CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	0.6590	0.6572	-0.0018	-0.3%	0.6610
High	0.6625	0.6638	0.0013	0.2%	0.6703
Low	0.6585	0.6565	-0.0020	-0.3%	0.6610
Close	0.6589	0.6637	0.0049	0.7%	0.6703
Range	0.0040	0.0073	0.0033	83.5%	0.0093
ATR	0.0044	0.0046	0.0002	4.5%	0.0000
Volume	116	15	-101	-87.1%	346

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6831	0.6806	0.6677
R3	0.6758	0.6734	0.6657
R2	0.6686	0.6686	0.6650
R1	0.6661	0.6661	0.6644	0.6674
PP	0.6613	0.6613	0.6613	0.6619
S1	0.6589	0.6589	0.6630	0.6601
S2	0.6541	0.6541	0.6624
S3	0.6468	0.6516	0.6617
S4	0.6396	0.6444	0.6597

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	0.6565	0.0138	2.1%	0.0059	0.9%	52%	False	True	82
10	0.6703	0.6565	0.0138	2.1%	0.0043	0.6%	52%	False	True	67
20	0.6703	0.6388	0.0316	4.8%	0.0033	0.5%	79%	False	False	41
40	0.6703	0.6345	0.0358	5.4%	0.0027	0.4%	82%	False	False	25
60	0.6703	0.6345	0.0358	5.4%	0.0025	0.4%	82%	False	False	18
80	0.6703	0.6345	0.0358	5.4%	0.0022	0.3%	82%	False	False	13
100	0.6840	0.6345	0.0495	7.5%	0.0018	0.3%	59%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.6946
2.618	0.6827
1.618	0.6755
1.000	0.6710
0.618	0.6682
HIGH	0.6638
0.618	0.6610
0.500	0.6601
0.382	0.6593
LOW	0.6565
0.618	0.6520
1.000	0.6493
1.618	0.6448
2.618	0.6375
4.250	0.6257

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.6625	0.6627
PP	0.6613	0.6616
S1	0.6601	0.6606

Download as Excel Spreadsheet

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

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