CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	0.6459	0.6431	-0.0028	-0.4%	0.6367
High	0.6472	0.6450	-0.0022	-0.3%	0.6545
Low	0.6425	0.6388	-0.0037	-0.6%	0.6344
Close	0.6425	0.6393	-0.0032	-0.5%	0.6544
Range	0.0048	0.0062	0.0015	30.5%	0.0201
ATR	0.0059	0.0059	0.0000	0.4%	0.0000
Volume	215	139	-76	-35.3%	594

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6596	0.6557	0.6427
R3	0.6534	0.6495	0.6410
R2	0.6472	0.6472	0.6404
R1	0.6433	0.6433	0.6399	0.6422
PP	0.6410	0.6410	0.6410	0.6405
S1	0.6371	0.6371	0.6387	0.6360
S2	0.6348	0.6348	0.6382
S3	0.6286	0.6309	0.6376
S4	0.6224	0.6247	0.6359

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	0.6388	0.0161	2.5%	0.0068	1.1%	3%	False	True	167
10	0.6549	0.6344	0.0205	3.2%	0.0061	1.0%	24%	False	False	133
20	0.6549	0.6300	0.0249	3.9%	0.0055	0.9%	37%	False	False	111
40	0.6550	0.6300	0.0250	3.9%	0.0054	0.8%	37%	False	False	74
60	0.6550	0.6300	0.0250	3.9%	0.0043	0.7%	37%	False	False	51
80	0.6830	0.6300	0.0530	8.3%	0.0036	0.6%	18%	False	False	38
100	0.6938	0.6300	0.0638	10.0%	0.0031	0.5%	15%	False	False	31
120	0.6938	0.6300	0.0638	10.0%	0.0028	0.4%	15%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6714
2.618	0.6612
1.618	0.6550
1.000	0.6512
0.618	0.6488
HIGH	0.6450
0.618	0.6426
0.500	0.6419
0.382	0.6412
LOW	0.6388
0.618	0.6350
1.000	0.6326
1.618	0.6288
2.618	0.6226
4.250	0.6125

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	0.6419	0.6458
PP	0.6410	0.6436
S1	0.6402	0.6415

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

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