CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	0.6586	0.6590	0.0004	0.1%	0.6383
High	0.6611	0.6590	-0.0021	-0.3%	0.6565
Low	0.6569	0.6545	-0.0024	-0.4%	0.6350
Close	0.6580	0.6563	-0.0017	-0.3%	0.6533
Range	0.0043	0.0045	0.0003	5.9%	0.0215
ATR	0.0062	0.0060	-0.0001	-1.9%	0.0000
Volume	382	414	32	8.4%	1,482

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6701	0.6677	0.6588
R3	0.6656	0.6632	0.6575
R2	0.6611	0.6611	0.6571
R1	0.6587	0.6587	0.6567	0.6577
PP	0.6566	0.6566	0.6566	0.6561
S1	0.6542	0.6542	0.6559	0.6532
S2	0.6521	0.6521	0.6555
S3	0.6476	0.6497	0.6551
S4	0.6431	0.6452	0.6538

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%	0.0054	0.8%	65%	False	False	329
10	0.6611	0.6350	0.0261	4.0%	0.0063	1.0%	82%	False	False	302
20	0.6611	0.6300	0.0311	4.7%	0.0062	0.9%	85%	False	False	214
40	0.6611	0.6300	0.0311	4.7%	0.0059	0.9%	85%	False	False	142
60	0.6611	0.6300	0.0311	4.7%	0.0050	0.8%	85%	False	False	98
80	0.6663	0.6300	0.0363	5.5%	0.0041	0.6%	73%	False	False	74
100	0.6938	0.6300	0.0638	9.7%	0.0036	0.5%	41%	False	False	60
120	0.6938	0.6300	0.0638	9.7%	0.0031	0.5%	41%	False	False	50

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	0.6781
2.618	0.6708
1.618	0.6663
1.000	0.6635
0.618	0.6618
HIGH	0.6590
0.618	0.6573
0.500	0.6568
0.382	0.6562
LOW	0.6545
0.618	0.6517
1.000	0.6500
1.618	0.6472
2.618	0.6427
4.250	0.6354

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	0.6568	0.6568
PP	0.6566	0.6566
S1	0.6565	0.6565

Download as Excel Spreadsheet

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

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