CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6347 |
0.6408 |
0.0061 |
1.0% |
0.6326 |
| High |
0.6409 |
0.6465 |
0.0056 |
0.9% |
0.6412 |
| Low |
0.6328 |
0.6407 |
0.0079 |
1.2% |
0.6281 |
| Close |
0.6388 |
0.6440 |
0.0052 |
0.8% |
0.6346 |
| Range |
0.0081 |
0.0059 |
-0.0023 |
-27.8% |
0.0131 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.8% |
0.0000 |
| Volume |
144,210 |
150,693 |
6,483 |
4.5% |
552,083 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6613 |
0.6585 |
0.6472 |
|
| R3 |
0.6554 |
0.6526 |
0.6456 |
|
| R2 |
0.6496 |
0.6496 |
0.6450 |
|
| R1 |
0.6468 |
0.6468 |
0.6445 |
0.6482 |
| PP |
0.6437 |
0.6437 |
0.6437 |
0.6444 |
| S1 |
0.6409 |
0.6409 |
0.6434 |
0.6423 |
| S2 |
0.6379 |
0.6379 |
0.6429 |
|
| S3 |
0.6320 |
0.6351 |
0.6423 |
|
| S4 |
0.6262 |
0.6292 |
0.6407 |
|
|
| 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 |
0.6465 |
0.6325 |
0.0141 |
2.2% |
0.0060 |
0.9% |
82% |
True |
False |
118,468 |
| 10 |
0.6465 |
0.6281 |
0.0185 |
2.9% |
0.0059 |
0.9% |
86% |
True |
False |
111,717 |
| 20 |
0.6465 |
0.6281 |
0.0185 |
2.9% |
0.0062 |
1.0% |
86% |
True |
False |
107,324 |
| 40 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0060 |
0.9% |
64% |
False |
False |
106,451 |
| 60 |
0.6642 |
0.6281 |
0.0362 |
5.6% |
0.0061 |
0.9% |
44% |
False |
False |
71,598 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0062 |
1.0% |
25% |
False |
False |
53,766 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0062 |
1.0% |
25% |
False |
False |
43,038 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0056 |
0.9% |
25% |
False |
False |
35,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6714 |
|
2.618 |
0.6618 |
|
1.618 |
0.6560 |
|
1.000 |
0.6524 |
|
0.618 |
0.6501 |
|
HIGH |
0.6465 |
|
0.618 |
0.6443 |
|
0.500 |
0.6436 |
|
0.382 |
0.6429 |
|
LOW |
0.6407 |
|
0.618 |
0.6370 |
|
1.000 |
0.6348 |
|
1.618 |
0.6312 |
|
2.618 |
0.6253 |
|
4.250 |
0.6158 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6438 |
0.6425 |
| PP |
0.6437 |
0.6410 |
| S1 |
0.6436 |
0.6395 |
|