CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	0.6621	0.6610	-0.0012	-0.2%	0.6587
High	0.6654	0.6680	0.0026	0.4%	0.6681
Low	0.6574	0.6603	0.0029	0.4%	0.6571
Close	0.6612	0.6675	0.0063	0.9%	0.6675
Range	0.0080	0.0078	-0.0003	-3.1%	0.0110
ATR	0.0066	0.0066	0.0001	1.3%	0.0000
Volume	146,175	133,659	-12,516	-8.6%	587,910

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6885	0.6857	0.6717
R3	0.6807	0.6780	0.6696
R2	0.6730	0.6730	0.6689
R1	0.6702	0.6702	0.6682	0.6716
PP	0.6652	0.6652	0.6652	0.6659
S1	0.6625	0.6625	0.6667	0.6639
S2	0.6575	0.6575	0.6660
S3	0.6497	0.6547	0.6653
S4	0.6420	0.6470	0.6632

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6971	0.6932	0.6735
R3	0.6861	0.6823	0.6705
R2	0.6752	0.6752	0.6695
R1	0.6713	0.6713	0.6685	0.6732
PP	0.6642	0.6642	0.6642	0.6652
S1	0.6604	0.6604	0.6664	0.6623
S2	0.6533	0.6533	0.6654
S3	0.6423	0.6494	0.6644
S4	0.6314	0.6385	0.6614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6681	0.6571	0.0110	1.6%	0.0069	1.0%	95%	False	False	117,582
10	0.6681	0.6458	0.0223	3.3%	0.0062	0.9%	97%	False	False	105,442
20	0.6681	0.6328	0.0353	5.3%	0.0068	1.0%	98%	False	False	111,780
40	0.6681	0.6281	0.0400	6.0%	0.0065	1.0%	99%	False	False	109,552
60	0.6681	0.6281	0.0400	6.0%	0.0063	0.9%	99%	False	False	108,228
80	0.6681	0.6281	0.0400	6.0%	0.0063	0.9%	99%	False	False	81,644
100	0.6928	0.6281	0.0647	9.7%	0.0063	0.9%	61%	False	False	65,369
120	0.6928	0.6281	0.0647	9.7%	0.0063	0.9%	61%	False	False	54,495

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7009
2.618	0.6883
1.618	0.6805
1.000	0.6758
0.618	0.6728
HIGH	0.6680
0.618	0.6650
0.500	0.6641
0.382	0.6632
LOW	0.6603
0.618	0.6555
1.000	0.6525
1.618	0.6477
2.618	0.6400
4.250	0.6273

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	0.6663	0.6659
PP	0.6652	0.6643
S1	0.6641	0.6627

Download as Excel Spreadsheet

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

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