CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	0.6677	0.6639	-0.0038	-0.6%	0.6541
High	0.6694	0.6669	-0.0025	-0.4%	0.6612
Low	0.6629	0.6593	-0.0036	-0.5%	0.6525
Close	0.6645	0.6630	-0.0015	-0.2%	0.6611
Range	0.0065	0.0076	0.0012	17.8%	0.0088
ATR	0.0060	0.0061	0.0001	2.0%	0.0000
Volume	877	897	20	2.3%	1,879

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6859	0.6820	0.6671
R3	0.6783	0.6744	0.6650
R2	0.6707	0.6707	0.6643
R1	0.6668	0.6668	0.6636	0.6649
PP	0.6631	0.6631	0.6631	0.6621
S1	0.6592	0.6592	0.6623	0.6573
S2	0.6555	0.6555	0.6616
S3	0.6479	0.6516	0.6609
S4	0.6403	0.6440	0.6588

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	0.6564	0.0130	2.0%	0.0060	0.9%	51%	False	False	1,163
10	0.6694	0.6476	0.0218	3.3%	0.0057	0.9%	71%	False	False	746
20	0.6694	0.6350	0.0344	5.2%	0.0063	1.0%	81%	False	False	486
40	0.6694	0.6300	0.0394	5.9%	0.0059	0.9%	84%	False	False	283
60	0.6694	0.6300	0.0394	5.9%	0.0052	0.8%	84%	False	False	195
80	0.6694	0.6300	0.0394	5.9%	0.0044	0.7%	84%	False	False	147
100	0.6938	0.6300	0.0638	9.6%	0.0038	0.6%	52%	False	False	118
120	0.6938	0.6300	0.0638	9.6%	0.0033	0.5%	52%	False	False	98

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	0.0013
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6992
2.618	0.6868
1.618	0.6792
1.000	0.6745
0.618	0.6716
HIGH	0.6669
0.618	0.6640
0.500	0.6631
0.382	0.6622
LOW	0.6593
0.618	0.6546
1.000	0.6517
1.618	0.6470
2.618	0.6394
4.250	0.6270

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	0.6631	0.6643
PP	0.6631	0.6639
S1	0.6630	0.6634

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

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