CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	0.6533	0.6493	-0.0040	-0.6%	0.6383
High	0.6541	0.6539	-0.0002	0.0%	0.6565
Low	0.6485	0.6476	-0.0009	-0.1%	0.6350
Close	0.6494	0.6533	0.0039	0.6%	0.6533
Range	0.0056	0.0064	0.0008	13.4%	0.0215
ATR	0.0063	0.0063	0.0000	0.1%	0.0000
Volume	325	128	-197	-60.6%	1,482

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6706	0.6683	0.6567
R3	0.6643	0.6619	0.6550
R2	0.6579	0.6579	0.6544
R1	0.6556	0.6556	0.6538	0.6568
PP	0.6516	0.6516	0.6516	0.6522
S1	0.6492	0.6492	0.6527	0.6504
S2	0.6452	0.6452	0.6521
S3	0.6389	0.6429	0.6515
S4	0.6325	0.6365	0.6498

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7128	0.7045	0.6651
R3	0.6913	0.6830	0.6592
R2	0.6698	0.6698	0.6572
R1	0.6615	0.6615	0.6552	0.6656
PP	0.6483	0.6483	0.6483	0.6503
S1	0.6400	0.6400	0.6513	0.6441
S2	0.6268	0.6268	0.6493
S3	0.6053	0.6185	0.6473
S4	0.5838	0.5970	0.6414

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%	0.0078	1.2%	85%	False	False	296
10	0.6565	0.6350	0.0215	3.3%	0.0066	1.0%	85%	False	False	238
20	0.6565	0.6300	0.0265	4.1%	0.0063	1.0%	88%	False	False	174
40	0.6565	0.6300	0.0265	4.1%	0.0058	0.9%	88%	False	False	113
60	0.6565	0.6300	0.0265	4.1%	0.0048	0.7%	88%	False	False	78
80	0.6766	0.6300	0.0466	7.1%	0.0041	0.6%	50%	False	False	60
100	0.6938	0.6300	0.0638	9.8%	0.0034	0.5%	36%	False	False	48
120	0.6938	0.6300	0.0638	9.8%	0.0030	0.5%	36%	False	False	40

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6809
2.618	0.6705
1.618	0.6642
1.000	0.6603
0.618	0.6578
HIGH	0.6539
0.618	0.6515
0.500	0.6507
0.382	0.6500
LOW	0.6476
0.618	0.6436
1.000	0.6412
1.618	0.6373
2.618	0.6309
4.250	0.6206

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	0.6524	0.6528
PP	0.6516	0.6524
S1	0.6507	0.6520

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

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