CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6408 |
0.6443 |
0.0035 |
0.5% |
0.6347 |
| High |
0.6465 |
0.6527 |
0.0062 |
1.0% |
0.6527 |
| Low |
0.6407 |
0.6429 |
0.0023 |
0.4% |
0.6325 |
| Close |
0.6440 |
0.6526 |
0.0087 |
1.3% |
0.6526 |
| Range |
0.0059 |
0.0098 |
0.0040 |
67.5% |
0.0203 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.9% |
0.0000 |
| Volume |
150,693 |
142,702 |
-7,991 |
-5.3% |
639,185 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6755 |
0.6580 |
|
| R3 |
0.6690 |
0.6657 |
0.6553 |
|
| R2 |
0.6592 |
0.6592 |
0.6544 |
|
| R1 |
0.6559 |
0.6559 |
0.6535 |
0.6576 |
| PP |
0.6494 |
0.6494 |
0.6494 |
0.6502 |
| S1 |
0.6461 |
0.6461 |
0.6517 |
0.6478 |
| S2 |
0.6396 |
0.6396 |
0.6508 |
|
| S3 |
0.6298 |
0.6363 |
0.6499 |
|
| S4 |
0.6200 |
0.6265 |
0.6472 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7067 |
0.6999 |
0.6637 |
|
| R3 |
0.6864 |
0.6796 |
0.6582 |
|
| R2 |
0.6662 |
0.6662 |
0.6563 |
|
| R1 |
0.6594 |
0.6594 |
0.6545 |
0.6628 |
| PP |
0.6459 |
0.6459 |
0.6459 |
0.6476 |
| S1 |
0.6391 |
0.6391 |
0.6507 |
0.6425 |
| S2 |
0.6257 |
0.6257 |
0.6489 |
|
| S3 |
0.6054 |
0.6189 |
0.6470 |
|
| S4 |
0.5852 |
0.5986 |
0.6415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6527 |
0.6325 |
0.0203 |
3.1% |
0.0070 |
1.1% |
100% |
True |
False |
127,837 |
| 10 |
0.6527 |
0.6281 |
0.0247 |
3.8% |
0.0066 |
1.0% |
100% |
True |
False |
119,126 |
| 20 |
0.6527 |
0.6281 |
0.0247 |
3.8% |
0.0063 |
1.0% |
100% |
True |
False |
107,470 |
| 40 |
0.6531 |
0.6281 |
0.0250 |
3.8% |
0.0062 |
0.9% |
98% |
False |
False |
109,617 |
| 60 |
0.6561 |
0.6281 |
0.0281 |
4.3% |
0.0061 |
0.9% |
88% |
False |
False |
73,973 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0062 |
1.0% |
38% |
False |
False |
55,547 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0063 |
1.0% |
38% |
False |
False |
44,465 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0057 |
0.9% |
38% |
False |
False |
37,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6944 |
|
2.618 |
0.6784 |
|
1.618 |
0.6686 |
|
1.000 |
0.6625 |
|
0.618 |
0.6588 |
|
HIGH |
0.6527 |
|
0.618 |
0.6490 |
|
0.500 |
0.6478 |
|
0.382 |
0.6466 |
|
LOW |
0.6429 |
|
0.618 |
0.6368 |
|
1.000 |
0.6331 |
|
1.618 |
0.6270 |
|
2.618 |
0.6172 |
|
4.250 |
0.6013 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6510 |
0.6493 |
| PP |
0.6494 |
0.6460 |
| S1 |
0.6478 |
0.6428 |
|