CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	0.6598	0.6586	-0.0012	-0.2%	0.6699
High	0.6603	0.6632	0.0030	0.4%	0.6710
Low	0.6570	0.6559	-0.0011	-0.2%	0.6546
Close	0.6586	0.6575	-0.0012	-0.2%	0.6600
Range	0.0033	0.0073	0.0040	121.2%	0.0164
ATR	0.0063	0.0064	0.0001	1.1%	0.0000
Volume	27,609	112,339	84,730	306.9%	33,838

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6808	0.6764	0.6615
R3	0.6735	0.6691	0.6595
R2	0.6662	0.6662	0.6588
R1	0.6618	0.6618	0.6581	0.6603
PP	0.6589	0.6589	0.6589	0.6581
S1	0.6545	0.6545	0.6568	0.6530
S2	0.6516	0.6516	0.6561
S3	0.6443	0.6472	0.6554
S4	0.6370	0.6399	0.6534

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	0.6640	0.6546	0.0094	1.4%	0.0062	0.9%	30%	False	False	33,772
10	0.6710	0.6546	0.0164	2.5%	0.0069	1.0%	17%	False	False	17,692
20	0.6710	0.6350	0.0360	5.5%	0.0068	1.0%	62%	False	False	9,178
40	0.6710	0.6300	0.0410	6.2%	0.0061	0.9%	67%	False	False	4,649
60	0.6710	0.6300	0.0410	6.2%	0.0059	0.9%	67%	False	False	3,112
80	0.6710	0.6300	0.0410	6.2%	0.0049	0.7%	67%	False	False	2,336
100	0.6830	0.6300	0.0530	8.1%	0.0043	0.6%	52%	False	False	1,869
120	0.6938	0.6300	0.0638	9.7%	0.0038	0.6%	43%	False	False	1,558

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6942
2.618	0.6823
1.618	0.6750
1.000	0.6705
0.618	0.6677
HIGH	0.6632
0.618	0.6604
0.500	0.6596
0.382	0.6587
LOW	0.6559
0.618	0.6514
1.000	0.6486
1.618	0.6441
2.618	0.6368
4.250	0.6249

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	0.6596	0.6599
PP	0.6589	0.6591
S1	0.6582	0.6583

Download as Excel Spreadsheet

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

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