CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	0.6675	0.6623	-0.0052	-0.8%	0.6587
High	0.6694	0.6625	-0.0069	-1.0%	0.6681
Low	0.6608	0.6547	-0.0061	-0.9%	0.6571
Close	0.6621	0.6554	-0.0067	-1.0%	0.6675
Range	0.0086	0.0078	-0.0008	-9.4%	0.0110
ATR	0.0068	0.0068	0.0001	1.0%	0.0000
Volume	114,204	124,192	9,988	8.7%	587,910

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6808	0.6758	0.6597
R3	0.6730	0.6681	0.6575
R2	0.6653	0.6653	0.6568
R1	0.6603	0.6603	0.6561	0.6589
PP	0.6575	0.6575	0.6575	0.6568
S1	0.6526	0.6526	0.6547	0.6512
S2	0.6498	0.6498	0.6540
S3	0.6420	0.6448	0.6533
S4	0.6343	0.6371	0.6511

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	0.6547	0.0147	2.2%	0.0078	1.2%	5%	False	True	128,107
10	0.6694	0.6526	0.0168	2.6%	0.0065	1.0%	17%	False	False	111,323
20	0.6694	0.6328	0.0366	5.6%	0.0069	1.1%	62%	False	False	110,841
40	0.6694	0.6281	0.0413	6.3%	0.0065	1.0%	66%	False	False	109,711
60	0.6694	0.6281	0.0413	6.3%	0.0064	1.0%	66%	False	False	111,591
80	0.6694	0.6281	0.0413	6.3%	0.0063	1.0%	66%	False	False	84,619
100	0.6877	0.6281	0.0597	9.1%	0.0063	1.0%	46%	False	False	67,750
120	0.6928	0.6281	0.0647	9.9%	0.0064	1.0%	42%	False	False	56,481

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6954
2.618	0.6827
1.618	0.6750
1.000	0.6702
0.618	0.6672
HIGH	0.6625
0.618	0.6595
0.500	0.6586
0.382	0.6577
LOW	0.6547
0.618	0.6499
1.000	0.6470
1.618	0.6422
2.618	0.6344
4.250	0.6218

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	0.6586	0.6620
PP	0.6575	0.6598
S1	0.6565	0.6576

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

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