CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	0.6556	0.6552	-0.0004	-0.1%	0.6587
High	0.6600	0.6622	0.0022	0.3%	0.6681
Low	0.6550	0.6528	-0.0023	-0.3%	0.6571
Close	0.6557	0.6606	0.0049	0.7%	0.6675
Range	0.0050	0.0095	0.0045	89.0%	0.0110
ATR	0.0067	0.0069	0.0002	2.9%	0.0000
Volume	87,159	121,832	34,673	39.8%	587,910

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6869	0.6832	0.6657
R3	0.6774	0.6737	0.6631
R2	0.6680	0.6680	0.6623
R1	0.6643	0.6643	0.6614	0.6661
PP	0.6585	0.6585	0.6585	0.6594
S1	0.6548	0.6548	0.6597	0.6567
S2	0.6491	0.6491	0.6588
S3	0.6396	0.6454	0.6580
S4	0.6302	0.6359	0.6554

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	0.6528	0.0166	2.5%	0.0077	1.2%	47%	False	True	116,209
10	0.6694	0.6528	0.0166	2.5%	0.0070	1.1%	47%	False	True	112,683
20	0.6694	0.6328	0.0366	5.5%	0.0069	1.0%	76%	False	False	110,093
40	0.6694	0.6281	0.0413	6.3%	0.0066	1.0%	79%	False	False	110,104
60	0.6694	0.6281	0.0413	6.3%	0.0065	1.0%	79%	False	False	111,463
80	0.6694	0.6281	0.0413	6.3%	0.0063	1.0%	79%	False	False	87,219
100	0.6877	0.6281	0.0597	9.0%	0.0064	1.0%	54%	False	False	69,836
120	0.6928	0.6281	0.0647	9.8%	0.0064	1.0%	50%	False	False	58,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7024
2.618	0.6869
1.618	0.6775
1.000	0.6717
0.618	0.6680
HIGH	0.6622
0.618	0.6586
0.500	0.6575
0.382	0.6564
LOW	0.6528
0.618	0.6469
1.000	0.6433
1.618	0.6375
2.618	0.6280
4.250	0.6126

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.6595	0.6596
PP	0.6585	0.6586
S1	0.6575	0.6576

Download as Excel Spreadsheet

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

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