CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	0.6630	0.6699	0.0069	1.0%	0.6602
High	0.6697	0.6710	0.0013	0.2%	0.6697
Low	0.6620	0.6626	0.0006	0.1%	0.6590
Close	0.6692	0.6638	-0.0054	-0.8%	0.6692
Range	0.0077	0.0084	0.0008	9.8%	0.0107
ATR	0.0062	0.0063	0.0002	2.6%	0.0000
Volume	1,361	2,052	691	50.8%	6,495

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6910	0.6858	0.6684
R3	0.6826	0.6774	0.6661
R2	0.6742	0.6742	0.6653
R1	0.6690	0.6690	0.6646	0.6674
PP	0.6658	0.6658	0.6658	0.6650
S1	0.6606	0.6606	0.6630	0.6590
S2	0.6574	0.6574	0.6623
S3	0.6490	0.6522	0.6615
S4	0.6406	0.6438	0.6592

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6979	0.6942	0.6751
R3	0.6873	0.6836	0.6721
R2	0.6766	0.6766	0.6712
R1	0.6729	0.6729	0.6702	0.6748
PP	0.6660	0.6660	0.6660	0.6669
S1	0.6623	0.6623	0.6682	0.6641
S2	0.6553	0.6553	0.6672
S3	0.6447	0.6516	0.6663
S4	0.6340	0.6410	0.6633

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6710	0.6593	0.0117	1.8%	0.0074	1.1%	39%	True	False	1,317
10	0.6710	0.6525	0.0185	2.8%	0.0061	0.9%	61%	True	False	1,042
20	0.6710	0.6350	0.0360	5.4%	0.0064	1.0%	80%	True	False	640
40	0.6710	0.6300	0.0410	6.2%	0.0060	0.9%	83%	True	False	366
60	0.6710	0.6300	0.0410	6.2%	0.0055	0.8%	83%	True	False	252
80	0.6710	0.6300	0.0410	6.2%	0.0046	0.7%	83%	True	False	190
100	0.6887	0.6300	0.0587	8.8%	0.0039	0.6%	58%	False	False	152
120	0.6938	0.6300	0.0638	9.6%	0.0035	0.5%	53%	False	False	127

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	0.0012
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7067
2.618	0.6929
1.618	0.6845
1.000	0.6794
0.618	0.6761
HIGH	0.6710
0.618	0.6677
0.500	0.6668
0.382	0.6658
LOW	0.6626
0.618	0.6574
1.000	0.6542
1.618	0.6490
2.618	0.6406
4.250	0.6269

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	0.6668	0.6651
PP	0.6658	0.6647
S1	0.6648	0.6642

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

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