CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	0.6514	0.6477	-0.0038	-0.6%	0.6366
High	0.6523	0.6523	0.0000	0.0%	0.6556
Low	0.6466	0.6458	-0.0008	-0.1%	0.6328
Close	0.6477	0.6516	0.0039	0.6%	0.6516
Range	0.0057	0.0065	0.0008	14.2%	0.0228
ATR	0.0070	0.0069	0.0000	-0.5%	0.0000
Volume	129,665	83,265	-46,400	-35.8%	591,505

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6692	0.6668	0.6551
R3	0.6628	0.6604	0.6533
R2	0.6563	0.6563	0.6527
R1	0.6539	0.6539	0.6521	0.6551
PP	0.6499	0.6499	0.6499	0.6505
S1	0.6475	0.6475	0.6510	0.6487
S2	0.6434	0.6434	0.6504
S3	0.6370	0.6410	0.6498
S4	0.6305	0.6346	0.6480

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7151	0.7061	0.6641
R3	0.6923	0.6833	0.6578
R2	0.6695	0.6695	0.6557
R1	0.6605	0.6605	0.6536	0.6650
PP	0.6467	0.6467	0.6467	0.6489
S1	0.6377	0.6377	0.6495	0.6422
S2	0.6239	0.6239	0.6474
S3	0.6011	0.6149	0.6453
S4	0.5783	0.5921	0.6390

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%	0.0084	1.3%	82%	False	False	118,301
10	0.6556	0.6328	0.0228	3.5%	0.0071	1.1%	82%	False	False	112,174
20	0.6556	0.6281	0.0276	4.2%	0.0068	1.1%	85%	False	False	115,650
40	0.6556	0.6281	0.0276	4.2%	0.0066	1.0%	85%	False	False	114,144
60	0.6556	0.6281	0.0276	4.2%	0.0063	1.0%	85%	False	False	92,611
80	0.6769	0.6281	0.0489	7.5%	0.0064	1.0%	48%	False	False	69,549
100	0.6928	0.6281	0.0647	9.9%	0.0064	1.0%	36%	False	False	55,672
120	0.6928	0.6281	0.0647	9.9%	0.0061	0.9%	36%	False	False	46,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6797
2.618	0.6691
1.618	0.6627
1.000	0.6587
0.618	0.6562
HIGH	0.6523
0.618	0.6498
0.500	0.6490
0.382	0.6483
LOW	0.6458
0.618	0.6418
1.000	0.6394
1.618	0.6354
2.618	0.6289
4.250	0.6184

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	0.6507	0.6513
PP	0.6499	0.6510
S1	0.6490	0.6507

Download as Excel Spreadsheet

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

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