CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	0.6605	0.6607	0.0002	0.0%	0.6698
High	0.6605	0.6628	0.0023	0.3%	0.6698
Low	0.6590	0.6578	-0.0012	-0.2%	0.6565
Close	0.6601	0.6590	-0.0011	-0.2%	0.6614
Range	0.0016	0.0050	0.0035	222.6%	0.0133
ATR	0.0045	0.0045	0.0000	0.8%	0.0000
Volume	64	123	59	92.2%	303

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6749	0.6719	0.6617
R3	0.6699	0.6669	0.6603
R2	0.6649	0.6649	0.6599
R1	0.6619	0.6619	0.6594	0.6609
PP	0.6599	0.6599	0.6599	0.6593
S1	0.6569	0.6569	0.6585	0.6559
S2	0.6549	0.6549	0.6580
S3	0.6499	0.6519	0.6576
S4	0.6449	0.6469	0.6562

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7023	0.6951	0.6687
R3	0.6891	0.6819	0.6650
R2	0.6758	0.6758	0.6638
R1	0.6686	0.6686	0.6626	0.6656
PP	0.6626	0.6626	0.6626	0.6610
S1	0.6554	0.6554	0.6602	0.6523
S2	0.6493	0.6493	0.6590
S3	0.6361	0.6421	0.6578
S4	0.6228	0.6289	0.6541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6651	0.6565	0.0086	1.3%	0.0045	0.7%	28%	False	False	69
10	0.6703	0.6565	0.0138	2.1%	0.0046	0.7%	18%	False	False	81
20	0.6703	0.6491	0.0213	3.2%	0.0037	0.6%	47%	False	False	51
40	0.6703	0.6345	0.0358	5.4%	0.0027	0.4%	68%	False	False	30
60	0.6703	0.6345	0.0358	5.4%	0.0027	0.4%	68%	False	False	21
80	0.6703	0.6345	0.0358	5.4%	0.0023	0.3%	68%	False	False	16
100	0.6840	0.6345	0.0495	7.5%	0.0020	0.3%	49%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6841
2.618	0.6759
1.618	0.6709
1.000	0.6678
0.618	0.6659
HIGH	0.6628
0.618	0.6609
0.500	0.6603
0.382	0.6597
LOW	0.6578
0.618	0.6547
1.000	0.6528
1.618	0.6497
2.618	0.6447
4.250	0.6366

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	0.6603	0.6615
PP	0.6599	0.6606
S1	0.6594	0.6598

Download as Excel Spreadsheet

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

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