CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	0.6719	0.6773	0.0055	0.8%	0.6760
High	0.6719	0.6784	0.0066	1.0%	0.6784
Low	0.6719	0.6773	0.0055	0.8%	0.6699
Close	0.6719	0.6773	0.0055	0.8%	0.6773
Range	0.0000	0.0011	0.0011		0.0086
ATR
Volume

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6810	0.6802	0.6779
R3	0.6799	0.6791	0.6776
R2	0.6788	0.6788	0.6775
R1	0.6780	0.6780	0.6774	0.6779
PP	0.6777	0.6777	0.6777	0.6776
S1	0.6769	0.6769	0.6772	0.6768
S2	0.6766	0.6766	0.6771
S3	0.6755	0.6758	0.6770
S4	0.6744	0.6747	0.6767

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7008	0.6976	0.6820
R3	0.6923	0.6891	0.6797
R2	0.6837	0.6837	0.6789
R1	0.6805	0.6805	0.6781	0.6821
PP	0.6752	0.6752	0.6752	0.6760
S1	0.6720	0.6720	0.6765	0.6736
S2	0.6666	0.6666	0.6757
S3	0.6581	0.6634	0.6749
S4	0.6495	0.6549	0.6726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6784	0.6699	0.0086	1.3%	0.0011	0.2%	87%	True	False
10	0.6963	0.6699	0.0264	3.9%	0.0017	0.3%	28%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6831
2.618	0.6813
1.618	0.6802
1.000	0.6795
0.618	0.6791
HIGH	0.6784
0.618	0.6780
0.500	0.6779
0.382	0.6777
LOW	0.6773
0.618	0.6766
1.000	0.6762
1.618	0.6755
2.618	0.6744
4.250	0.6726

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	0.6779	0.6766
PP	0.6777	0.6759
S1	0.6775	0.6751

Download as Excel Spreadsheet

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

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