CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	0.6578	0.6679	0.0102	1.5%	0.6699
High	0.6694	0.6748	0.0054	0.8%	0.6710
Low	0.6561	0.6678	0.0117	1.8%	0.6546
Close	0.6685	0.6716	0.0031	0.5%	0.6600
Range	0.0133	0.0070	-0.0063	-47.2%	0.0164
ATR	0.0069	0.0069	0.0000	0.2%	0.0000
Volume	53,864	86,354	32,490	60.3%	33,838

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6924	0.6890	0.6755
R3	0.6854	0.6820	0.6735
R2	0.6784	0.6784	0.6729
R1	0.6750	0.6750	0.6722	0.6767
PP	0.6714	0.6714	0.6714	0.6722
S1	0.6680	0.6680	0.6710	0.6697
S2	0.6644	0.6644	0.6703
S3	0.6574	0.6610	0.6697
S4	0.6504	0.6540	0.6678

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	0.6748	0.6559	0.0189	2.8%	0.0074	1.1%	83%	True	False	57,231
10	0.6748	0.6546	0.0202	3.0%	0.0075	1.1%	84%	True	False	31,536
20	0.6748	0.6476	0.0272	4.1%	0.0066	1.0%	88%	True	False	16,141
40	0.6748	0.6300	0.0448	6.7%	0.0064	0.9%	93%	True	False	8,152
60	0.6748	0.6300	0.0448	6.7%	0.0060	0.9%	93%	True	False	5,449
80	0.6748	0.6300	0.0448	6.7%	0.0052	0.8%	93%	True	False	4,089
100	0.6828	0.6300	0.0528	7.9%	0.0045	0.7%	79%	False	False	3,271
120	0.6938	0.6300	0.0638	9.5%	0.0039	0.6%	65%	False	False	2,726

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7045
2.618	0.6931
1.618	0.6861
1.000	0.6818
0.618	0.6791
HIGH	0.6748
0.618	0.6721
0.500	0.6713
0.382	0.6704
LOW	0.6678
0.618	0.6634
1.000	0.6608
1.618	0.6564
2.618	0.6494
4.250	0.6380

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	0.6715	0.6695
PP	0.6714	0.6674
S1	0.6713	0.6653

Download as Excel Spreadsheet

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

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