CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	0.6546	0.6587	0.0041	0.6%	0.6520
High	0.6596	0.6619	0.0023	0.3%	0.6596
Low	0.6545	0.6571	0.0027	0.4%	0.6507
Close	0.6594	0.6613	0.0019	0.3%	0.6594
Range	0.0052	0.0048	-0.0004	-7.8%	0.0090
ATR	0.0065	0.0064	-0.0001	-1.9%	0.0000
Volume	91,533	81,588	-9,945	-10.9%	383,251

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6743	0.6725	0.6639
R3	0.6696	0.6678	0.6626
R2	0.6648	0.6648	0.6621
R1	0.6630	0.6630	0.6617	0.6639
PP	0.6601	0.6601	0.6601	0.6605
S1	0.6583	0.6583	0.6608	0.6592
S2	0.6553	0.6553	0.6604
S3	0.6506	0.6535	0.6599
S4	0.6458	0.6488	0.6586

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	0.6619	0.6507	0.0112	1.7%	0.0051	0.8%	95%	True	False	92,967
10	0.6619	0.6328	0.0291	4.4%	0.0067	1.0%	98%	True	False	105,634
20	0.6619	0.6325	0.0294	4.4%	0.0066	1.0%	98%	True	False	111,288
40	0.6619	0.6281	0.0338	5.1%	0.0064	1.0%	98%	True	False	109,991
60	0.6619	0.6281	0.0338	5.1%	0.0063	0.9%	98%	True	False	100,302
80	0.6642	0.6281	0.0362	5.5%	0.0061	0.9%	92%	False	False	75,336
100	0.6928	0.6281	0.0647	9.8%	0.0063	1.0%	51%	False	False	60,313
120	0.6928	0.6281	0.0647	9.8%	0.0062	0.9%	51%	False	False	50,276

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6820
2.618	0.6743
1.618	0.6695
1.000	0.6666
0.618	0.6648
HIGH	0.6619
0.618	0.6600
0.500	0.6595
0.382	0.6589
LOW	0.6571
0.618	0.6542
1.000	0.6524
1.618	0.6494
2.618	0.6447
4.250	0.6369

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	0.6607	0.6599
PP	0.6601	0.6586
S1	0.6595	0.6572

Download as Excel Spreadsheet

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

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