CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	0.6564	0.6560	-0.0004	-0.1%	0.6366
High	0.6595	0.6575	-0.0020	-0.3%	0.6556
Low	0.6549	0.6526	-0.0023	-0.4%	0.6328
Close	0.6563	0.6546	-0.0017	-0.3%	0.6516
Range	0.0046	0.0049	0.0004	7.7%	0.0228
ATR	0.0067	0.0066	-0.0001	-1.9%	0.0000
Volume	97,409	97,982	573	0.6%	591,505

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6696	0.6670	0.6572
R3	0.6647	0.6621	0.6559
R2	0.6598	0.6598	0.6554
R1	0.6572	0.6572	0.6550	0.6560
PP	0.6549	0.6549	0.6549	0.6543
S1	0.6523	0.6523	0.6541	0.6511
S2	0.6500	0.6500	0.6537
S3	0.6451	0.6474	0.6532
S4	0.6402	0.6425	0.6519

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	0.6595	0.6458	0.0137	2.1%	0.0056	0.9%	64%	False	False	100,929
10	0.6595	0.6328	0.0267	4.1%	0.0067	1.0%	82%	False	False	107,504
20	0.6595	0.6281	0.0314	4.8%	0.0066	1.0%	84%	False	False	115,273
40	0.6595	0.6281	0.0314	4.8%	0.0066	1.0%	84%	False	False	113,602
60	0.6595	0.6281	0.0314	4.8%	0.0063	1.0%	84%	False	False	97,440
80	0.6651	0.6281	0.0371	5.7%	0.0062	0.9%	72%	False	False	73,185
100	0.6928	0.6281	0.0647	9.9%	0.0064	1.0%	41%	False	False	58,583
120	0.6928	0.6281	0.0647	9.9%	0.0062	0.9%	41%	False	False	48,834

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6783
2.618	0.6703
1.618	0.6654
1.000	0.6624
0.618	0.6605
HIGH	0.6575
0.618	0.6556
0.500	0.6551
0.382	0.6545
LOW	0.6526
0.618	0.6496
1.000	0.6477
1.618	0.6447
2.618	0.6398
4.250	0.6318

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	0.6551	0.6551
PP	0.6549	0.6549
S1	0.6547	0.6547

Download as Excel Spreadsheet

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

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