CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	0.6716	0.6721	0.0005	0.1%	0.6598
High	0.6748	0.6754	0.0007	0.1%	0.6748
Low	0.6683	0.6710	0.0027	0.4%	0.6559
Close	0.6726	0.6721	-0.0005	-0.1%	0.6726
Range	0.0065	0.0045	-0.0021	-31.5%	0.0189
ATR	0.0068	0.0067	-0.0002	-2.5%	0.0000
Volume	101,976	65,160	-36,816	-36.1%	382,142

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6862	0.6836	0.6745
R3	0.6817	0.6791	0.6733
R2	0.6773	0.6773	0.6729
R1	0.6747	0.6747	0.6725	0.6743
PP	0.6728	0.6728	0.6728	0.6726
S1	0.6702	0.6702	0.6716	0.6698
S2	0.6684	0.6684	0.6712
S3	0.6639	0.6658	0.6708
S4	0.6595	0.6613	0.6696

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	0.6754	0.6559	0.0195	2.9%	0.0077	1.1%	83%	True	False	83,938
10	0.6754	0.6546	0.0208	3.1%	0.0070	1.0%	84%	True	False	47,908
20	0.6754	0.6525	0.0230	3.4%	0.0066	1.0%	85%	True	False	24,475
40	0.6754	0.6300	0.0454	6.8%	0.0064	1.0%	93%	True	False	12,325
60	0.6754	0.6300	0.0454	6.8%	0.0060	0.9%	93%	True	False	8,234
80	0.6754	0.6300	0.0454	6.8%	0.0052	0.8%	93%	True	False	6,177
100	0.6766	0.6300	0.0466	6.9%	0.0046	0.7%	90%	False	False	4,943
120	0.6938	0.6300	0.0638	9.5%	0.0039	0.6%	66%	False	False	4,119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6943
2.618	0.6871
1.618	0.6826
1.000	0.6799
0.618	0.6782
HIGH	0.6754
0.618	0.6737
0.500	0.6732
0.382	0.6726
LOW	0.6710
0.618	0.6682
1.000	0.6665
1.618	0.6637
2.618	0.6593
4.250	0.6520

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	0.6732	0.6719
PP	0.6728	0.6717
S1	0.6724	0.6716

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

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