CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	0.6541	0.6586	0.0046	0.7%	0.6383
High	0.6588	0.6611	0.0024	0.4%	0.6565
Low	0.6525	0.6569	0.0044	0.7%	0.6350
Close	0.6585	0.6580	-0.0005	-0.1%	0.6533
Range	0.0063	0.0043	-0.0021	-32.5%	0.0215
ATR	0.0063	0.0062	-0.0001	-2.3%	0.0000
Volume	400	382	-18	-4.5%	1,482

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6714	0.6690	0.6603
R3	0.6672	0.6647	0.6592
R2	0.6629	0.6629	0.6588
R1	0.6605	0.6605	0.6584	0.6596
PP	0.6587	0.6587	0.6587	0.6582
S1	0.6562	0.6562	0.6576	0.6553
S2	0.6544	0.6544	0.6572
S3	0.6502	0.6520	0.6568
S4	0.6459	0.6477	0.6557

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	0.6611	0.6476	0.0136	2.1%	0.0056	0.8%	77%	True	False	342
10	0.6611	0.6350	0.0261	4.0%	0.0063	1.0%	88%	True	False	282
20	0.6611	0.6300	0.0311	4.7%	0.0064	1.0%	90%	True	False	205
40	0.6611	0.6300	0.0311	4.7%	0.0059	0.9%	90%	True	False	132
60	0.6611	0.6300	0.0311	4.7%	0.0050	0.8%	90%	True	False	91
80	0.6710	0.6300	0.0410	6.2%	0.0041	0.6%	68%	False	False	69
100	0.6938	0.6300	0.0638	9.7%	0.0035	0.5%	44%	False	False	55
120	0.6938	0.6300	0.0638	9.7%	0.0031	0.5%	44%	False	False	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6792
2.618	0.6722
1.618	0.6680
1.000	0.6654
0.618	0.6637
HIGH	0.6611
0.618	0.6595
0.500	0.6590
0.382	0.6585
LOW	0.6569
0.618	0.6542
1.000	0.6526
1.618	0.6500
2.618	0.6457
4.250	0.6388

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	0.6590	0.6568
PP	0.6587	0.6556
S1	0.6583	0.6543

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

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