CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	0.6334	0.6356	0.0022	0.3%	0.6352
High	0.6360	0.6394	0.0034	0.5%	0.6426
Low	0.6300	0.6355	0.0055	0.9%	0.6300
Close	0.6358	0.6364	0.0006	0.1%	0.6364
Range	0.0060	0.0040	-0.0021	-34.2%	0.0126
ATR	0.0053	0.0052	-0.0001	-1.8%	0.0000
Volume	75	46	-29	-38.7%	514

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6489	0.6466	0.6386
R3	0.6450	0.6427	0.6375
R2	0.6410	0.6410	0.6371
R1	0.6387	0.6387	0.6368	0.6399
PP	0.6371	0.6371	0.6371	0.6377
S1	0.6348	0.6348	0.6360	0.6359
S2	0.6331	0.6331	0.6357
S3	0.6292	0.6308	0.6353
S4	0.6252	0.6269	0.6342

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6740	0.6677	0.6433
R3	0.6614	0.6552	0.6399
R2	0.6489	0.6489	0.6387
R1	0.6426	0.6426	0.6376	0.6458
PP	0.6363	0.6363	0.6363	0.6379
S1	0.6301	0.6301	0.6352	0.6332
S2	0.6238	0.6238	0.6341
S3	0.6112	0.6175	0.6329
S4	0.5987	0.6050	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	0.6300	0.0126	2.0%	0.0055	0.9%	51%	False	False	102
10	0.6426	0.6300	0.0126	2.0%	0.0049	0.8%	51%	False	False	88
20	0.6479	0.6300	0.0179	2.8%	0.0055	0.9%	36%	False	False	73
40	0.6550	0.6300	0.0250	3.9%	0.0046	0.7%	26%	False	False	43
60	0.6621	0.6300	0.0321	5.0%	0.0035	0.5%	20%	False	False	30
80	0.6938	0.6300	0.0638	10.0%	0.0030	0.5%	10%	False	False	22
100	0.6938	0.6300	0.0638	10.0%	0.0026	0.4%	10%	False	False	18
120	0.6938	0.6300	0.0638	10.0%	0.0024	0.4%	10%	False	False	15

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6562
2.618	0.6497
1.618	0.6458
1.000	0.6434
0.618	0.6418
HIGH	0.6394
0.618	0.6379
0.500	0.6374
0.382	0.6370
LOW	0.6355
0.618	0.6330
1.000	0.6315
1.618	0.6291
2.618	0.6251
4.250	0.6187

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	0.6374	0.6364
PP	0.6371	0.6363
S1	0.6367	0.6363

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

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