CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	0.6752	0.6817	0.0065	1.0%	0.6721
High	0.6822	0.6843	0.0022	0.3%	0.6843
Low	0.6750	0.6791	0.0041	0.6%	0.6710
Close	0.6817	0.6821	0.0004	0.1%	0.6821
Range	0.0072	0.0052	-0.0020	-27.3%	0.0134
ATR	0.0067	0.0066	-0.0001	-1.6%	0.0000
Volume	100,832	76,621	-24,211	-24.0%	413,631

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6974	0.6949	0.6849
R3	0.6922	0.6897	0.6835
R2	0.6870	0.6870	0.6830
R1	0.6845	0.6845	0.6825	0.6858
PP	0.6818	0.6818	0.6818	0.6824
S1	0.6793	0.6793	0.6816	0.6806
S2	0.6766	0.6766	0.6811
S3	0.6714	0.6741	0.6806
S4	0.6662	0.6689	0.6792

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7192	0.7140	0.6894
R3	0.7058	0.7006	0.6857
R2	0.6925	0.6925	0.6845
R1	0.6873	0.6873	0.6833	0.6899
PP	0.6791	0.6791	0.6791	0.6804
S1	0.6739	0.6739	0.6808	0.6765
S2	0.6658	0.6658	0.6796
S3	0.6524	0.6606	0.6784
S4	0.6391	0.6472	0.6747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6843	0.6710	0.0134	2.0%	0.0060	0.9%	83%	True	False	82,726
10	0.6843	0.6559	0.0284	4.2%	0.0067	1.0%	92%	True	False	79,577
20	0.6843	0.6546	0.0297	4.4%	0.0068	1.0%	92%	True	False	41,805
40	0.6843	0.6344	0.0499	7.3%	0.0065	0.9%	95%	True	False	21,025
60	0.6843	0.6300	0.0543	8.0%	0.0062	0.9%	96%	True	False	14,041
80	0.6843	0.6300	0.0543	8.0%	0.0055	0.8%	96%	True	False	10,533
100	0.6843	0.6300	0.0543	8.0%	0.0046	0.7%	96%	True	False	8,427
120	0.6938	0.6300	0.0638	9.4%	0.0041	0.6%	82%	False	False	7,023

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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7064
2.618	0.6979
1.618	0.6927
1.000	0.6895
0.618	0.6875
HIGH	0.6843
0.618	0.6823
0.500	0.6817
0.382	0.6811
LOW	0.6791
0.618	0.6759
1.000	0.6739
1.618	0.6707
2.618	0.6655
4.250	0.6570

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	0.6819	0.6811
PP	0.6818	0.6802
S1	0.6817	0.6793

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

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