CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	0.6679	0.6716	0.0037	0.6%	0.6598
High	0.6748	0.6748	0.0000	0.0%	0.6748
Low	0.6678	0.6683	0.0005	0.1%	0.6559
Close	0.6716	0.6726	0.0010	0.1%	0.6726
Range	0.0070	0.0065	-0.0005	-7.1%	0.0189
ATR	0.0069	0.0068	0.0000	-0.4%	0.0000
Volume	86,354	101,976	15,622	18.1%	382,142

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6914	0.6885	0.6761
R3	0.6849	0.6820	0.6743
R2	0.6784	0.6784	0.6737
R1	0.6755	0.6755	0.6731	0.6769
PP	0.6719	0.6719	0.6719	0.6726
S1	0.6690	0.6690	0.6720	0.6704
S2	0.6654	0.6654	0.6714
S3	0.6589	0.6625	0.6708
S4	0.6524	0.6560	0.6690

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7243	0.7173	0.6829
R3	0.7054	0.6984	0.6777
R2	0.6866	0.6866	0.6760
R1	0.6796	0.6796	0.6743	0.6831
PP	0.6677	0.6677	0.6677	0.6695
S1	0.6607	0.6607	0.6708	0.6642
S2	0.6489	0.6489	0.6691
S3	0.6300	0.6419	0.6674
S4	0.6112	0.6230	0.6622

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%	0.0075	1.1%	88%	True	False	76,428
10	0.6748	0.6546	0.0202	3.0%	0.0074	1.1%	89%	True	False	41,598
20	0.6748	0.6476	0.0272	4.0%	0.0067	1.0%	92%	True	False	21,224
40	0.6748	0.6300	0.0448	6.7%	0.0064	0.9%	95%	True	False	10,697
60	0.6748	0.6300	0.0448	6.7%	0.0061	0.9%	95%	True	False	7,148
80	0.6748	0.6300	0.0448	6.7%	0.0052	0.8%	95%	True	False	5,363
100	0.6766	0.6300	0.0466	6.9%	0.0045	0.7%	91%	False	False	4,291
120	0.6938	0.6300	0.0638	9.5%	0.0039	0.6%	67%	False	False	3,576

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7024
2.618	0.6918
1.618	0.6853
1.000	0.6813
0.618	0.6788
HIGH	0.6748
0.618	0.6723
0.500	0.6715
0.382	0.6707
LOW	0.6683
0.618	0.6642
1.000	0.6618
1.618	0.6577
2.618	0.6512
4.250	0.6406

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	0.6722	0.6702
PP	0.6719	0.6678
S1	0.6715	0.6654

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

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