CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	0.6382	0.6347	-0.0035	-0.5%	0.6326
High	0.6385	0.6409	0.0024	0.4%	0.6412
Low	0.6325	0.6328	0.0004	0.1%	0.6281
Close	0.6352	0.6388	0.0036	0.6%	0.6346
Range	0.0061	0.0081	0.0021	33.9%	0.0131
ATR	0.0061	0.0062	0.0001	2.4%	0.0000
Volume	117,285	144,210	26,925	23.0%	552,083

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6618	0.6584	0.6432
R3	0.6537	0.6503	0.6410
R2	0.6456	0.6456	0.6402
R1	0.6422	0.6422	0.6395	0.6439
PP	0.6375	0.6375	0.6375	0.6383
S1	0.6341	0.6341	0.6380	0.6358
S2	0.6294	0.6294	0.6373
S3	0.6213	0.6260	0.6365
S4	0.6132	0.6179	0.6343

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6739	0.6673	0.6418
R3	0.6608	0.6542	0.6382
R2	0.6477	0.6477	0.6370
R1	0.6411	0.6411	0.6358	0.6444
PP	0.6346	0.6346	0.6346	0.6362
S1	0.6280	0.6280	0.6333	0.6313
S2	0.6215	0.6215	0.6321
S3	0.6084	0.6149	0.6309
S4	0.5953	0.6018	0.6273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6409	0.6281	0.0129	2.0%	0.0060	0.9%	83%	True	False	119,724
10	0.6412	0.6281	0.0131	2.1%	0.0060	0.9%	82%	False	False	107,811
20	0.6461	0.6281	0.0181	2.8%	0.0062	1.0%	59%	False	False	105,215
40	0.6531	0.6281	0.0250	3.9%	0.0060	0.9%	43%	False	False	102,787
60	0.6642	0.6281	0.0362	5.7%	0.0061	0.9%	30%	False	False	69,091
80	0.6928	0.6281	0.0647	10.1%	0.0063	1.0%	17%	False	False	51,886
100	0.6928	0.6281	0.0647	10.1%	0.0062	1.0%	17%	False	False	41,531
120	0.6928	0.6281	0.0647	10.1%	0.0056	0.9%	17%	False	False	34,610

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6753
2.618	0.6621
1.618	0.6540
1.000	0.6490
0.618	0.6459
HIGH	0.6409
0.618	0.6378
0.500	0.6369
0.382	0.6359
LOW	0.6328
0.618	0.6278
1.000	0.6247
1.618	0.6197
2.618	0.6116
4.250	0.5984

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	0.6381	0.6381
PP	0.6375	0.6374
S1	0.6369	0.6367

Download as Excel Spreadsheet

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

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