CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	0.6645	0.6590	-0.0056	-0.8%	0.6610
High	0.6647	0.6625	-0.0023	-0.3%	0.6703
Low	0.6584	0.6585	0.0001	0.0%	0.6610
Close	0.6585	0.6589	0.0004	0.1%	0.6703
Range	0.0063	0.0040	-0.0024	-37.3%	0.0093
ATR	0.0045	0.0044	0.0000	-0.8%	0.0000
Volume	52	116	64	123.1%	346

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6718	0.6693	0.6610
R3	0.6678	0.6653	0.6599
R2	0.6639	0.6639	0.6596
R1	0.6614	0.6614	0.6592	0.6607
PP	0.6599	0.6599	0.6599	0.6596
S1	0.6574	0.6574	0.6585	0.6567
S2	0.6560	0.6560	0.6581
S3	0.6520	0.6535	0.6578
S4	0.6481	0.6495	0.6567

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	0.6584	0.0119	1.8%	0.0050	0.8%	4%	False	False	105
10	0.6703	0.6561	0.0142	2.2%	0.0039	0.6%	19%	False	False	67
20	0.6703	0.6388	0.0316	4.8%	0.0029	0.4%	64%	False	False	40
40	0.6703	0.6345	0.0358	5.4%	0.0026	0.4%	68%	False	False	24
60	0.6703	0.6345	0.0358	5.4%	0.0025	0.4%	68%	False	False	18
80	0.6703	0.6345	0.0358	5.4%	0.0021	0.3%	68%	False	False	13
100	0.6869	0.6345	0.0524	8.0%	0.0018	0.3%	46%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6792
2.618	0.6728
1.618	0.6688
1.000	0.6664
0.618	0.6649
HIGH	0.6625
0.618	0.6609
0.500	0.6605
0.382	0.6600
LOW	0.6585
0.618	0.6561
1.000	0.6546
1.618	0.6521
2.618	0.6482
4.250	0.6417

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	0.6605	0.6641
PP	0.6599	0.6623
S1	0.6594	0.6606

Download as Excel Spreadsheet

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

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