CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	0.6402	0.6529	0.0128	2.0%	0.6541
High	0.6536	0.6565	0.0029	0.4%	0.6549
Low	0.6350	0.6513	0.0163	2.6%	0.6363
Close	0.6532	0.6534	0.0002	0.0%	0.6380
Range	0.0186	0.0053	-0.0134	-71.8%	0.0186
ATR	0.0064	0.0064	-0.0001	-1.3%	0.0000
Volume	475	479	4	0.8%	901

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6695	0.6667	0.6562
R3	0.6642	0.6614	0.6548
R2	0.6590	0.6590	0.6543
R1	0.6562	0.6562	0.6538	0.6576
PP	0.6537	0.6537	0.6537	0.6544
S1	0.6509	0.6509	0.6529	0.6523
S2	0.6485	0.6485	0.6524
S3	0.6432	0.6457	0.6519
S4	0.6380	0.6404	0.6505

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	0.6565	0.6350	0.0215	3.3%	0.0072	1.1%	85%	True	False	275
10	0.6565	0.6350	0.0215	3.3%	0.0069	1.1%	85%	True	False	226
20	0.6565	0.6300	0.0265	4.1%	0.0061	0.9%	88%	True	False	162
40	0.6565	0.6300	0.0265	4.1%	0.0058	0.9%	88%	True	False	102
60	0.6565	0.6300	0.0265	4.1%	0.0047	0.7%	88%	True	False	72
80	0.6828	0.6300	0.0528	8.1%	0.0039	0.6%	44%	False	False	54
100	0.6938	0.6300	0.0638	9.8%	0.0033	0.5%	37%	False	False	43
120	0.6938	0.6300	0.0638	9.8%	0.0030	0.5%	37%	False	False	36

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6788
2.618	0.6702
1.618	0.6650
1.000	0.6618
0.618	0.6597
HIGH	0.6565
0.618	0.6545
0.500	0.6539
0.382	0.6533
LOW	0.6513
0.618	0.6480
1.000	0.6460
1.618	0.6428
2.618	0.6375
4.250	0.6289

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	0.6539	0.6508
PP	0.6537	0.6483
S1	0.6535	0.6458

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

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