CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6498 |
0.6444 |
-0.0054 |
-0.8% |
0.6347 |
| High |
0.6520 |
0.6457 |
-0.0063 |
-1.0% |
0.6527 |
| Low |
0.6412 |
0.6405 |
-0.0007 |
-0.1% |
0.6325 |
| Close |
0.6440 |
0.6407 |
-0.0033 |
-0.5% |
0.6526 |
| Range |
0.0108 |
0.0052 |
-0.0056 |
-51.9% |
0.0203 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
138,200 |
85,751 |
-52,449 |
-38.0% |
639,185 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6579 |
0.6545 |
0.6436 |
|
| R3 |
0.6527 |
0.6493 |
0.6421 |
|
| R2 |
0.6475 |
0.6475 |
0.6417 |
|
| R1 |
0.6441 |
0.6441 |
0.6412 |
0.6432 |
| PP |
0.6423 |
0.6423 |
0.6423 |
0.6419 |
| S1 |
0.6389 |
0.6389 |
0.6402 |
0.6380 |
| S2 |
0.6371 |
0.6371 |
0.6397 |
|
| S3 |
0.6319 |
0.6337 |
0.6393 |
|
| S4 |
0.6267 |
0.6285 |
0.6378 |
|
|
| 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 |
0.6405 |
0.0128 |
2.0% |
0.0071 |
1.1% |
2% |
False |
True |
126,362 |
| 10 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0066 |
1.0% |
50% |
False |
False |
123,043 |
| 20 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0064 |
1.0% |
50% |
False |
False |
110,114 |
| 40 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0063 |
1.0% |
50% |
False |
False |
112,148 |
| 60 |
0.6547 |
0.6281 |
0.0267 |
4.2% |
0.0062 |
1.0% |
47% |
False |
False |
79,594 |
| 80 |
0.6877 |
0.6281 |
0.0597 |
9.3% |
0.0063 |
1.0% |
21% |
False |
False |
59,772 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0063 |
1.0% |
20% |
False |
False |
47,846 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0058 |
0.9% |
20% |
False |
False |
39,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6678 |
|
2.618 |
0.6593 |
|
1.618 |
0.6541 |
|
1.000 |
0.6509 |
|
0.618 |
0.6489 |
|
HIGH |
0.6457 |
|
0.618 |
0.6437 |
|
0.500 |
0.6431 |
|
0.382 |
0.6425 |
|
LOW |
0.6405 |
|
0.618 |
0.6373 |
|
1.000 |
0.6353 |
|
1.618 |
0.6321 |
|
2.618 |
0.6269 |
|
4.250 |
0.6184 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6431 |
0.6469 |
| PP |
0.6423 |
0.6448 |
| S1 |
0.6415 |
0.6428 |
|