CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	0.6498	0.6444	-0.0054	-0.8%	0.6347
High	0.6520	0.6457	-0.0063	-1.0%	0.6527
Low	0.6412	0.6405	-0.0007	-0.1%	0.6325
Close	0.6440	0.6407	-0.0033	-0.5%	0.6526
Range	0.0108	0.0052	-0.0056	-51.9%	0.0203
ATR	0.0067	0.0066	-0.0001	-1.6%	0.0000
Volume	138,200	85,751	-52,449	-38.0%	639,185

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6579	0.6545	0.6436
R3	0.6527	0.6493	0.6421
R2	0.6475	0.6475	0.6417
R1	0.6441	0.6441	0.6412	0.6432
PP	0.6423	0.6423	0.6423	0.6419
S1	0.6389	0.6389	0.6402	0.6380
S2	0.6371	0.6371	0.6397
S3	0.6319	0.6337	0.6393
S4	0.6267	0.6285	0.6378

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	0.6405	0.0128	2.0%	0.0071	1.1%	2%	False	True	126,362
10	0.6533	0.6281	0.0252	3.9%	0.0066	1.0%	50%	False	False	123,043
20	0.6533	0.6281	0.0252	3.9%	0.0064	1.0%	50%	False	False	110,114
40	0.6533	0.6281	0.0252	3.9%	0.0063	1.0%	50%	False	False	112,148
60	0.6547	0.6281	0.0267	4.2%	0.0062	1.0%	47%	False	False	79,594
80	0.6877	0.6281	0.0597	9.3%	0.0063	1.0%	21%	False	False	59,772
100	0.6928	0.6281	0.0647	10.1%	0.0063	1.0%	20%	False	False	47,846
120	0.6928	0.6281	0.0647	10.1%	0.0058	0.9%	20%	False	False	39,875

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6678
2.618	0.6593
1.618	0.6541
1.000	0.6509
0.618	0.6489
HIGH	0.6457
0.618	0.6437
0.500	0.6431
0.382	0.6425
LOW	0.6405
0.618	0.6373
1.000	0.6353
1.618	0.6321
2.618	0.6269
4.250	0.6184

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	0.6431	0.6469
PP	0.6423	0.6448
S1	0.6415	0.6428

Download as Excel Spreadsheet

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

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