CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	0.6560	0.6546	-0.0014	-0.2%	0.6520
High	0.6575	0.6596	0.0021	0.3%	0.6596
Low	0.6526	0.6545	0.0019	0.3%	0.6507
Close	0.6546	0.6594	0.0049	0.7%	0.6594
Range	0.0049	0.0052	0.0003	5.1%	0.0090
ATR	0.0066	0.0065	-0.0001	-1.6%	0.0000
Volume	97,982	91,533	-6,449	-6.6%	383,251

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6733	0.6715	0.6622
R3	0.6681	0.6663	0.6608
R2	0.6630	0.6630	0.6603
R1	0.6612	0.6612	0.6599	0.6621
PP	0.6578	0.6578	0.6578	0.6583
S1	0.6560	0.6560	0.6589	0.6569
S2	0.6527	0.6527	0.6585
S3	0.6475	0.6509	0.6580
S4	0.6424	0.6457	0.6566

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6834	0.6804	0.6643
R3	0.6745	0.6714	0.6619
R2	0.6655	0.6655	0.6610
R1	0.6625	0.6625	0.6602	0.6640
PP	0.6566	0.6566	0.6566	0.6573
S1	0.6535	0.6535	0.6586	0.6550
S2	0.6476	0.6476	0.6578
S3	0.6387	0.6446	0.6569
S4	0.6297	0.6356	0.6545

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6596	0.6458	0.0138	2.1%	0.0055	0.8%	99%	True	False	93,303
10	0.6596	0.6328	0.0268	4.1%	0.0066	1.0%	99%	True	False	107,418
20	0.6596	0.6325	0.0272	4.1%	0.0066	1.0%	99%	True	False	112,001
40	0.6596	0.6281	0.0316	4.8%	0.0065	1.0%	99%	True	False	112,140
60	0.6596	0.6281	0.0316	4.8%	0.0063	1.0%	99%	True	False	98,953
80	0.6642	0.6281	0.0362	5.5%	0.0061	0.9%	87%	False	False	74,323
100	0.6928	0.6281	0.0647	9.8%	0.0064	1.0%	48%	False	False	59,498
120	0.6928	0.6281	0.0647	9.8%	0.0062	0.9%	48%	False	False	49,596

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6815
2.618	0.6731
1.618	0.6679
1.000	0.6648
0.618	0.6628
HIGH	0.6596
0.618	0.6576
0.500	0.6570
0.382	0.6564
LOW	0.6545
0.618	0.6513
1.000	0.6493
1.618	0.6461
2.618	0.6410
4.250	0.6326

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	0.6586	0.6583
PP	0.6578	0.6572
S1	0.6570	0.6561

Download as Excel Spreadsheet

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

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