CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	0.6379	0.6385	0.0006	0.1%	0.6452
High	0.6417	0.6451	0.0035	0.5%	0.6484
Low	0.6369	0.6383	0.0014	0.2%	0.6360
Close	0.6374	0.6429	0.0055	0.9%	0.6374
Range	0.0048	0.0069	0.0021	44.2%	0.0124
ATR	0.0066	0.0066	0.0001	1.3%	0.0000
Volume	78,900	104,720	25,820	32.7%	444,341

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6626	0.6596	0.6467
R3	0.6558	0.6528	0.6448
R2	0.6489	0.6489	0.6442
R1	0.6459	0.6459	0.6435	0.6474
PP	0.6421	0.6421	0.6421	0.6428
S1	0.6391	0.6391	0.6423	0.6406
S2	0.6352	0.6352	0.6416
S3	0.6284	0.6322	0.6410
S4	0.6215	0.6254	0.6391

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6699	0.6442
R3	0.6653	0.6575	0.6408
R2	0.6529	0.6529	0.6397
R1	0.6452	0.6452	0.6385	0.6429
PP	0.6406	0.6406	0.6406	0.6394
S1	0.6328	0.6328	0.6363	0.6305
S2	0.6282	0.6282	0.6351
S3	0.6159	0.6205	0.6340
S4	0.6035	0.6081	0.6306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6484	0.6360	0.0124	1.9%	0.0064	1.0%	56%	False	False	109,812
10	0.6527	0.6360	0.0167	2.6%	0.0065	1.0%	41%	False	False	106,714
20	0.6529	0.6360	0.0169	2.6%	0.0063	1.0%	41%	False	False	92,674
40	0.6860	0.6360	0.0500	7.8%	0.0068	1.1%	14%	False	False	88,053
60	0.6915	0.6360	0.0555	8.6%	0.0071	1.1%	12%	False	False	91,090
80	0.6915	0.6360	0.0555	8.6%	0.0068	1.1%	12%	False	False	72,257
100	0.6915	0.6360	0.0555	8.6%	0.0066	1.0%	12%	False	False	57,825
120	0.6915	0.6360	0.0555	8.6%	0.0063	1.0%	12%	False	False	48,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6742
2.618	0.6630
1.618	0.6562
1.000	0.6520
0.618	0.6493
HIGH	0.6451
0.618	0.6425
0.500	0.6417
0.382	0.6409
LOW	0.6383
0.618	0.6340
1.000	0.6314
1.618	0.6272
2.618	0.6203
4.250	0.6091

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	0.6425	0.6422
PP	0.6421	0.6415
S1	0.6417	0.6408

Download as Excel Spreadsheet

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

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