CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	0.6383	0.6508	0.0126	2.0%	0.6517
High	0.6519	0.6556	0.0037	0.6%	0.6533
Low	0.6328	0.6490	0.0162	2.6%	0.6346
Close	0.6515	0.6517	0.0002	0.0%	0.6363
Range	0.0191	0.0066	-0.0125	-65.4%	0.0187
ATR	0.0071	0.0071	0.0000	-0.5%	0.0000
Volume	138,374	174,418	36,044	26.0%	530,238

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6719	0.6684	0.6553
R3	0.6653	0.6618	0.6535
R2	0.6587	0.6587	0.6529
R1	0.6552	0.6552	0.6523	0.6569
PP	0.6521	0.6521	0.6521	0.6530
S1	0.6486	0.6486	0.6510	0.6503
S2	0.6455	0.6455	0.6504
S3	0.6389	0.6420	0.6498
S4	0.6323	0.6354	0.6480

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	0.6556	0.6328	0.0228	3.5%	0.0078	1.2%	83%	True	False	114,079
10	0.6556	0.6328	0.0228	3.5%	0.0075	1.1%	83%	True	False	120,220
20	0.6556	0.6281	0.0276	4.2%	0.0067	1.0%	86%	True	False	114,016
40	0.6556	0.6281	0.0276	4.2%	0.0067	1.0%	86%	True	False	114,725
60	0.6556	0.6281	0.0276	4.2%	0.0064	1.0%	86%	True	False	89,072
80	0.6851	0.6281	0.0571	8.8%	0.0064	1.0%	41%	False	False	66,892
100	0.6928	0.6281	0.0647	9.9%	0.0064	1.0%	36%	False	False	53,547
120	0.6928	0.6281	0.0647	9.9%	0.0060	0.9%	36%	False	False	44,629

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6837
2.618	0.6729
1.618	0.6663
1.000	0.6622
0.618	0.6597
HIGH	0.6556
0.618	0.6531
0.500	0.6523
0.382	0.6515
LOW	0.6490
0.618	0.6449
1.000	0.6424
1.618	0.6383
2.618	0.6317
4.250	0.6210

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	0.6523	0.6492
PP	0.6521	0.6467
S1	0.6519	0.6442

Download as Excel Spreadsheet

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

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