CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6382 |
0.6347 |
-0.0035 |
-0.5% |
0.6326 |
| High |
0.6385 |
0.6409 |
0.0024 |
0.4% |
0.6412 |
| Low |
0.6325 |
0.6328 |
0.0004 |
0.1% |
0.6281 |
| Close |
0.6352 |
0.6388 |
0.0036 |
0.6% |
0.6346 |
| Range |
0.0061 |
0.0081 |
0.0021 |
33.9% |
0.0131 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.4% |
0.0000 |
| Volume |
117,285 |
144,210 |
26,925 |
23.0% |
552,083 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6618 |
0.6584 |
0.6432 |
|
| R3 |
0.6537 |
0.6503 |
0.6410 |
|
| R2 |
0.6456 |
0.6456 |
0.6402 |
|
| R1 |
0.6422 |
0.6422 |
0.6395 |
0.6439 |
| PP |
0.6375 |
0.6375 |
0.6375 |
0.6383 |
| S1 |
0.6341 |
0.6341 |
0.6380 |
0.6358 |
| S2 |
0.6294 |
0.6294 |
0.6373 |
|
| S3 |
0.6213 |
0.6260 |
0.6365 |
|
| S4 |
0.6132 |
0.6179 |
0.6343 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6739 |
0.6673 |
0.6418 |
|
| R3 |
0.6608 |
0.6542 |
0.6382 |
|
| R2 |
0.6477 |
0.6477 |
0.6370 |
|
| R1 |
0.6411 |
0.6411 |
0.6358 |
0.6444 |
| PP |
0.6346 |
0.6346 |
0.6346 |
0.6362 |
| S1 |
0.6280 |
0.6280 |
0.6333 |
0.6313 |
| S2 |
0.6215 |
0.6215 |
0.6321 |
|
| S3 |
0.6084 |
0.6149 |
0.6309 |
|
| S4 |
0.5953 |
0.6018 |
0.6273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6409 |
0.6281 |
0.0129 |
2.0% |
0.0060 |
0.9% |
83% |
True |
False |
119,724 |
| 10 |
0.6412 |
0.6281 |
0.0131 |
2.1% |
0.0060 |
0.9% |
82% |
False |
False |
107,811 |
| 20 |
0.6461 |
0.6281 |
0.0181 |
2.8% |
0.0062 |
1.0% |
59% |
False |
False |
105,215 |
| 40 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0060 |
0.9% |
43% |
False |
False |
102,787 |
| 60 |
0.6642 |
0.6281 |
0.0362 |
5.7% |
0.0061 |
0.9% |
30% |
False |
False |
69,091 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0063 |
1.0% |
17% |
False |
False |
51,886 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0062 |
1.0% |
17% |
False |
False |
41,531 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0056 |
0.9% |
17% |
False |
False |
34,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6753 |
|
2.618 |
0.6621 |
|
1.618 |
0.6540 |
|
1.000 |
0.6490 |
|
0.618 |
0.6459 |
|
HIGH |
0.6409 |
|
0.618 |
0.6378 |
|
0.500 |
0.6369 |
|
0.382 |
0.6359 |
|
LOW |
0.6328 |
|
0.618 |
0.6278 |
|
1.000 |
0.6247 |
|
1.618 |
0.6197 |
|
2.618 |
0.6116 |
|
4.250 |
0.5984 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6381 |
0.6381 |
| PP |
0.6375 |
0.6374 |
| S1 |
0.6369 |
0.6367 |
|