CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	0.6565	0.6602	0.0038	0.6%	0.6541
High	0.6612	0.6634	0.0022	0.3%	0.6612
Low	0.6564	0.6590	0.0027	0.4%	0.6525
Close	0.6611	0.6630	0.0019	0.3%	0.6611
Range	0.0049	0.0044	-0.0005	-10.3%	0.0088
ATR	0.0060	0.0058	-0.0001	-1.9%	0.0000
Volume	683	1,958	1,275	186.7%	1,879

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6748	0.6733	0.6654
R3	0.6705	0.6689	0.6642
R2	0.6661	0.6661	0.6638
R1	0.6646	0.6646	0.6634	0.6654
PP	0.6618	0.6618	0.6618	0.6622
S1	0.6602	0.6602	0.6626	0.6610
S2	0.6574	0.6574	0.6622
S3	0.6531	0.6559	0.6618
S4	0.6487	0.6515	0.6606

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6845	0.6816	0.6659
R3	0.6758	0.6728	0.6635
R2	0.6670	0.6670	0.6627
R1	0.6641	0.6641	0.6619	0.6655
PP	0.6583	0.6583	0.6583	0.6590
S1	0.6553	0.6553	0.6603	0.6568
S2	0.6495	0.6495	0.6595
S3	0.6408	0.6466	0.6587
S4	0.6320	0.6378	0.6563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6634	0.6525	0.0109	1.6%	0.0049	0.7%	97%	True	False	767
10	0.6634	0.6350	0.0284	4.3%	0.0063	1.0%	99%	True	False	531
20	0.6634	0.6344	0.0290	4.4%	0.0061	0.9%	99%	True	False	340
40	0.6634	0.6300	0.0334	5.0%	0.0058	0.9%	99%	True	False	207
60	0.6634	0.6300	0.0334	5.0%	0.0051	0.8%	99%	True	False	142
80	0.6634	0.6300	0.0334	5.0%	0.0041	0.6%	99%	True	False	107
100	0.6938	0.6300	0.0638	9.6%	0.0037	0.6%	52%	False	False	86
120	0.6938	0.6300	0.0638	9.6%	0.0032	0.5%	52%	False	False	72

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6818
2.618	0.6747
1.618	0.6704
1.000	0.6677
0.618	0.6660
HIGH	0.6634
0.618	0.6617
0.500	0.6612
0.382	0.6607
LOW	0.6590
0.618	0.6563
1.000	0.6547
1.618	0.6520
2.618	0.6476
4.250	0.6405

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	0.6624	0.6616
PP	0.6618	0.6603
S1	0.6612	0.6589

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

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