CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	0.6863	0.6842	-0.0021	-0.3%	0.6819
High	0.6888	0.6863	-0.0025	-0.4%	0.6888
Low	0.6841	0.6798	-0.0043	-0.6%	0.6798
Close	0.6851	0.6831	-0.0020	-0.3%	0.6831
Range	0.0047	0.0065	0.0018	38.3%	0.0090
ATR	0.0060	0.0060	0.0000	0.6%	0.0000
Volume	85,434	89,809	4,375	5.1%	263,718

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7025	0.6993	0.6866
R3	0.6960	0.6928	0.6848
R2	0.6895	0.6895	0.6842
R1	0.6863	0.6863	0.6836	0.6847
PP	0.6830	0.6830	0.6830	0.6822
S1	0.6798	0.6798	0.6825	0.6782
S2	0.6765	0.6765	0.6819
S3	0.6700	0.6733	0.6813
S4	0.6635	0.6668	0.6795

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7109	0.7060	0.6880
R3	0.7019	0.6970	0.6855
R2	0.6929	0.6929	0.6847
R1	0.6880	0.6880	0.6839	0.6904
PP	0.6839	0.6839	0.6839	0.6851
S1	0.6790	0.6790	0.6822	0.6814
S2	0.6749	0.6749	0.6814
S3	0.6659	0.6700	0.6806
S4	0.6569	0.6610	0.6781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6888	0.6791	0.0097	1.4%	0.0046	0.7%	41%	False	False	68,067
10	0.6888	0.6683	0.0205	3.0%	0.0054	0.8%	72%	False	False	77,932
20	0.6888	0.6546	0.0342	5.0%	0.0064	0.9%	83%	False	False	54,734
40	0.6888	0.6350	0.0538	7.9%	0.0064	0.9%	89%	False	False	27,610
60	0.6888	0.6300	0.0588	8.6%	0.0061	0.9%	90%	False	False	18,433
80	0.6888	0.6300	0.0588	8.6%	0.0055	0.8%	90%	False	False	13,829
100	0.6888	0.6300	0.0588	8.6%	0.0048	0.7%	90%	False	False	11,064
120	0.6938	0.6300	0.0638	9.3%	0.0043	0.6%	83%	False	False	9,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7139
2.618	0.7033
1.618	0.6968
1.000	0.6928
0.618	0.6903
HIGH	0.6863
0.618	0.6838
0.500	0.6830
0.382	0.6822
LOW	0.6798
0.618	0.6757
1.000	0.6733
1.618	0.6692
2.618	0.6627
4.250	0.6521

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	0.6830	0.6843
PP	0.6830	0.6839
S1	0.6830	0.6835

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

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