CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	0.6574	0.6569	-0.0005	-0.1%	0.6602
High	0.6618	0.6640	0.0022	0.3%	0.6697
Low	0.6569	0.6546	-0.0023	-0.3%	0.6590
Close	0.6576	0.6624	0.0048	0.7%	0.6692
Range	0.0050	0.0094	0.0045	89.9%	0.0107
ATR	0.0063	0.0065	0.0002	3.5%	0.0000
Volume	2,837	20,090	17,253	608.1%	6,495

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6885	0.6848	0.6675
R3	0.6791	0.6754	0.6649
R2	0.6697	0.6697	0.6641
R1	0.6660	0.6660	0.6632	0.6679
PP	0.6603	0.6603	0.6603	0.6612
S1	0.6566	0.6566	0.6615	0.6585
S2	0.6509	0.6509	0.6606
S3	0.6415	0.6472	0.6598
S4	0.6321	0.6378	0.6572

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	0.6546	0.0164	2.5%	0.0076	1.1%	47%	False	True	5,842
10	0.6710	0.6546	0.0164	2.5%	0.0068	1.0%	47%	False	True	3,502
20	0.6710	0.6350	0.0360	5.4%	0.0065	1.0%	76%	False	False	1,902
40	0.6710	0.6300	0.0410	6.2%	0.0061	0.9%	79%	False	False	1,007
60	0.6710	0.6300	0.0410	6.2%	0.0057	0.9%	79%	False	False	681
80	0.6710	0.6300	0.0410	6.2%	0.0048	0.7%	79%	False	False	512
100	0.6830	0.6300	0.0530	8.0%	0.0041	0.6%	61%	False	False	410
120	0.6938	0.6300	0.0638	9.6%	0.0037	0.6%	51%	False	False	342

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7040
2.618	0.6886
1.618	0.6792
1.000	0.6734
0.618	0.6698
HIGH	0.6640
0.618	0.6604
0.500	0.6593
0.382	0.6582
LOW	0.6546
0.618	0.6488
1.000	0.6452
1.618	0.6394
2.618	0.6300
4.250	0.6147

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.6613	0.6614
PP	0.6603	0.6604
S1	0.6593	0.6594

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

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