CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6444 |
0.6410 |
-0.0034 |
-0.5% |
0.6347 |
| High |
0.6457 |
0.6436 |
-0.0022 |
-0.3% |
0.6527 |
| Low |
0.6405 |
0.6370 |
-0.0036 |
-0.6% |
0.6325 |
| Close |
0.6407 |
0.6376 |
-0.0032 |
-0.5% |
0.6526 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0203 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
85,751 |
92,399 |
6,648 |
7.8% |
639,185 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6592 |
0.6550 |
0.6412 |
|
| R3 |
0.6526 |
0.6484 |
0.6394 |
|
| R2 |
0.6460 |
0.6460 |
0.6388 |
|
| R1 |
0.6418 |
0.6418 |
0.6382 |
0.6406 |
| PP |
0.6394 |
0.6394 |
0.6394 |
0.6388 |
| S1 |
0.6352 |
0.6352 |
0.6369 |
0.6340 |
| S2 |
0.6328 |
0.6328 |
0.6363 |
|
| S3 |
0.6262 |
0.6286 |
0.6357 |
|
| S4 |
0.6196 |
0.6220 |
0.6339 |
|
|
| 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 |
0.6370 |
0.0163 |
2.6% |
0.0073 |
1.1% |
4% |
False |
True |
114,703 |
| 10 |
0.6533 |
0.6325 |
0.0208 |
3.3% |
0.0066 |
1.0% |
25% |
False |
False |
116,585 |
| 20 |
0.6533 |
0.6281 |
0.0252 |
4.0% |
0.0061 |
1.0% |
38% |
False |
False |
109,381 |
| 40 |
0.6533 |
0.6281 |
0.0252 |
4.0% |
0.0063 |
1.0% |
38% |
False |
False |
112,332 |
| 60 |
0.6547 |
0.6281 |
0.0267 |
4.2% |
0.0062 |
1.0% |
36% |
False |
False |
81,124 |
| 80 |
0.6877 |
0.6281 |
0.0597 |
9.4% |
0.0063 |
1.0% |
16% |
False |
False |
60,925 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0063 |
1.0% |
15% |
False |
False |
48,770 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0058 |
0.9% |
15% |
False |
False |
40,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6716 |
|
2.618 |
0.6608 |
|
1.618 |
0.6542 |
|
1.000 |
0.6502 |
|
0.618 |
0.6476 |
|
HIGH |
0.6436 |
|
0.618 |
0.6410 |
|
0.500 |
0.6403 |
|
0.382 |
0.6395 |
|
LOW |
0.6370 |
|
0.618 |
0.6329 |
|
1.000 |
0.6304 |
|
1.618 |
0.6263 |
|
2.618 |
0.6197 |
|
4.250 |
0.6089 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6403 |
0.6445 |
| PP |
0.6394 |
0.6422 |
| S1 |
0.6385 |
0.6399 |
|