CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	0.6699	0.6640	-0.0059	-0.9%	0.6602
High	0.6710	0.6642	-0.0068	-1.0%	0.6697
Low	0.6626	0.6565	-0.0061	-0.9%	0.6590
Close	0.6638	0.6572	-0.0066	-1.0%	0.6692
Range	0.0084	0.0077	-0.0008	-8.9%	0.0107
ATR	0.0063	0.0064	0.0001	1.5%	0.0000
Volume	2,052	2,870	818	39.9%	6,495

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6822	0.6774	0.6614
R3	0.6746	0.6697	0.6593
R2	0.6669	0.6669	0.6586
R1	0.6621	0.6621	0.6579	0.6607
PP	0.6593	0.6593	0.6593	0.6586
S1	0.6544	0.6544	0.6565	0.6530
S2	0.6516	0.6516	0.6558
S3	0.6440	0.6468	0.6551
S4	0.6363	0.6391	0.6530

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	0.6565	0.0145	2.2%	0.0076	1.1%	5%	False	True	1,611
10	0.6710	0.6545	0.0165	2.5%	0.0063	1.0%	16%	False	False	1,289
20	0.6710	0.6350	0.0360	5.5%	0.0066	1.0%	62%	False	False	779
40	0.6710	0.6300	0.0410	6.2%	0.0060	0.9%	66%	False	False	436
60	0.6710	0.6300	0.0410	6.2%	0.0055	0.8%	66%	False	False	299
80	0.6710	0.6300	0.0410	6.2%	0.0046	0.7%	66%	False	False	226
100	0.6870	0.6300	0.0570	8.7%	0.0040	0.6%	48%	False	False	181
120	0.6938	0.6300	0.0638	9.7%	0.0035	0.5%	43%	False	False	150

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	0.6967
2.618	0.6842
1.618	0.6765
1.000	0.6718
0.618	0.6689
HIGH	0.6642
0.618	0.6612
0.500	0.6603
0.382	0.6594
LOW	0.6565
0.618	0.6518
1.000	0.6489
1.618	0.6441
2.618	0.6365
4.250	0.6240

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	0.6603	0.6637
PP	0.6593	0.6616
S1	0.6582	0.6594

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

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