CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	0.6518	0.6459	-0.0059	-0.9%	0.6367
High	0.6528	0.6472	-0.0056	-0.9%	0.6545
Low	0.6430	0.6425	-0.0006	-0.1%	0.6344
Close	0.6457	0.6425	-0.0033	-0.5%	0.6544
Range	0.0098	0.0048	-0.0051	-51.5%	0.0201
ATR	0.0060	0.0059	-0.0001	-1.5%	0.0000
Volume	242	215	-27	-11.2%	594

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6583	0.6551	0.6451
R3	0.6535	0.6504	0.6438
R2	0.6488	0.6488	0.6433
R1	0.6456	0.6456	0.6429	0.6448
PP	0.6440	0.6440	0.6440	0.6436
S1	0.6409	0.6409	0.6420	0.6401
S2	0.6393	0.6393	0.6416
S3	0.6345	0.6361	0.6411
S4	0.6298	0.6314	0.6398

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	0.6425	0.0124	1.9%	0.0066	1.0%	0%	False	True	177
10	0.6549	0.6300	0.0249	3.9%	0.0061	0.9%	50%	False	False	126
20	0.6549	0.6300	0.0249	3.9%	0.0057	0.9%	50%	False	False	112
40	0.6550	0.6300	0.0250	3.9%	0.0053	0.8%	50%	False	False	71
60	0.6550	0.6300	0.0250	3.9%	0.0042	0.6%	50%	False	False	49
80	0.6830	0.6300	0.0530	8.2%	0.0035	0.6%	24%	False	False	37
100	0.6938	0.6300	0.0638	9.9%	0.0031	0.5%	20%	False	False	29
120	0.6938	0.6300	0.0638	9.9%	0.0027	0.4%	20%	False	False	25

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6674
2.618	0.6596
1.618	0.6549
1.000	0.6520
0.618	0.6501
HIGH	0.6472
0.618	0.6454
0.500	0.6448
0.382	0.6443
LOW	0.6425
0.618	0.6395
1.000	0.6377
1.618	0.6348
2.618	0.6300
4.250	0.6223

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	0.6448	0.6487
PP	0.6440	0.6466
S1	0.6432	0.6445

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

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