CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	0.6775	0.6827	0.0053	0.8%	0.6731
High	0.6830	0.6856	0.0026	0.4%	0.6856
Low	0.6773	0.6806	0.0033	0.5%	0.6725
Close	0.6830	0.6833	0.0003	0.0%	0.6833
Range	0.0057	0.0050	-0.0007	-11.5%	0.0131
ATR	0.0052	0.0052	0.0000	-0.3%	0.0000
Volume	155	120	-35	-22.6%	630

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6981	0.6957	0.6860
R3	0.6931	0.6907	0.6846
R2	0.6881	0.6881	0.6842
R1	0.6857	0.6857	0.6837	0.6869
PP	0.6831	0.6831	0.6831	0.6837
S1	0.6807	0.6807	0.6828	0.6819
S2	0.6781	0.6781	0.6823
S3	0.6731	0.6757	0.6819
S4	0.6681	0.6707	0.6805

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7196	0.7145	0.6904
R3	0.7065	0.7014	0.6868
R2	0.6935	0.6935	0.6856
R1	0.6884	0.6884	0.6844	0.6909
PP	0.6804	0.6804	0.6804	0.6817
S1	0.6753	0.6753	0.6821	0.6779
S2	0.6674	0.6674	0.6809
S3	0.6543	0.6623	0.6797
S4	0.6413	0.6492	0.6761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6856	0.6725	0.0131	1.9%	0.0052	0.8%	82%	True	False	126
10	0.6856	0.6578	0.0278	4.1%	0.0057	0.8%	92%	True	False	114
20	0.6856	0.6565	0.0291	4.3%	0.0050	0.7%	92%	True	False	89
40	0.6856	0.6370	0.0486	7.1%	0.0036	0.5%	95%	True	False	53
60	0.6856	0.6345	0.0511	7.5%	0.0033	0.5%	95%	True	False	36
80	0.6856	0.6345	0.0511	7.5%	0.0029	0.4%	95%	True	False	28
100	0.6856	0.6345	0.0511	7.5%	0.0024	0.4%	95%	True	False	22

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7068
2.618	0.6986
1.618	0.6936
1.000	0.6906
0.618	0.6886
HIGH	0.6856
0.618	0.6836
0.500	0.6831
0.382	0.6825
LOW	0.6806
0.618	0.6775
1.000	0.6756
1.618	0.6725
2.618	0.6675
4.250	0.6593

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	0.6832	0.6825
PP	0.6831	0.6817
S1	0.6831	0.6809

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

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