CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	0.6601	0.6577	-0.0024	-0.4%	0.6675
High	0.6622	0.6585	-0.0037	-0.6%	0.6694
Low	0.6560	0.6552	-0.0009	-0.1%	0.6528
Close	0.6582	0.6568	-0.0015	-0.2%	0.6582
Range	0.0062	0.0034	-0.0028	-45.5%	0.0166
ATR	0.0069	0.0066	-0.0003	-3.7%	0.0000
Volume	100,601	81,782	-18,819	-18.7%	547,988

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6669	0.6652	0.6586
R3	0.6635	0.6618	0.6577
R2	0.6602	0.6602	0.6574
R1	0.6585	0.6585	0.6571	0.6576
PP	0.6568	0.6568	0.6568	0.6564
S1	0.6551	0.6551	0.6564	0.6543
S2	0.6535	0.6535	0.6561
S3	0.6501	0.6518	0.6558
S4	0.6468	0.6484	0.6549

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	0.6625	0.6528	0.0097	1.5%	0.0063	1.0%	41%	False	False	103,113
10	0.6694	0.6528	0.0166	2.5%	0.0070	1.1%	24%	False	False	113,609
20	0.6694	0.6328	0.0366	5.6%	0.0069	1.0%	66%	False	False	109,621
40	0.6694	0.6281	0.0413	6.3%	0.0064	1.0%	69%	False	False	109,066
60	0.6694	0.6281	0.0413	6.3%	0.0065	1.0%	69%	False	False	111,416
80	0.6694	0.6281	0.0413	6.3%	0.0063	1.0%	69%	False	False	89,486
100	0.6851	0.6281	0.0571	8.7%	0.0064	1.0%	50%	False	False	71,657
120	0.6928	0.6281	0.0647	9.9%	0.0063	1.0%	44%	False	False	59,740

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	0.6727
2.618	0.6673
1.618	0.6639
1.000	0.6619
0.618	0.6606
HIGH	0.6585
0.618	0.6572
0.500	0.6568
0.382	0.6564
LOW	0.6552
0.618	0.6531
1.000	0.6518
1.618	0.6497
2.618	0.6464
4.250	0.6409

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	0.6568	0.6575
PP	0.6568	0.6572
S1	0.6568	0.6570

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

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