CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	0.6723	0.6782	0.0059	0.9%	0.6598
High	0.6794	0.6798	0.0005	0.1%	0.6748
Low	0.6719	0.6743	0.0024	0.4%	0.6559
Close	0.6779	0.6766	-0.0013	-0.2%	0.6726
Range	0.0075	0.0055	-0.0020	-26.2%	0.0189
ATR	0.0067	0.0066	-0.0001	-1.3%	0.0000
Volume	76,260	94,758	18,498	24.3%	382,142

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6934	0.6905	0.6796
R3	0.6879	0.6850	0.6781
R2	0.6824	0.6824	0.6776
R1	0.6795	0.6795	0.6771	0.6782
PP	0.6769	0.6769	0.6769	0.6762
S1	0.6740	0.6740	0.6760	0.6727
S2	0.6714	0.6714	0.6755
S3	0.6659	0.6685	0.6750
S4	0.6604	0.6630	0.6735

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	0.6798	0.6678	0.0121	1.8%	0.0062	0.9%	73%	True	False	84,901
10	0.6798	0.6546	0.0252	3.7%	0.0070	1.0%	87%	True	False	64,439
20	0.6798	0.6545	0.0253	3.7%	0.0067	1.0%	87%	True	False	32,987
40	0.6798	0.6300	0.0498	7.4%	0.0065	1.0%	93%	True	False	16,596
60	0.6798	0.6300	0.0498	7.4%	0.0062	0.9%	93%	True	False	11,084
80	0.6798	0.6300	0.0498	7.4%	0.0054	0.8%	93%	True	False	8,315
100	0.6798	0.6300	0.0498	7.4%	0.0046	0.7%	93%	True	False	6,653
120	0.6938	0.6300	0.0638	9.4%	0.0041	0.6%	73%	False	False	5,544

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7032
2.618	0.6942
1.618	0.6887
1.000	0.6853
0.618	0.6832
HIGH	0.6798
0.618	0.6777
0.500	0.6771
0.382	0.6764
LOW	0.6743
0.618	0.6709
1.000	0.6688
1.618	0.6654
2.618	0.6599
4.250	0.6509

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	0.6771	0.6762
PP	0.6769	0.6758
S1	0.6767	0.6754

Download as Excel Spreadsheet

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

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