CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	0.6782	0.6752	-0.0030	-0.4%	0.6598
High	0.6798	0.6822	0.0024	0.3%	0.6748
Low	0.6743	0.6750	0.0007	0.1%	0.6559
Close	0.6766	0.6817	0.0051	0.8%	0.6726
Range	0.0055	0.0072	0.0017	30.0%	0.0189
ATR	0.0066	0.0067	0.0000	0.6%	0.0000
Volume	94,758	100,832	6,074	6.4%	382,142

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7011	0.6985	0.6856
R3	0.6939	0.6914	0.6836
R2	0.6868	0.6868	0.6830
R1	0.6842	0.6842	0.6823	0.6855
PP	0.6796	0.6796	0.6796	0.6802
S1	0.6771	0.6771	0.6810	0.6783
S2	0.6725	0.6725	0.6803
S3	0.6653	0.6699	0.6797
S4	0.6582	0.6628	0.6777

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	0.6822	0.6683	0.0139	2.0%	0.0062	0.9%	96%	True	False	87,797
10	0.6822	0.6559	0.0263	3.9%	0.0068	1.0%	98%	True	False	72,514
20	0.6822	0.6546	0.0276	4.0%	0.0068	1.0%	98%	True	False	38,008
40	0.6822	0.6300	0.0522	7.7%	0.0065	1.0%	99%	True	False	19,111
60	0.6822	0.6300	0.0522	7.7%	0.0062	0.9%	99%	True	False	12,764
80	0.6822	0.6300	0.0522	7.7%	0.0054	0.8%	99%	True	False	9,575
100	0.6822	0.6300	0.0522	7.7%	0.0047	0.7%	99%	True	False	7,661
120	0.6938	0.6300	0.0638	9.4%	0.0041	0.6%	81%	False	False	6,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7125
2.618	0.7009
1.618	0.6937
1.000	0.6893
0.618	0.6866
HIGH	0.6822
0.618	0.6794
0.500	0.6786
0.382	0.6777
LOW	0.6750
0.618	0.6706
1.000	0.6679
1.618	0.6634
2.618	0.6563
4.250	0.6446

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	0.6806	0.6801
PP	0.6796	0.6786
S1	0.6786	0.6770

Download as Excel Spreadsheet

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

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