CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	0.6617	0.6598	-0.0019	-0.3%	0.6699
High	0.6640	0.6603	-0.0037	-0.6%	0.6710
Low	0.6578	0.6570	-0.0009	-0.1%	0.6546
Close	0.6600	0.6586	-0.0014	-0.2%	0.6600
Range	0.0062	0.0033	-0.0029	-46.3%	0.0164
ATR	0.0065	0.0063	-0.0002	-3.5%	0.0000
Volume	5,989	27,609	21,620	361.0%	33,838

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6685	0.6669	0.6604
R3	0.6652	0.6636	0.6595
R2	0.6619	0.6619	0.6592
R1	0.6603	0.6603	0.6589	0.6594
PP	0.6586	0.6586	0.6586	0.6582
S1	0.6570	0.6570	0.6583	0.6561
S2	0.6553	0.6553	0.6580
S3	0.6520	0.6537	0.6577
S4	0.6487	0.6504	0.6568

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	0.6642	0.6546	0.0096	1.5%	0.0063	1.0%	42%	False	False	11,879
10	0.6710	0.6546	0.0164	2.5%	0.0068	1.0%	24%	False	False	6,598
20	0.6710	0.6350	0.0360	5.5%	0.0066	1.0%	66%	False	False	3,565
40	0.6710	0.6300	0.0410	6.2%	0.0060	0.9%	70%	False	False	1,842
60	0.6710	0.6300	0.0410	6.2%	0.0058	0.9%	70%	False	False	1,240
80	0.6710	0.6300	0.0410	6.2%	0.0049	0.7%	70%	False	False	932
100	0.6830	0.6300	0.0530	8.0%	0.0042	0.6%	54%	False	False	746
120	0.6938	0.6300	0.0638	9.7%	0.0037	0.6%	45%	False	False	622

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.6743
2.618	0.6689
1.618	0.6656
1.000	0.6636
0.618	0.6623
HIGH	0.6603
0.618	0.6590
0.500	0.6586
0.382	0.6582
LOW	0.6570
0.618	0.6549
1.000	0.6537
1.618	0.6516
2.618	0.6483
4.250	0.6429

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	0.6586	0.6593
PP	0.6586	0.6591
S1	0.6586	0.6588

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

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