CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	0.6640	0.6574	-0.0066	-1.0%	0.6602
High	0.6642	0.6618	-0.0024	-0.4%	0.6697
Low	0.6565	0.6569	0.0004	0.1%	0.6590
Close	0.6572	0.6576	0.0004	0.1%	0.6692
Range	0.0077	0.0050	-0.0027	-35.3%	0.0107
ATR	0.0064	0.0063	-0.0001	-1.6%	0.0000
Volume	2,870	2,837	-33	-1.1%	6,495

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6736	0.6705	0.6603
R3	0.6686	0.6656	0.6589
R2	0.6637	0.6637	0.6585
R1	0.6606	0.6606	0.6580	0.6622
PP	0.6587	0.6587	0.6587	0.6595
S1	0.6557	0.6557	0.6571	0.6572
S2	0.6538	0.6538	0.6566
S3	0.6488	0.6507	0.6562
S4	0.6439	0.6458	0.6548

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%	0.0073	1.1%	7%	False	False	2,003
10	0.6710	0.6545	0.0165	2.5%	0.0063	1.0%	19%	False	False	1,535
20	0.6710	0.6350	0.0360	5.5%	0.0063	1.0%	63%	False	False	908
40	0.6710	0.6300	0.0410	6.2%	0.0060	0.9%	67%	False	False	506
60	0.6710	0.6300	0.0410	6.2%	0.0056	0.9%	67%	False	False	346
80	0.6710	0.6300	0.0410	6.2%	0.0047	0.7%	67%	False	False	261
100	0.6861	0.6300	0.0561	8.5%	0.0041	0.6%	49%	False	False	209
120	0.6938	0.6300	0.0638	9.7%	0.0036	0.5%	43%	False	False	174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6828
2.618	0.6748
1.618	0.6698
1.000	0.6668
0.618	0.6649
HIGH	0.6618
0.618	0.6599
0.500	0.6593
0.382	0.6587
LOW	0.6569
0.618	0.6538
1.000	0.6519
1.618	0.6488
2.618	0.6439
4.250	0.6358

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	0.6593	0.6637
PP	0.6587	0.6617
S1	0.6581	0.6596

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

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