CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	0.6508	0.6514	0.0006	0.1%	0.6517
High	0.6556	0.6523	-0.0034	-0.5%	0.6533
Low	0.6490	0.6466	-0.0024	-0.4%	0.6346
Close	0.6517	0.6477	-0.0040	-0.6%	0.6363
Range	0.0066	0.0057	-0.0010	-14.4%	0.0187
ATR	0.0071	0.0070	-0.0001	-1.4%	0.0000
Volume	174,418	129,665	-44,753	-25.7%	530,238

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6658	0.6624	0.6508
R3	0.6602	0.6568	0.6493
R2	0.6545	0.6545	0.6487
R1	0.6511	0.6511	0.6482	0.6500
PP	0.6489	0.6489	0.6489	0.6483
S1	0.6455	0.6455	0.6472	0.6443
S2	0.6432	0.6432	0.6467
S3	0.6376	0.6398	0.6461
S4	0.6319	0.6342	0.6446

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%	0.0076	1.2%	65%	False	False	121,532
10	0.6556	0.6328	0.0228	3.5%	0.0074	1.1%	65%	False	False	118,118
20	0.6556	0.6281	0.0276	4.3%	0.0067	1.0%	71%	False	False	114,917
40	0.6556	0.6281	0.0276	4.3%	0.0066	1.0%	71%	False	False	114,724
60	0.6556	0.6281	0.0276	4.3%	0.0063	1.0%	71%	False	False	91,229
80	0.6851	0.6281	0.0571	8.8%	0.0064	1.0%	34%	False	False	68,510
100	0.6928	0.6281	0.0647	10.0%	0.0064	1.0%	30%	False	False	54,843
120	0.6928	0.6281	0.0647	10.0%	0.0061	0.9%	30%	False	False	45,709

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6763
2.618	0.6670
1.618	0.6614
1.000	0.6579
0.618	0.6557
HIGH	0.6523
0.618	0.6501
0.500	0.6494
0.382	0.6488
LOW	0.6466
0.618	0.6431
1.000	0.6410
1.618	0.6375
2.618	0.6318
4.250	0.6226

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	0.6494	0.6465
PP	0.6489	0.6454
S1	0.6483	0.6442

Download as Excel Spreadsheet

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

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