CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	0.6607	0.6582	-0.0025	-0.4%	0.6698
High	0.6628	0.6704	0.0076	1.1%	0.6698
Low	0.6578	0.6582	0.0004	0.1%	0.6565
Close	0.6590	0.6699	0.0110	1.7%	0.6614
Range	0.0050	0.0123	0.0073	145.0%	0.0133
ATR	0.0045	0.0051	0.0006	12.2%	0.0000
Volume	123	23	-100	-81.3%	303

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7029	0.6987	0.6766
R3	0.6907	0.6864	0.6733
R2	0.6784	0.6784	0.6721
R1	0.6742	0.6742	0.6710	0.6763
PP	0.6662	0.6662	0.6662	0.6672
S1	0.6619	0.6619	0.6688	0.6640
S2	0.6539	0.6539	0.6677
S3	0.6417	0.6497	0.6665
S4	0.6294	0.6374	0.6632

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	0.6704	0.6565	0.0139	2.1%	0.0061	0.9%	96%	True	False	50
10	0.6704	0.6565	0.0139	2.1%	0.0056	0.8%	96%	True	False	78
20	0.6704	0.6491	0.0214	3.2%	0.0041	0.6%	98%	True	False	52
40	0.6704	0.6345	0.0359	5.4%	0.0029	0.4%	99%	True	False	30
60	0.6704	0.6345	0.0359	5.4%	0.0029	0.4%	99%	True	False	22
80	0.6704	0.6345	0.0359	5.4%	0.0024	0.4%	99%	True	False	16
100	0.6840	0.6345	0.0495	7.4%	0.0021	0.3%	72%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	0.7225
2.618	0.7025
1.618	0.6902
1.000	0.6827
0.618	0.6780
HIGH	0.6704
0.618	0.6657
0.500	0.6643
0.382	0.6628
LOW	0.6582
0.618	0.6506
1.000	0.6459
1.618	0.6383
2.618	0.6261
4.250	0.6061

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	0.6680	0.6680
PP	0.6662	0.6660
S1	0.6643	0.6641

Download as Excel Spreadsheet

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

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