CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	0.6529	0.6533	0.0004	0.1%	0.6541
High	0.6565	0.6541	-0.0025	-0.4%	0.6549
Low	0.6513	0.6485	-0.0028	-0.4%	0.6363
Close	0.6534	0.6494	-0.0040	-0.6%	0.6380
Range	0.0053	0.0056	0.0004	6.7%	0.0186
ATR	0.0064	0.0063	-0.0001	-0.9%	0.0000
Volume	479	325	-154	-32.2%	901

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6674	0.6640	0.6525
R3	0.6618	0.6584	0.6509
R2	0.6562	0.6562	0.6504
R1	0.6528	0.6528	0.6499	0.6517
PP	0.6506	0.6506	0.6506	0.6501
S1	0.6472	0.6472	0.6489	0.6461
S2	0.6450	0.6450	0.6484
S3	0.6394	0.6416	0.6479
S4	0.6338	0.6360	0.6463

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%	0.0071	1.1%	67%	False	False	312
10	0.6565	0.6350	0.0215	3.3%	0.0069	1.1%	67%	False	False	240
20	0.6565	0.6300	0.0265	4.1%	0.0061	0.9%	73%	False	False	171
40	0.6565	0.6300	0.0265	4.1%	0.0058	0.9%	73%	False	False	110
60	0.6565	0.6300	0.0265	4.1%	0.0047	0.7%	73%	False	False	76
80	0.6766	0.6300	0.0466	7.2%	0.0040	0.6%	42%	False	False	58
100	0.6938	0.6300	0.0638	9.8%	0.0034	0.5%	30%	False	False	46
120	0.6938	0.6300	0.0638	9.8%	0.0030	0.5%	30%	False	False	39

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6779
2.618	0.6687
1.618	0.6631
1.000	0.6597
0.618	0.6575
HIGH	0.6541
0.618	0.6519
0.500	0.6513
0.382	0.6506
LOW	0.6485
0.618	0.6450
1.000	0.6429
1.618	0.6394
2.618	0.6338
4.250	0.6247

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	0.6513	0.6482
PP	0.6506	0.6470
S1	0.6500	0.6458

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

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