CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	0.6586	0.6578	-0.0008	-0.1%	0.6699
High	0.6632	0.6694	0.0062	0.9%	0.6710
Low	0.6559	0.6561	0.0002	0.0%	0.6546
Close	0.6575	0.6685	0.0111	1.7%	0.6600
Range	0.0073	0.0133	0.0060	81.5%	0.0164
ATR	0.0064	0.0069	0.0005	7.7%	0.0000
Volume	112,339	53,864	-58,475	-52.1%	33,838

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7044	0.6997	0.6758
R3	0.6912	0.6865	0.6721
R2	0.6779	0.6779	0.6709
R1	0.6732	0.6732	0.6697	0.6756
PP	0.6647	0.6647	0.6647	0.6658
S1	0.6600	0.6600	0.6673	0.6623
S2	0.6514	0.6514	0.6661
S3	0.6382	0.6467	0.6649
S4	0.6249	0.6335	0.6612

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	0.6694	0.6546	0.0148	2.2%	0.0079	1.2%	94%	True	False	43,978
10	0.6710	0.6546	0.0164	2.4%	0.0076	1.1%	85%	False	False	22,990
20	0.6710	0.6476	0.0234	3.5%	0.0065	1.0%	90%	False	False	11,847
40	0.6710	0.6300	0.0410	6.1%	0.0063	0.9%	94%	False	False	5,994
60	0.6710	0.6300	0.0410	6.1%	0.0060	0.9%	94%	False	False	4,010
80	0.6710	0.6300	0.0410	6.1%	0.0051	0.8%	94%	False	False	3,009
100	0.6830	0.6300	0.0530	7.9%	0.0044	0.7%	73%	False	False	2,408
120	0.6938	0.6300	0.0638	9.5%	0.0038	0.6%	60%	False	False	2,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7257
2.618	0.7040
1.618	0.6908
1.000	0.6826
0.618	0.6775
HIGH	0.6694
0.618	0.6643
0.500	0.6627
0.382	0.6612
LOW	0.6561
0.618	0.6479
1.000	0.6429
1.618	0.6347
2.618	0.6214
4.250	0.5998

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	0.6666	0.6665
PP	0.6647	0.6646
S1	0.6627	0.6626

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

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