CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	0.6842	0.6863	0.0022	0.3%	0.6721
High	0.6870	0.6888	0.0018	0.3%	0.6843
Low	0.6836	0.6841	0.0005	0.1%	0.6710
Close	0.6859	0.6851	-0.0008	-0.1%	0.6821
Range	0.0034	0.0047	0.0013	38.2%	0.0134
ATR	0.0061	0.0060	-0.0001	-1.6%	0.0000
Volume	60,739	85,434	24,695	40.7%	413,631

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7001	0.6973	0.6876
R3	0.6954	0.6926	0.6863
R2	0.6907	0.6907	0.6859
R1	0.6879	0.6879	0.6855	0.6869
PP	0.6860	0.6860	0.6860	0.6855
S1	0.6832	0.6832	0.6846	0.6822
S2	0.6813	0.6813	0.6842
S3	0.6766	0.6785	0.6838
S4	0.6719	0.6738	0.6825

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	0.6888	0.6750	0.0138	2.0%	0.0047	0.7%	73%	True	False	70,272
10	0.6888	0.6678	0.0210	3.1%	0.0054	0.8%	82%	True	False	77,587
20	0.6888	0.6546	0.0342	5.0%	0.0065	0.9%	89%	True	False	50,288
40	0.6888	0.6350	0.0538	7.8%	0.0064	0.9%	93%	True	False	25,368
60	0.6888	0.6300	0.0588	8.6%	0.0060	0.9%	94%	True	False	16,937
80	0.6888	0.6300	0.0588	8.6%	0.0055	0.8%	94%	True	False	12,707
100	0.6888	0.6300	0.0588	8.6%	0.0047	0.7%	94%	True	False	10,166
120	0.6938	0.6300	0.0638	9.3%	0.0042	0.6%	86%	False	False	8,472

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7087
2.618	0.7011
1.618	0.6964
1.000	0.6935
0.618	0.6917
HIGH	0.6888
0.618	0.6870
0.500	0.6864
0.382	0.6858
LOW	0.6841
0.618	0.6811
1.000	0.6794
1.618	0.6764
2.618	0.6717
4.250	0.6641

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	0.6864	0.6852
PP	0.6860	0.6851
S1	0.6855	0.6851

Download as Excel Spreadsheet

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

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