CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	0.6652	0.6621	-0.0031	-0.5%	0.6520
High	0.6681	0.6654	-0.0027	-0.4%	0.6596
Low	0.6610	0.6574	-0.0036	-0.5%	0.6507
Close	0.6627	0.6612	-0.0015	-0.2%	0.6594
Range	0.0071	0.0080	0.0010	13.5%	0.0090
ATR	0.0064	0.0066	0.0001	1.7%	0.0000
Volume	122,309	146,175	23,866	19.5%	383,251

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6853	0.6813	0.6656
R3	0.6773	0.6733	0.6634
R2	0.6693	0.6693	0.6627
R1	0.6653	0.6653	0.6619	0.6633
PP	0.6613	0.6613	0.6613	0.6604
S1	0.6573	0.6573	0.6605	0.6553
S2	0.6533	0.6533	0.6597
S3	0.6453	0.6493	0.6590
S4	0.6373	0.6413	0.6568

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	0.6681	0.6545	0.0136	2.1%	0.0064	1.0%	50%	False	False	109,156
10	0.6681	0.6458	0.0223	3.4%	0.0060	0.9%	69%	False	False	105,043
20	0.6681	0.6328	0.0353	5.3%	0.0067	1.0%	81%	False	False	112,632
40	0.6681	0.6281	0.0400	6.0%	0.0064	1.0%	83%	False	False	108,923
60	0.6681	0.6281	0.0400	6.0%	0.0062	0.9%	83%	False	False	106,069
80	0.6681	0.6281	0.0400	6.0%	0.0062	0.9%	83%	False	False	79,976
100	0.6928	0.6281	0.0647	9.8%	0.0064	1.0%	51%	False	False	64,035
120	0.6928	0.6281	0.0647	9.8%	0.0062	0.9%	51%	False	False	53,381

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	0.0016
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6994
2.618	0.6863
1.618	0.6783
1.000	0.6734
0.618	0.6703
HIGH	0.6654
0.618	0.6623
0.500	0.6614
0.382	0.6605
LOW	0.6574
0.618	0.6525
1.000	0.6494
1.618	0.6445
2.618	0.6365
4.250	0.6234

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	0.6614	0.6627
PP	0.6613	0.6622
S1	0.6613	0.6617

Download as Excel Spreadsheet

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

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