CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	0.6734	0.6796	0.0063	0.9%	0.6605
High	0.6804	0.6803	-0.0001	0.0%	0.6761
Low	0.6734	0.6763	0.0030	0.4%	0.6578
Close	0.6792	0.6780	-0.0013	-0.2%	0.6740
Range	0.0071	0.0040	-0.0031	-43.3%	0.0183
ATR	0.0053	0.0052	-0.0001	-1.7%	0.0000
Volume	212	74	-138	-65.1%	510

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6902	0.6881	0.6802
R3	0.6862	0.6841	0.6791
R2	0.6822	0.6822	0.6787
R1	0.6801	0.6801	0.6783	0.6791
PP	0.6782	0.6782	0.6782	0.6777
S1	0.6761	0.6761	0.6776	0.6751
S2	0.6742	0.6742	0.6772
S3	0.6702	0.6721	0.6769
S4	0.6662	0.6681	0.6758

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7240	0.7172	0.6840
R3	0.7058	0.6990	0.6790
R2	0.6875	0.6875	0.6773
R1	0.6807	0.6807	0.6756	0.6841
PP	0.6693	0.6693	0.6693	0.6710
S1	0.6625	0.6625	0.6723	0.6659
S2	0.6510	0.6510	0.6706
S3	0.6328	0.6442	0.6689
S4	0.6145	0.6260	0.6639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6804	0.6691	0.0114	1.7%	0.0055	0.8%	78%	False	False	131
10	0.6804	0.6565	0.0239	3.5%	0.0058	0.9%	90%	False	False	90
20	0.6804	0.6561	0.0243	3.6%	0.0048	0.7%	90%	False	False	79
40	0.6804	0.6353	0.0452	6.7%	0.0033	0.5%	95%	False	False	46
60	0.6804	0.6345	0.0459	6.8%	0.0032	0.5%	95%	False	False	32
80	0.6804	0.6345	0.0459	6.8%	0.0028	0.4%	95%	False	False	24
100	0.6804	0.6345	0.0459	6.8%	0.0023	0.3%	95%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6973
2.618	0.6908
1.618	0.6868
1.000	0.6843
0.618	0.6828
HIGH	0.6803
0.618	0.6788
0.500	0.6783
0.382	0.6778
LOW	0.6763
0.618	0.6738
1.000	0.6723
1.618	0.6698
2.618	0.6658
4.250	0.6593

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	0.6783	0.6775
PP	0.6782	0.6770
S1	0.6781	0.6765

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

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