CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	0.6577	0.6568	-0.0010	-0.1%	0.6675
High	0.6585	0.6614	0.0029	0.4%	0.6694
Low	0.6552	0.6541	-0.0011	-0.2%	0.6528
Close	0.6568	0.6557	-0.0011	-0.2%	0.6582
Range	0.0034	0.0073	0.0040	117.9%	0.0166
ATR	0.0066	0.0067	0.0000	0.8%	0.0000
Volume	81,782	174,603	92,821	113.5%	547,988

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6790	0.6746	0.6597
R3	0.6717	0.6673	0.6577
R2	0.6644	0.6644	0.6570
R1	0.6600	0.6600	0.6563	0.6585
PP	0.6571	0.6571	0.6571	0.6563
S1	0.6527	0.6527	0.6550	0.6512
S2	0.6498	0.6498	0.6543
S3	0.6425	0.6454	0.6536
S4	0.6352	0.6381	0.6516

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	0.6622	0.6528	0.0095	1.4%	0.0063	1.0%	31%	False	False	113,195
10	0.6694	0.6528	0.0166	2.5%	0.0070	1.1%	17%	False	False	120,651
20	0.6694	0.6328	0.0366	5.6%	0.0070	1.1%	63%	False	False	115,062
40	0.6694	0.6281	0.0413	6.3%	0.0065	1.0%	67%	False	False	111,558
60	0.6694	0.6281	0.0413	6.3%	0.0066	1.0%	67%	False	False	113,250
80	0.6694	0.6281	0.0413	6.3%	0.0063	1.0%	67%	False	False	91,667
100	0.6851	0.6281	0.0571	8.7%	0.0064	1.0%	48%	False	False	73,402
120	0.6928	0.6281	0.0647	9.9%	0.0064	1.0%	43%	False	False	61,195

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6924
2.618	0.6805
1.618	0.6732
1.000	0.6687
0.618	0.6659
HIGH	0.6614
0.618	0.6586
0.500	0.6578
0.382	0.6569
LOW	0.6541
0.618	0.6496
1.000	0.6468
1.618	0.6423
2.618	0.6350
4.250	0.6231

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	0.6578	0.6581
PP	0.6571	0.6573
S1	0.6564	0.6565

Download as Excel Spreadsheet

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

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