CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	0.6602	0.6627	0.0025	0.4%	0.6541
High	0.6634	0.6687	0.0053	0.8%	0.6612
Low	0.6590	0.6619	0.0029	0.4%	0.6525
Close	0.6630	0.6674	0.0044	0.7%	0.6611
Range	0.0044	0.0068	0.0025	56.3%	0.0088
ATR	0.0058	0.0059	0.0001	1.2%	0.0000
Volume	1,958	1,402	-556	-28.4%	1,879

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6864	0.6837	0.6711
R3	0.6796	0.6769	0.6693
R2	0.6728	0.6728	0.6686
R1	0.6701	0.6701	0.6680	0.6714
PP	0.6660	0.6660	0.6660	0.6666
S1	0.6633	0.6633	0.6668	0.6646
S2	0.6592	0.6592	0.6662
S3	0.6524	0.6565	0.6655
S4	0.6456	0.6497	0.6637

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	0.6687	0.6545	0.0142	2.1%	0.0050	0.7%	91%	True	False	967
10	0.6687	0.6350	0.0337	5.0%	0.0067	1.0%	96%	True	False	664
20	0.6687	0.6344	0.0343	5.1%	0.0062	0.9%	96%	True	False	407
40	0.6687	0.6300	0.0387	5.8%	0.0058	0.9%	97%	True	False	241
60	0.6687	0.6300	0.0387	5.8%	0.0051	0.8%	97%	True	False	165
80	0.6687	0.6300	0.0387	5.8%	0.0042	0.6%	97%	True	False	125
100	0.6938	0.6300	0.0638	9.6%	0.0037	0.6%	59%	False	False	100
120	0.6938	0.6300	0.0638	9.6%	0.0033	0.5%	59%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6976
2.618	0.6865
1.618	0.6797
1.000	0.6755
0.618	0.6729
HIGH	0.6687
0.618	0.6661
0.500	0.6653
0.382	0.6644
LOW	0.6619
0.618	0.6576
1.000	0.6551
1.618	0.6508
2.618	0.6440
4.250	0.6330

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	0.6667	0.6658
PP	0.6660	0.6641
S1	0.6653	0.6625

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

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