CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	0.6697	0.6701	0.0004	0.1%	0.6577
High	0.6728	0.6735	0.0007	0.1%	0.6729
Low	0.6664	0.6694	0.0030	0.4%	0.6541
Close	0.6707	0.6710	0.0003	0.0%	0.6707
Range	0.0064	0.0042	-0.0023	-35.2%	0.0188
ATR	0.0071	0.0069	-0.0002	-2.9%	0.0000
Volume	17,222	703	-16,519	-95.9%	529,509

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6837	0.6815	0.6732
R3	0.6796	0.6773	0.6721
R2	0.6754	0.6754	0.6717
R1	0.6732	0.6732	0.6713	0.6743
PP	0.6713	0.6713	0.6713	0.6718
S1	0.6690	0.6690	0.6706	0.6702
S2	0.6671	0.6671	0.6702
S3	0.6630	0.6649	0.6698
S4	0.6588	0.6607	0.6687

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7223	0.7153	0.6810
R3	0.7035	0.6965	0.6758
R2	0.6847	0.6847	0.6741
R1	0.6777	0.6777	0.6724	0.6812
PP	0.6659	0.6659	0.6659	0.6676
S1	0.6589	0.6589	0.6689	0.6624
S2	0.6471	0.6471	0.6672
S3	0.6283	0.6401	0.6655
S4	0.6095	0.6213	0.6603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6735	0.6541	0.0194	2.9%	0.0076	1.1%	87%	True	False	89,686
10	0.6735	0.6528	0.0208	3.1%	0.0070	1.0%	88%	True	False	96,399
20	0.6735	0.6507	0.0229	3.4%	0.0067	1.0%	89%	True	False	102,468
40	0.6735	0.6281	0.0455	6.8%	0.0068	1.0%	94%	True	False	109,059
60	0.6735	0.6281	0.0455	6.8%	0.0067	1.0%	94%	True	False	110,252
80	0.6735	0.6281	0.0455	6.8%	0.0064	1.0%	94%	True	False	95,075
100	0.6769	0.6281	0.0489	7.3%	0.0064	1.0%	88%	False	False	76,133
120	0.6928	0.6281	0.0647	9.6%	0.0064	1.0%	66%	False	False	63,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6911
2.618	0.6844
1.618	0.6802
1.000	0.6777
0.618	0.6761
HIGH	0.6735
0.618	0.6719
0.500	0.6714
0.382	0.6709
LOW	0.6694
0.618	0.6668
1.000	0.6652
1.618	0.6626
2.618	0.6585
4.250	0.6517

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	0.6714	0.6705
PP	0.6713	0.6701
S1	0.6711	0.6697

Download as Excel Spreadsheet

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

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