CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 29-Nov-2023

Day Change Summary
	Previous	Current
	28-Nov-2023	29-Nov-2023	Change	Change %	Previous Week
Open	0.6627	0.6677	0.0050	0.7%	0.6541
High	0.6687	0.6694	0.0007	0.1%	0.6612
Low	0.6619	0.6629	0.0011	0.2%	0.6525
Close	0.6674	0.6645	-0.0030	-0.4%	0.6611
Range	0.0068	0.0065	-0.0004	-5.1%	0.0088
ATR	0.0059	0.0060	0.0000	0.6%	0.0000
Volume	1,402	877	-525	-37.4%	1,879

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6849	0.6811	0.6680
R3	0.6785	0.6747	0.6662
R2	0.6720	0.6720	0.6656
R1	0.6682	0.6682	0.6650	0.6669
PP	0.6656	0.6656	0.6656	0.6649
S1	0.6618	0.6618	0.6639	0.6605
S2	0.6591	0.6591	0.6633
S3	0.6527	0.6553	0.6627
S4	0.6462	0.6489	0.6609

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	0.6694	0.6545	0.0149	2.2%	0.0054	0.8%	67%	True	False	1,066
10	0.6694	0.6476	0.0218	3.3%	0.0055	0.8%	78%	True	False	704
20	0.6694	0.6350	0.0344	5.2%	0.0063	0.9%	86%	True	False	447
40	0.6694	0.6300	0.0394	5.9%	0.0058	0.9%	88%	True	False	261
60	0.6694	0.6300	0.0394	5.9%	0.0051	0.8%	88%	True	False	180
80	0.6694	0.6300	0.0394	5.9%	0.0043	0.6%	88%	True	False	136
100	0.6938	0.6300	0.0638	9.6%	0.0038	0.6%	54%	False	False	109
120	0.6938	0.6300	0.0638	9.6%	0.0033	0.5%	54%	False	False	91

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6968
2.618	0.6862
1.618	0.6798
1.000	0.6758
0.618	0.6733
HIGH	0.6694
0.618	0.6669
0.500	0.6661
0.382	0.6654
LOW	0.6629
0.618	0.6589
1.000	0.6565
1.618	0.6525
2.618	0.6460
4.250	0.6355

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	0.6661	0.6644
PP	0.6656	0.6643
S1	0.6650	0.6642

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

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