CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	0.6423	0.6438	0.0015	0.2%	0.6385
High	0.6460	0.6474	0.0014	0.2%	0.6474
Low	0.6420	0.6425	0.0006	0.1%	0.6381
Close	0.6438	0.6433	-0.0005	-0.1%	0.6433
Range	0.0041	0.0049	0.0008	19.8%	0.0093
ATR	0.0062	0.0061	-0.0001	-1.5%	0.0000
Volume	141,556	22,211	-119,345	-84.3%	610,436

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6589	0.6559	0.6459
R3	0.6541	0.6511	0.6446
R2	0.6492	0.6492	0.6441
R1	0.6462	0.6462	0.6437	0.6453
PP	0.6444	0.6444	0.6444	0.6439
S1	0.6414	0.6414	0.6428	0.6405
S2	0.6395	0.6395	0.6424
S3	0.6347	0.6365	0.6419
S4	0.6298	0.6317	0.6406

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6707	0.6662	0.6483
R3	0.6614	0.6570	0.6458
R2	0.6522	0.6522	0.6449
R1	0.6477	0.6477	0.6441	0.6499
PP	0.6429	0.6429	0.6429	0.6440
S1	0.6385	0.6385	0.6424	0.6407
S2	0.6337	0.6337	0.6416
S3	0.6244	0.6292	0.6407
S4	0.6152	0.6200	0.6382

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6474	0.6381	0.0093	1.4%	0.0049	0.8%	56%	True	False	122,087
10	0.6526	0.6360	0.0166	2.6%	0.0058	0.9%	44%	False	False	118,258
20	0.6527	0.6360	0.0167	2.6%	0.0059	0.9%	44%	False	False	100,706
40	0.6833	0.6360	0.0473	7.4%	0.0066	1.0%	15%	False	False	92,732
60	0.6910	0.6360	0.0550	8.5%	0.0068	1.0%	13%	False	False	91,813
80	0.6915	0.6360	0.0555	8.6%	0.0068	1.1%	13%	False	False	78,563
100	0.6915	0.6360	0.0555	8.6%	0.0066	1.0%	13%	False	False	62,882
120	0.6915	0.6360	0.0555	8.6%	0.0063	1.0%	13%	False	False	52,408

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6680
2.618	0.6600
1.618	0.6552
1.000	0.6522
0.618	0.6503
HIGH	0.6474
0.618	0.6455
0.500	0.6449
0.382	0.6444
LOW	0.6425
0.618	0.6395
1.000	0.6377
1.618	0.6347
2.618	0.6298
4.250	0.6219

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	0.6449	0.6431
PP	0.6444	0.6429
S1	0.6438	0.6427

Download as Excel Spreadsheet

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

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