CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	0.6642	0.6698	0.0056	0.8%	0.6610
High	0.6703	0.6698	-0.0006	-0.1%	0.6703
Low	0.6635	0.6645	0.0010	0.2%	0.6610
Close	0.6703	0.6650	-0.0053	-0.8%	0.6703
Range	0.0069	0.0053	-0.0016	-22.6%	0.0093
ATR	0.0042	0.0043	0.0001	2.8%	0.0000
Volume	138	91	-47	-34.1%	346

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6823	0.6790	0.6679
R3	0.6770	0.6737	0.6665
R2	0.6717	0.6717	0.6660
R1	0.6684	0.6684	0.6655	0.6674
PP	0.6664	0.6664	0.6664	0.6659
S1	0.6631	0.6631	0.6645	0.6621
S2	0.6611	0.6611	0.6640
S3	0.6558	0.6578	0.6635
S4	0.6505	0.6525	0.6621

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6951	0.6920	0.6754
R3	0.6858	0.6827	0.6729
R2	0.6765	0.6765	0.6720
R1	0.6734	0.6734	0.6712	0.6750
PP	0.6672	0.6672	0.6672	0.6680
S1	0.6641	0.6641	0.6694	0.6657
S2	0.6579	0.6579	0.6686
S3	0.6486	0.6548	0.6677
S4	0.6393	0.6455	0.6652

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6703	0.6630	0.0073	1.1%	0.0036	0.5%	27%	False	False	83
10	0.6703	0.6561	0.0142	2.1%	0.0034	0.5%	63%	False	False	61
20	0.6703	0.6388	0.0316	4.7%	0.0026	0.4%	83%	False	False	33
40	0.6703	0.6345	0.0358	5.4%	0.0024	0.4%	85%	False	False	20
60	0.6703	0.6345	0.0358	5.4%	0.0023	0.3%	85%	False	False	15
80	0.6703	0.6345	0.0358	5.4%	0.0020	0.3%	85%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6923
2.618	0.6836
1.618	0.6783
1.000	0.6751
0.618	0.6730
HIGH	0.6698
0.618	0.6677
0.500	0.6671
0.382	0.6665
LOW	0.6645
0.618	0.6612
1.000	0.6592
1.618	0.6559
2.618	0.6506
4.250	0.6419

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	0.6671	0.6667
PP	0.6664	0.6661
S1	0.6657	0.6656

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

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