CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	0.6541	0.6518	-0.0023	-0.4%	0.6367
High	0.6549	0.6528	-0.0021	-0.3%	0.6545
Low	0.6513	0.6430	-0.0083	-1.3%	0.6344
Close	0.6518	0.6457	-0.0061	-0.9%	0.6544
Range	0.0036	0.0098	0.0062	172.2%	0.0201
ATR	0.0057	0.0060	0.0003	5.2%	0.0000
Volume	95	242	147	154.7%	594

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6766	0.6709	0.6511
R3	0.6668	0.6611	0.6484
R2	0.6570	0.6570	0.6475
R1	0.6513	0.6513	0.6466	0.6493
PP	0.6472	0.6472	0.6472	0.6461
S1	0.6415	0.6415	0.6448	0.6395
S2	0.6374	0.6374	0.6439
S3	0.6276	0.6317	0.6430
S4	0.6178	0.6219	0.6403

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7079	0.7012	0.6654
R3	0.6878	0.6811	0.6599
R2	0.6678	0.6678	0.6580
R1	0.6611	0.6611	0.6562	0.6644
PP	0.6477	0.6477	0.6477	0.6494
S1	0.6410	0.6410	0.6525	0.6444
S2	0.6277	0.6277	0.6507
S3	0.6076	0.6210	0.6488
S4	0.5876	0.6009	0.6433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6549	0.6352	0.0197	3.0%	0.0072	1.1%	53%	False	False	158
10	0.6549	0.6300	0.0249	3.8%	0.0065	1.0%	63%	False	False	128
20	0.6549	0.6300	0.0249	3.8%	0.0057	0.9%	63%	False	False	103
40	0.6550	0.6300	0.0250	3.9%	0.0052	0.8%	63%	False	False	65
60	0.6550	0.6300	0.0250	3.9%	0.0041	0.6%	63%	False	False	45
80	0.6861	0.6300	0.0561	8.7%	0.0035	0.5%	28%	False	False	34
100	0.6938	0.6300	0.0638	9.9%	0.0030	0.5%	25%	False	False	27
120	0.6938	0.6300	0.0638	9.9%	0.0027	0.4%	25%	False	False	23

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	0.0011
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.6945
2.618	0.6785
1.618	0.6687
1.000	0.6626
0.618	0.6589
HIGH	0.6528
0.618	0.6491
0.500	0.6479
0.382	0.6467
LOW	0.6430
0.618	0.6369
1.000	0.6332
1.618	0.6271
2.618	0.6173
4.250	0.6014

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	0.6479	0.6489
PP	0.6472	0.6479
S1	0.6464	0.6468

Download as Excel Spreadsheet

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

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