CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	0.6902	0.6819	-0.0083	-1.2%	0.6800
High	0.6902	0.6819	-0.0083	-1.2%	0.6892
Low	0.6902	0.6819	-0.0083	-1.2%	0.6789
Close	0.6902	0.6819	-0.0083	-1.2%	0.6871
Range
ATR	0.0065	0.0066	0.0001	2.0%	0.0000
Volume

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6819	0.6819	0.6819
R3	0.6819	0.6819	0.6819
R2	0.6819	0.6819	0.6819
R1	0.6819	0.6819	0.6819	0.6819
PP	0.6819	0.6819	0.6819	0.6819
S1	0.6819	0.6819	0.6819	0.6819
S2	0.6819	0.6819	0.6819
S3	0.6819	0.6819	0.6819
S4	0.6819	0.6819	0.6819

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7160	0.7118	0.6927
R3	0.7057	0.7015	0.6899
R2	0.6954	0.6954	0.6889
R1	0.6912	0.6912	0.6880	0.6933
PP	0.6851	0.6851	0.6851	0.6861
S1	0.6809	0.6809	0.6861	0.6830
S2	0.6748	0.6748	0.6852
S3	0.6645	0.6706	0.6842
S4	0.6542	0.6603	0.6814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6902	0.6752	0.0150	2.2%	0.0050	0.7%	45%	False	False
10	0.6902	0.6719	0.0183	2.7%	0.0026	0.4%	55%	False	False

Crabel Price Patterns
NR	False
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	0.0007

Fibonacci Retracements and Extensions
4.250	0.6819
2.618	0.6819
1.618	0.6819
1.000	0.6819
0.618	0.6819
HIGH	0.6819
0.618	0.6819
0.500	0.6819
0.382	0.6819
LOW	0.6819
0.618	0.6819
1.000	0.6819
1.618	0.6819
2.618	0.6819
4.250	0.6819

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	0.6819	0.6827
PP	0.6819	0.6824
S1	0.6819	0.6821

Download as Excel Spreadsheet

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

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