CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 0.6517 0.6498 -0.0019 -0.3% 0.6347
High 0.6533 0.6520 -0.0013 -0.2% 0.6527
Low 0.6494 0.6412 -0.0083 -1.3% 0.6325
Close 0.6500 0.6440 -0.0060 -0.9% 0.6526
Range 0.0039 0.0108 0.0070 180.5% 0.0203
ATR 0.0064 0.0067 0.0003 4.9% 0.0000
Volume 114,464 138,200 23,736 20.7% 639,185
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6781 0.6719 0.6499
R3 0.6673 0.6611 0.6470
R2 0.6565 0.6565 0.6460
R1 0.6503 0.6503 0.6450 0.6480
PP 0.6457 0.6457 0.6457 0.6446
S1 0.6395 0.6395 0.6430 0.6372
S2 0.6349 0.6349 0.6420
S3 0.6241 0.6287 0.6410
S4 0.6133 0.6179 0.6381
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 0.6328 0.0205 3.2% 0.0077 1.2% 55% False False 138,053
10 0.6533 0.6281 0.0252 3.9% 0.0070 1.1% 63% False False 126,358
20 0.6533 0.6281 0.0252 3.9% 0.0064 1.0% 63% False False 110,215
40 0.6533 0.6281 0.0252 3.9% 0.0063 1.0% 63% False False 113,930
60 0.6547 0.6281 0.0267 4.1% 0.0062 1.0% 60% False False 78,168
80 0.6877 0.6281 0.0597 9.3% 0.0063 1.0% 27% False False 58,701
100 0.6928 0.6281 0.0647 10.0% 0.0063 1.0% 25% False False 46,991
120 0.6928 0.6281 0.0647 10.0% 0.0058 0.9% 25% False False 39,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.6979
2.618 0.6802
1.618 0.6694
1.000 0.6628
0.618 0.6586
HIGH 0.6520
0.618 0.6478
0.500 0.6466
0.382 0.6453
LOW 0.6412
0.618 0.6345
1.000 0.6304
1.618 0.6237
2.618 0.6129
4.250 0.5953
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 0.6466 0.6472
PP 0.6457 0.6461
S1 0.6449 0.6451

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

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