CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	0.6432	0.6426	-0.0006	-0.1%	0.6452
High	0.6442	0.6436	-0.0006	-0.1%	0.6484
Low	0.6410	0.6381	-0.0029	-0.4%	0.6360
Close	0.6426	0.6419	-0.0007	-0.1%	0.6374
Range	0.0032	0.0055	0.0023	70.3%	0.0124
ATR	0.0064	0.0063	-0.0001	-1.0%	0.0000
Volume	112,073	229,876	117,803	105.1%	444,341

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6575	0.6551	0.6448
R3	0.6521	0.6497	0.6433
R2	0.6466	0.6466	0.6428
R1	0.6442	0.6442	0.6423	0.6427
PP	0.6412	0.6412	0.6412	0.6404
S1	0.6388	0.6388	0.6414	0.6373
S2	0.6357	0.6357	0.6409
S3	0.6303	0.6333	0.6404
S4	0.6248	0.6279	0.6389

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	0.6451	0.6365	0.0087	1.3%	0.0047	0.7%	62%	False	False	119,499
10	0.6527	0.6360	0.0167	2.6%	0.0061	1.0%	35%	False	False	123,813
20	0.6527	0.6360	0.0167	2.6%	0.0062	1.0%	35%	False	False	101,197
40	0.6860	0.6360	0.0500	7.8%	0.0068	1.1%	12%	False	False	92,825
60	0.6910	0.6360	0.0550	8.6%	0.0069	1.1%	11%	False	False	92,861
80	0.6915	0.6360	0.0555	8.6%	0.0068	1.1%	11%	False	False	76,518
100	0.6915	0.6360	0.0555	8.6%	0.0066	1.0%	11%	False	False	61,244
120	0.6915	0.6360	0.0555	8.6%	0.0063	1.0%	11%	False	False	51,045

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6667
2.618	0.6578
1.618	0.6524
1.000	0.6490
0.618	0.6469
HIGH	0.6436
0.618	0.6415
0.500	0.6408
0.382	0.6402
LOW	0.6381
0.618	0.6347
1.000	0.6327
1.618	0.6293
2.618	0.6238
4.250	0.6149

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	0.6415	0.6418
PP	0.6412	0.6417
S1	0.6408	0.6416

Download as Excel Spreadsheet

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

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