CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	0.6367	0.6386	0.0019	0.3%	0.6348
High	0.6406	0.6426	0.0020	0.3%	0.6425
Low	0.6367	0.6338	-0.0030	-0.5%	0.6331
Close	0.6389	0.6339	-0.0051	-0.8%	0.6347
Range	0.0039	0.0088	0.0049	125.6%	0.0094
ATR	0.0050	0.0053	0.0003	5.5%	0.0000
Volume	54	230	176	325.9%	368

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6631	0.6573	0.6387
R3	0.6543	0.6485	0.6363
R2	0.6455	0.6455	0.6355
R1	0.6397	0.6397	0.6347	0.6382
PP	0.6367	0.6367	0.6367	0.6360
S1	0.6309	0.6309	0.6330	0.6294
S2	0.6279	0.6279	0.6322
S3	0.6191	0.6221	0.6314
S4	0.6103	0.6133	0.6290

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	0.6426	0.6330	0.0096	1.5%	0.0052	0.8%	9%	True	False	122
10	0.6464	0.6327	0.0137	2.2%	0.0054	0.9%	8%	False	False	97
20	0.6535	0.6327	0.0208	3.3%	0.0056	0.9%	6%	False	False	70
40	0.6550	0.6327	0.0224	3.5%	0.0044	0.7%	5%	False	False	40
60	0.6663	0.6327	0.0336	5.3%	0.0034	0.5%	4%	False	False	28
80	0.6938	0.6327	0.0612	9.6%	0.0029	0.5%	2%	False	False	21
100	0.6938	0.6327	0.0612	9.6%	0.0025	0.4%	2%	False	False	17
120	0.6938	0.6327	0.0612	9.6%	0.0023	0.4%	2%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6800
2.618	0.6656
1.618	0.6568
1.000	0.6514
0.618	0.6480
HIGH	0.6426
0.618	0.6392
0.500	0.6382
0.382	0.6371
LOW	0.6338
0.618	0.6283
1.000	0.6250
1.618	0.6195
2.618	0.6107
4.250	0.5964

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	0.6382	0.6378
PP	0.6367	0.6365
S1	0.6353	0.6352

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

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