%	0.6331
Close	0.6377	0.6389	0.0013	0.2%	0.6347
Range	0.0050	0.0039	-0.0011	-21.2%	0.0094
ATR	0.0051	0.0050	-0.0001	-1.6%	0.0000
Volume	109	54	-55	-50.5%	368

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6504	0.6486	0.6410
R3	0.6465	0.6447	0.6400
R2	0.6426	0.6426	0.6396
R1	0.6408	0.6408	0.6393	0.6417
PP	0.6387	0.6387	0.6387	0.6392
S1	0.6369	0.6369	0.6385	0.6378
S2	0.6348	0.6348	0.6382
S3	0.6309	0.6330	0.6378
S4	0.6270	0.6291	0.6368

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%	0.0046	0.7%	63%	False	False	85
10	0.6479	0.6327	0.0152	2.4%	0.0050	0.8%	41%	False	False	79
20	0.6535	0.6327	0.0208	3.3%	0.0054	0.8%	30%	False	False	59
40	0.6550	0.6327	0.0224	3.5%	0.0042	0.7%	28%	False	False	34
60	0.6710	0.6327	0.0384	6.0%	0.0034	0.5%	16%	False	False	24
80	0.6938	0.6327	0.0612	9.6%	0.0028	0.4%	10%	False	False	18
100	0.6938	0.6327	0.0612	9.6%	0.0025	0.4%	10%	False	False	14
120	0.6938	0.6327	0.0612	9.6%	0.0022	0.3%	10%	False	False	12

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6572
2.618	0.6508
1.618	0.6469
1.000	0.6445
0.618	0.6430
HIGH	0.6406
0.618	0.6391
0.500	0.6387
0.382	0.6382
LOW	0.6367
0.618	0.6343
1.000	0.6328
1.618	0.6304
2.618	0.6265
4.250	0.6201

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	0.6388	0.6382
PP	0.6387	0.6375
S1	0.6387	0.6368

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

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