CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	0.6517	0.6498	-0.0019	-0.3%	0.6347
High	0.6533	0.6520	-0.0013	-0.2%	0.6527
Low	0.6494	0.6412	-0.0083	-1.3%	0.6325
Close	0.6500	0.6440	-0.0060	-0.9%	0.6526
Range	0.0039	0.0108	0.0070	180.5%	0.0203
ATR	0.0064	0.0067	0.0003	4.9%	0.0000
Volume	114,464	138,200	23,736	20.7%	639,185

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6781	0.6719	0.6499
R3	0.6673	0.6611	0.6470
R2	0.6565	0.6565	0.6460
R1	0.6503	0.6503	0.6450	0.6480
PP	0.6457	0.6457	0.6457	0.6446
S1	0.6395	0.6395	0.6430	0.6372
S2	0.6349	0.6349	0.6420
S3	0.6241	0.6287	0.6410
S4	0.6133	0.6179	0.6381

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	0.6533	0.6328	0.0205	3.2%	0.0077	1.2%	55%	False	False	138,053
10	0.6533	0.6281	0.0252	3.9%	0.0070	1.1%	63%	False	False	126,358
20	0.6533	0.6281	0.0252	3.9%	0.0064	1.0%	63%	False	False	110,215
40	0.6533	0.6281	0.0252	3.9%	0.0063	1.0%	63%	False	False	113,930
60	0.6547	0.6281	0.0267	4.1%	0.0062	1.0%	60%	False	False	78,168
80	0.6877	0.6281	0.0597	9.3%	0.0063	1.0%	27%	False	False	58,701
100	0.6928	0.6281	0.0647	10.0%	0.0063	1.0%	25%	False	False	46,991
120	0.6928	0.6281	0.0647	10.0%	0.0058	0.9%	25%	False	False	39,161

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	0.0015
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.6979
2.618	0.6802
1.618	0.6694
1.000	0.6628
0.618	0.6586
HIGH	0.6520
0.618	0.6478
0.500	0.6466
0.382	0.6453
LOW	0.6412
0.618	0.6345
1.000	0.6304
1.618	0.6237
2.618	0.6129
4.250	0.5953

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	0.6466	0.6472
PP	0.6457	0.6461
S1	0.6449	0.6451

Download as Excel Spreadsheet

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

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