CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6443 |
0.6517 |
0.0074 |
1.1% |
0.6347 |
| High |
0.6527 |
0.6533 |
0.0006 |
0.1% |
0.6527 |
| Low |
0.6429 |
0.6494 |
0.0065 |
1.0% |
0.6325 |
| Close |
0.6526 |
0.6500 |
-0.0026 |
-0.4% |
0.6526 |
| Range |
0.0098 |
0.0039 |
-0.0060 |
-60.7% |
0.0203 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
142,702 |
114,464 |
-28,238 |
-19.8% |
639,185 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6624 |
0.6601 |
0.6521 |
|
| R3 |
0.6586 |
0.6562 |
0.6511 |
|
| R2 |
0.6547 |
0.6547 |
0.6507 |
|
| R1 |
0.6524 |
0.6524 |
0.6504 |
0.6516 |
| PP |
0.6509 |
0.6509 |
0.6509 |
0.6505 |
| S1 |
0.6485 |
0.6485 |
0.6496 |
0.6478 |
| S2 |
0.6470 |
0.6470 |
0.6493 |
|
| S3 |
0.6432 |
0.6447 |
0.6489 |
|
| S4 |
0.6393 |
0.6408 |
0.6479 |
|
|
| 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 |
0.6533 |
0.6325 |
0.0208 |
3.2% |
0.0067 |
1.0% |
84% |
True |
False |
133,870 |
| 10 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0064 |
1.0% |
87% |
True |
False |
121,593 |
| 20 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0061 |
0.9% |
87% |
True |
False |
108,581 |
| 40 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0061 |
0.9% |
87% |
True |
False |
111,967 |
| 60 |
0.6547 |
0.6281 |
0.0267 |
4.1% |
0.0061 |
0.9% |
82% |
False |
False |
75,878 |
| 80 |
0.6877 |
0.6281 |
0.0597 |
9.2% |
0.0062 |
1.0% |
37% |
False |
False |
56,977 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0063 |
1.0% |
34% |
False |
False |
45,609 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0057 |
0.9% |
34% |
False |
False |
38,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6696 |
|
2.618 |
0.6633 |
|
1.618 |
0.6595 |
|
1.000 |
0.6571 |
|
0.618 |
0.6556 |
|
HIGH |
0.6533 |
|
0.618 |
0.6518 |
|
0.500 |
0.6513 |
|
0.382 |
0.6509 |
|
LOW |
0.6494 |
|
0.618 |
0.6470 |
|
1.000 |
0.6456 |
|
1.618 |
0.6432 |
|
2.618 |
0.6393 |
|
4.250 |
0.6330 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6513 |
0.6490 |
| PP |
0.6509 |
0.6480 |
| S1 |
0.6504 |
0.6470 |
|