CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	0.6552	0.6601	0.0050	0.8%	0.6675
High	0.6622	0.6622	-0.0001	0.0%	0.6694
Low	0.6528	0.6560	0.0033	0.5%	0.6528
Close	0.6606	0.6582	-0.0024	-0.4%	0.6582
Range	0.0095	0.0062	-0.0033	-34.9%	0.0166
ATR	0.0069	0.0069	-0.0001	-0.8%	0.0000
Volume	121,832	100,601	-21,231	-17.4%	547,988

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6772	0.6739	0.6616
R3	0.6711	0.6677	0.6599
R2	0.6649	0.6649	0.6593
R1	0.6616	0.6616	0.6588	0.6602
PP	0.6588	0.6588	0.6588	0.6581
S1	0.6554	0.6554	0.6576	0.6540
S2	0.6526	0.6526	0.6571
S3	0.6465	0.6493	0.6565
S4	0.6403	0.6431	0.6548

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7099	0.7007	0.6673
R3	0.6933	0.6841	0.6628
R2	0.6767	0.6767	0.6612
R1	0.6675	0.6675	0.6597	0.6638
PP	0.6601	0.6601	0.6601	0.6583
S1	0.6509	0.6509	0.6567	0.6472
S2	0.6435	0.6435	0.6552
S3	0.6269	0.6343	0.6536
S4	0.6103	0.6177	0.6491

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%	0.0074	1.1%	33%	False	False	109,597
10	0.6694	0.6528	0.0166	2.5%	0.0071	1.1%	33%	False	False	113,589
20	0.6694	0.6328	0.0366	5.6%	0.0068	1.0%	69%	False	False	110,503
40	0.6694	0.6281	0.0413	6.3%	0.0065	1.0%	73%	False	False	109,942
60	0.6694	0.6281	0.0413	6.3%	0.0065	1.0%	73%	False	False	111,723
80	0.6694	0.6281	0.0413	6.3%	0.0063	1.0%	73%	False	False	88,469
100	0.6877	0.6281	0.0597	9.1%	0.0064	1.0%	51%	False	False	70,841
120	0.6928	0.6281	0.0647	9.8%	0.0064	1.0%	47%	False	False	59,059

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.6883
2.618	0.6783
1.618	0.6721
1.000	0.6683
0.618	0.6660
HIGH	0.6622
0.618	0.6598
0.500	0.6591
0.382	0.6583
LOW	0.6560
0.618	0.6522
1.000	0.6499
1.618	0.6460
2.618	0.6399
4.250	0.6299

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	0.6591	0.6580
PP	0.6588	0.6577
S1	0.6585	0.6575

Download as Excel Spreadsheet

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

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