CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	0.6410	0.6373	-0.0037	-0.6%	0.6517
High	0.6436	0.6374	-0.0062	-1.0%	0.6533
Low	0.6370	0.6346	-0.0024	-0.4%	0.6346
Close	0.6376	0.6363	-0.0013	-0.2%	0.6363
Range	0.0066	0.0028	-0.0038	-57.6%	0.0187
ATR	0.0066	0.0063	-0.0003	-3.9%	0.0000
Volume	92,399	99,424	7,025	7.6%	530,238

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6445	0.6432	0.6378
R3	0.6417	0.6404	0.6370
R2	0.6389	0.6389	0.6368
R1	0.6376	0.6376	0.6365	0.6368
PP	0.6361	0.6361	0.6361	0.6357
S1	0.6348	0.6348	0.6360	0.6340
S2	0.6333	0.6333	0.6357
S3	0.6305	0.6320	0.6355
S4	0.6277	0.6292	0.6347

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6975	0.6856	0.6465
R3	0.6788	0.6669	0.6414
R2	0.6601	0.6601	0.6397
R1	0.6482	0.6482	0.6380	0.6448
PP	0.6414	0.6414	0.6414	0.6397
S1	0.6295	0.6295	0.6345	0.6261
S2	0.6227	0.6227	0.6328
S3	0.6040	0.6108	0.6311
S4	0.5853	0.5921	0.6260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6533	0.6346	0.0187	2.9%	0.0059	0.9%	9%	False	True	106,047
10	0.6533	0.6325	0.0208	3.3%	0.0064	1.0%	18%	False	False	116,942
20	0.6533	0.6281	0.0252	4.0%	0.0060	0.9%	33%	False	False	108,510
40	0.6533	0.6281	0.0252	4.0%	0.0063	1.0%	33%	False	False	112,313
60	0.6547	0.6281	0.0267	4.2%	0.0061	1.0%	31%	False	False	82,775
80	0.6851	0.6281	0.0571	9.0%	0.0062	1.0%	14%	False	False	62,166
100	0.6928	0.6281	0.0647	10.2%	0.0062	1.0%	13%	False	False	49,764
120	0.6928	0.6281	0.0647	10.2%	0.0059	0.9%	13%	False	False	41,474

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	0.6493
2.618	0.6447
1.618	0.6419
1.000	0.6402
0.618	0.6391
HIGH	0.6374
0.618	0.6363
0.500	0.6360
0.382	0.6356
LOW	0.6346
0.618	0.6328
1.000	0.6318
1.618	0.6300
2.618	0.6272
4.250	0.6227

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	0.6362	0.6401
PP	0.6361	0.6388
S1	0.6360	0.6375

Download as Excel Spreadsheet

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

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