CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	0.6587	0.6609	0.0022	0.3%	0.6520
High	0.6619	0.6670	0.0052	0.8%	0.6596
Low	0.6571	0.6601	0.0030	0.4%	0.6507
Close	0.6613	0.6657	0.0044	0.7%	0.6594
Range	0.0048	0.0070	0.0022	46.3%	0.0090
ATR	0.0064	0.0064	0.0000	0.7%	0.0000
Volume	81,588	104,179	22,591	27.7%	383,251

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6851	0.6823	0.6695
R3	0.6781	0.6754	0.6676
R2	0.6712	0.6712	0.6669
R1	0.6684	0.6684	0.6663	0.6698
PP	0.6642	0.6642	0.6642	0.6649
S1	0.6615	0.6615	0.6650	0.6629
S2	0.6573	0.6573	0.6644
S3	0.6503	0.6545	0.6637
S4	0.6434	0.6476	0.6618

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	0.6670	0.6526	0.0144	2.2%	0.0053	0.8%	91%	True	False	94,538
10	0.6670	0.6328	0.0342	5.1%	0.0070	1.1%	96%	True	False	109,474
20	0.6670	0.6325	0.0346	5.2%	0.0067	1.0%	96%	True	False	112,282
40	0.6670	0.6281	0.0390	5.9%	0.0064	1.0%	97%	True	False	109,541
60	0.6670	0.6281	0.0390	5.9%	0.0063	0.9%	97%	True	False	102,005
80	0.6670	0.6281	0.0390	5.9%	0.0062	0.9%	97%	True	False	76,634
100	0.6928	0.6281	0.0647	9.7%	0.0063	0.9%	58%	False	False	61,353
120	0.6928	0.6281	0.0647	9.7%	0.0062	0.9%	58%	False	False	51,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6965
2.618	0.6852
1.618	0.6782
1.000	0.6740
0.618	0.6713
HIGH	0.6670
0.618	0.6643
0.500	0.6635
0.382	0.6627
LOW	0.6601
0.618	0.6558
1.000	0.6531
1.618	0.6488
2.618	0.6419
4.250	0.6305

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	0.6649	0.6640
PP	0.6642	0.6624
S1	0.6635	0.6607

Download as Excel Spreadsheet

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

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