CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	0.6610	0.6675	0.0066	1.0%	0.6587
High	0.6680	0.6694	0.0014	0.2%	0.6681
Low	0.6603	0.6608	0.0006	0.1%	0.6571
Close	0.6675	0.6621	-0.0054	-0.8%	0.6675
Range	0.0078	0.0086	0.0008	10.3%	0.0110
ATR	0.0066	0.0068	0.0001	2.1%	0.0000
Volume	133,659	114,204	-19,455	-14.6%	587,910

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6897	0.6844	0.6668
R3	0.6812	0.6759	0.6644
R2	0.6726	0.6726	0.6636
R1	0.6673	0.6673	0.6628	0.6657
PP	0.6641	0.6641	0.6641	0.6633
S1	0.6588	0.6588	0.6613	0.6572
S2	0.6555	0.6555	0.6605
S3	0.6470	0.6502	0.6597
S4	0.6384	0.6417	0.6573

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	0.6694	0.6574	0.0120	1.8%	0.0077	1.2%	39%	True	False	124,105
10	0.6694	0.6507	0.0187	2.8%	0.0064	1.0%	61%	True	False	108,536
20	0.6694	0.6328	0.0366	5.5%	0.0068	1.0%	80%	True	False	110,355
40	0.6694	0.6281	0.0413	6.2%	0.0065	1.0%	82%	True	False	108,912
60	0.6694	0.6281	0.0413	6.2%	0.0064	1.0%	82%	True	False	109,863
80	0.6694	0.6281	0.0413	6.2%	0.0063	0.9%	82%	True	False	83,069
100	0.6928	0.6281	0.0647	9.8%	0.0063	1.0%	53%	False	False	66,509
120	0.6928	0.6281	0.0647	9.8%	0.0064	1.0%	53%	False	False	55,447

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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7057
2.618	0.6917
1.618	0.6832
1.000	0.6779
0.618	0.6746
HIGH	0.6694
0.618	0.6661
0.500	0.6651
0.382	0.6641
LOW	0.6608
0.618	0.6555
1.000	0.6523
1.618	0.6470
2.618	0.6384
4.250	0.6245

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	0.6651	0.6634
PP	0.6641	0.6629
S1	0.6631	0.6625

Download as Excel Spreadsheet

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

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