CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	0.6568	0.6560	-0.0008	-0.1%	0.6675
High	0.6614	0.6675	0.0061	0.9%	0.6694
Low	0.6541	0.6543	0.0002	0.0%	0.6528
Close	0.6557	0.6667	0.0110	1.7%	0.6582
Range	0.0073	0.0132	0.0059	80.8%	0.0166
ATR	0.0067	0.0071	0.0005	7.0%	0.0000
Volume	174,603	131,961	-42,642	-24.4%	547,988

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7024	0.6977	0.6739
R3	0.6892	0.6845	0.6703
R2	0.6760	0.6760	0.6691
R1	0.6713	0.6713	0.6679	0.6737
PP	0.6628	0.6628	0.6628	0.6640
S1	0.6581	0.6581	0.6654	0.6605
S2	0.6496	0.6496	0.6642
S3	0.6364	0.6449	0.6630
S4	0.6232	0.6317	0.6594

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	0.6675	0.6528	0.0147	2.2%	0.0079	1.2%	95%	True	False	122,155
10	0.6694	0.6528	0.0166	2.5%	0.0077	1.1%	84%	False	False	121,616
20	0.6694	0.6458	0.0236	3.5%	0.0067	1.0%	89%	False	False	114,742
40	0.6694	0.6281	0.0413	6.2%	0.0067	1.0%	93%	False	False	112,234
60	0.6694	0.6281	0.0413	6.2%	0.0067	1.0%	93%	False	False	113,827
80	0.6694	0.6281	0.0413	6.2%	0.0064	1.0%	93%	False	False	93,314
100	0.6851	0.6281	0.0571	8.6%	0.0065	1.0%	68%	False	False	74,719
120	0.6928	0.6281	0.0647	9.7%	0.0064	1.0%	60%	False	False	62,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7236
2.618	0.7020
1.618	0.6888
1.000	0.6807
0.618	0.6756
HIGH	0.6675
0.618	0.6624
0.500	0.6609
0.382	0.6593
LOW	0.6543
0.618	0.6461
1.000	0.6411
1.618	0.6329
2.618	0.6197
4.250	0.5982

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	0.6647	0.6647
PP	0.6628	0.6627
S1	0.6609	0.6608

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

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