CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	0.6569	0.6617	0.0048	0.7%	0.6699
High	0.6640	0.6640	-0.0001	0.0%	0.6710
Low	0.6546	0.6578	0.0032	0.5%	0.6546
Close	0.6624	0.6600	-0.0024	-0.4%	0.6600
Range	0.0094	0.0062	-0.0033	-34.6%	0.0164
ATR	0.0065	0.0065	0.0000	-0.4%	0.0000
Volume	20,090	5,989	-14,101	-70.2%	33,838

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6790	0.6757	0.6634
R3	0.6729	0.6695	0.6617
R2	0.6667	0.6667	0.6611
R1	0.6634	0.6634	0.6606	0.6620
PP	0.6606	0.6606	0.6606	0.6599
S1	0.6572	0.6572	0.6594	0.6558
S2	0.6544	0.6544	0.6589
S3	0.6483	0.6511	0.6583
S4	0.6421	0.6449	0.6566

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7109	0.7018	0.6690
R3	0.6946	0.6855	0.6645
R2	0.6782	0.6782	0.6630
R1	0.6691	0.6691	0.6615	0.6655
PP	0.6619	0.6619	0.6619	0.6600
S1	0.6528	0.6528	0.6585	0.6491
S2	0.6455	0.6455	0.6570
S3	0.6292	0.6364	0.6555
S4	0.6128	0.6201	0.6510

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%	0.0073	1.1%	33%	False	False	6,767
10	0.6710	0.6546	0.0164	2.5%	0.0069	1.1%	33%	False	False	4,033
20	0.6710	0.6350	0.0360	5.4%	0.0065	1.0%	70%	False	False	2,195
40	0.6710	0.6300	0.0410	6.2%	0.0060	0.9%	73%	False	False	1,153
60	0.6710	0.6300	0.0410	6.2%	0.0058	0.9%	73%	False	False	781
80	0.6710	0.6300	0.0410	6.2%	0.0048	0.7%	73%	False	False	587
100	0.6830	0.6300	0.0530	8.0%	0.0042	0.6%	57%	False	False	470
120	0.6938	0.6300	0.0638	9.7%	0.0037	0.6%	47%	False	False	391

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6901
2.618	0.6801
1.618	0.6739
1.000	0.6701
0.618	0.6678
HIGH	0.6640
0.618	0.6616
0.500	0.6609
0.382	0.6601
LOW	0.6578
0.618	0.6540
1.000	0.6517
1.618	0.6478
2.618	0.6417
4.250	0.6317

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	0.6609	0.6598
PP	0.6606	0.6595
S1	0.6603	0.6593

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

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