CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	0.6362	0.6427	0.0065	1.0%	0.6352
High	0.6425	0.6481	0.0056	0.9%	0.6426
Low	0.6352	0.6427	0.0075	1.2%	0.6300
Close	0.6406	0.6458	0.0052	0.8%	0.6364
Range	0.0073	0.0054	-0.0019	-26.0%	0.0126
ATR	0.0054	0.0055	0.0002	2.9%	0.0000
Volume	120	190	70	58.3%	514

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6617	0.6591	0.6487
R3	0.6563	0.6537	0.6472
R2	0.6509	0.6509	0.6467
R1	0.6483	0.6483	0.6462	0.6496
PP	0.6455	0.6455	0.6455	0.6462
S1	0.6429	0.6429	0.6453	0.6442
S2	0.6401	0.6401	0.6448
S3	0.6347	0.6375	0.6443
S4	0.6293	0.6321	0.6428

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6740	0.6677	0.6433
R3	0.6614	0.6552	0.6399
R2	0.6489	0.6489	0.6387
R1	0.6426	0.6426	0.6376	0.6458
PP	0.6363	0.6363	0.6363	0.6379
S1	0.6301	0.6301	0.6352	0.6332
S2	0.6238	0.6238	0.6341
S3	0.6112	0.6175	0.6329
S4	0.5987	0.6050	0.6295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6481	0.6344	0.0137	2.1%	0.0054	0.8%	83%	True	False	98
10	0.6481	0.6300	0.0181	2.8%	0.0053	0.8%	87%	True	False	103
20	0.6481	0.6300	0.0181	2.8%	0.0055	0.9%	87%	True	False	88
40	0.6550	0.6300	0.0250	3.9%	0.0049	0.8%	63%	False	False	54
60	0.6584	0.6300	0.0284	4.4%	0.0038	0.6%	56%	False	False	37
80	0.6938	0.6300	0.0638	9.9%	0.0032	0.5%	25%	False	False	28
100	0.6938	0.6300	0.0638	9.9%	0.0028	0.4%	25%	False	False	22
120	0.6938	0.6300	0.0638	9.9%	0.0025	0.4%	25%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6711
2.618	0.6622
1.618	0.6568
1.000	0.6535
0.618	0.6514
HIGH	0.6481
0.618	0.6460
0.500	0.6454
0.382	0.6448
LOW	0.6427
0.618	0.6394
1.000	0.6373
1.618	0.6340
2.618	0.6286
4.250	0.6198

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	0.6456	0.6443
PP	0.6455	0.6428
S1	0.6454	0.6413

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

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