CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	0.6426	0.6423	-0.0004	-0.1%	0.6452
High	0.6436	0.6460	0.0025	0.4%	0.6484
Low	0.6381	0.6420	0.0039	0.6%	0.6360
Close	0.6419	0.6438	0.0019	0.3%	0.6374
Range	0.0055	0.0041	-0.0014	-25.7%	0.0124
ATR	0.0063	0.0062	-0.0002	-2.5%	0.0000
Volume	229,876	141,556	-88,320	-38.4%	444,341

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6561	0.6540	0.6460
R3	0.6520	0.6499	0.6449
R2	0.6480	0.6480	0.6445
R1	0.6459	0.6459	0.6441	0.6469
PP	0.6439	0.6439	0.6439	0.6444
S1	0.6418	0.6418	0.6434	0.6429
S2	0.6399	0.6399	0.6430
S3	0.6358	0.6378	0.6426
S4	0.6318	0.6337	0.6415

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	0.6460	0.6369	0.0091	1.4%	0.0049	0.8%	75%	True	False	133,425
10	0.6526	0.6360	0.0166	2.6%	0.0058	0.9%	47%	False	False	128,188
20	0.6527	0.6360	0.0167	2.6%	0.0060	0.9%	47%	False	False	104,411
40	0.6860	0.6360	0.0500	7.8%	0.0067	1.0%	16%	False	False	94,326
60	0.6910	0.6360	0.0550	8.5%	0.0068	1.1%	14%	False	False	92,759
80	0.6915	0.6360	0.0555	8.6%	0.0068	1.1%	14%	False	False	78,287
100	0.6915	0.6360	0.0555	8.6%	0.0066	1.0%	14%	False	False	62,660
120	0.6915	0.6360	0.0555	8.6%	0.0063	1.0%	14%	False	False	52,224

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6632
2.618	0.6566
1.618	0.6526
1.000	0.6501
0.618	0.6485
HIGH	0.6460
0.618	0.6445
0.500	0.6440
0.382	0.6435
LOW	0.6420
0.618	0.6394
1.000	0.6379
1.618	0.6354
2.618	0.6313
4.250	0.6247

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	0.6440	0.6432
PP	0.6439	0.6426
S1	0.6438	0.6421

Download as Excel Spreadsheet

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

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