CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	0.6431	0.6387	-0.0044	-0.7%	0.6541
High	0.6450	0.6390	-0.0060	-0.9%	0.6549
Low	0.6388	0.6363	-0.0025	-0.4%	0.6363
Close	0.6393	0.6380	-0.0014	-0.2%	0.6380
Range	0.0062	0.0027	-0.0035	-56.5%	0.0186
ATR	0.0059	0.0057	-0.0002	-3.5%	0.0000
Volume	139	210	71	51.1%	901

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6459	0.6446	0.6394
R3	0.6432	0.6419	0.6387
R2	0.6405	0.6405	0.6384
R1	0.6392	0.6392	0.6382	0.6385
PP	0.6378	0.6378	0.6378	0.6374
S1	0.6365	0.6365	0.6377	0.6358
S2	0.6351	0.6351	0.6375
S3	0.6324	0.6338	0.6372
S4	0.6297	0.6311	0.6365

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6987	0.6869	0.6482
R3	0.6801	0.6683	0.6431
R2	0.6616	0.6616	0.6414
R1	0.6498	0.6498	0.6397	0.6464
PP	0.6430	0.6430	0.6430	0.6414
S1	0.6312	0.6312	0.6362	0.6279
S2	0.6245	0.6245	0.6345
S3	0.6059	0.6127	0.6328
S4	0.5874	0.5941	0.6277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6549	0.6363	0.0186	2.9%	0.0054	0.8%	9%	False	True	180
10	0.6549	0.6344	0.0205	3.2%	0.0060	0.9%	17%	False	False	149
20	0.6549	0.6300	0.0249	3.9%	0.0054	0.8%	32%	False	False	118
40	0.6550	0.6300	0.0250	3.9%	0.0054	0.8%	32%	False	False	78
60	0.6550	0.6300	0.0250	3.9%	0.0043	0.7%	32%	False	False	54
80	0.6830	0.6300	0.0530	8.3%	0.0037	0.6%	15%	False	False	41
100	0.6938	0.6300	0.0638	10.0%	0.0032	0.5%	12%	False	False	33
120	0.6938	0.6300	0.0638	10.0%	0.0028	0.4%	12%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.6505
2.618	0.6461
1.618	0.6434
1.000	0.6417
0.618	0.6407
HIGH	0.6390
0.618	0.6380
0.500	0.6377
0.382	0.6373
LOW	0.6363
0.618	0.6346
1.000	0.6336
1.618	0.6319
2.618	0.6292
4.250	0.6248

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	0.6379	0.6418
PP	0.6378	0.6405
S1	0.6377	0.6392

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

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