CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	0.6408	0.6443	0.0035	0.5%	0.6347
High	0.6465	0.6527	0.0062	1.0%	0.6527
Low	0.6407	0.6429	0.0023	0.4%	0.6325
Close	0.6440	0.6526	0.0087	1.3%	0.6526
Range	0.0059	0.0098	0.0040	67.5%	0.0203
ATR	0.0063	0.0066	0.0002	3.9%	0.0000
Volume	150,693	142,702	-7,991	-5.3%	639,185

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6788	0.6755	0.6580
R3	0.6690	0.6657	0.6553
R2	0.6592	0.6592	0.6544
R1	0.6559	0.6559	0.6535	0.6576
PP	0.6494	0.6494	0.6494	0.6502
S1	0.6461	0.6461	0.6517	0.6478
S2	0.6396	0.6396	0.6508
S3	0.6298	0.6363	0.6499
S4	0.6200	0.6265	0.6472

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7067	0.6999	0.6637
R3	0.6864	0.6796	0.6582
R2	0.6662	0.6662	0.6563
R1	0.6594	0.6594	0.6545	0.6628
PP	0.6459	0.6459	0.6459	0.6476
S1	0.6391	0.6391	0.6507	0.6425
S2	0.6257	0.6257	0.6489
S3	0.6054	0.6189	0.6470
S4	0.5852	0.5986	0.6415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6527	0.6325	0.0203	3.1%	0.0070	1.1%	100%	True	False	127,837
10	0.6527	0.6281	0.0247	3.8%	0.0066	1.0%	100%	True	False	119,126
20	0.6527	0.6281	0.0247	3.8%	0.0063	1.0%	100%	True	False	107,470
40	0.6531	0.6281	0.0250	3.8%	0.0062	0.9%	98%	False	False	109,617
60	0.6561	0.6281	0.0281	4.3%	0.0061	0.9%	88%	False	False	73,973
80	0.6928	0.6281	0.0647	9.9%	0.0062	1.0%	38%	False	False	55,547
100	0.6928	0.6281	0.0647	9.9%	0.0063	1.0%	38%	False	False	44,465
120	0.6928	0.6281	0.0647	9.9%	0.0057	0.9%	38%	False	False	37,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.6944
2.618	0.6784
1.618	0.6686
1.000	0.6625
0.618	0.6588
HIGH	0.6527
0.618	0.6490
0.500	0.6478
0.382	0.6466
LOW	0.6429
0.618	0.6368
1.000	0.6331
1.618	0.6270
2.618	0.6172
4.250	0.6013

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	0.6510	0.6493
PP	0.6494	0.6460
S1	0.6478	0.6428

Download as Excel Spreadsheet

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

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