CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	0.6438	0.6431	-0.0007	-0.1%	0.6385
High	0.6474	0.6448	-0.0026	-0.4%	0.6474
Low	0.6425	0.6417	-0.0008	-0.1%	0.6381
Close	0.6433	0.6425	-0.0008	-0.1%	0.6433
Range	0.0049	0.0031	-0.0018	-36.1%	0.0093
ATR	0.0061	0.0059	-0.0002	-3.5%	0.0000
Volume	22,211	755	-21,456	-96.6%	610,436

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6523	0.6505	0.6442
R3	0.6492	0.6474	0.6433
R2	0.6461	0.6461	0.6430
R1	0.6443	0.6443	0.6427	0.6436
PP	0.6430	0.6430	0.6430	0.6427
S1	0.6412	0.6412	0.6422	0.6405
S2	0.6399	0.6399	0.6419
S3	0.6368	0.6381	0.6416
S4	0.6337	0.6350	0.6407

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%	0.0041	0.6%	47%	False	False	101,294
10	0.6484	0.6360	0.0124	1.9%	0.0053	0.8%	52%	False	False	105,553
20	0.6527	0.6360	0.0167	2.6%	0.0058	0.9%	39%	False	False	97,234
40	0.6833	0.6360	0.0473	7.4%	0.0065	1.0%	14%	False	False	91,148
60	0.6910	0.6360	0.0550	8.6%	0.0067	1.0%	12%	False	False	90,650
80	0.6915	0.6360	0.0555	8.6%	0.0068	1.1%	12%	False	False	78,570
100	0.6915	0.6360	0.0555	8.6%	0.0065	1.0%	12%	False	False	62,887
120	0.6915	0.6360	0.0555	8.6%	0.0063	1.0%	12%	False	False	52,415

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.6580
2.618	0.6529
1.618	0.6498
1.000	0.6479
0.618	0.6467
HIGH	0.6448
0.618	0.6436
0.500	0.6433
0.382	0.6429
LOW	0.6417
0.618	0.6398
1.000	0.6386
1.618	0.6367
2.618	0.6336
4.250	0.6285

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	0.6433	0.6445
PP	0.6430	0.6438
S1	0.6427	0.6431

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

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