CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6410 |
0.6373 |
-0.0037 |
-0.6% |
0.6517 |
| High |
0.6436 |
0.6374 |
-0.0062 |
-1.0% |
0.6533 |
| Low |
0.6370 |
0.6346 |
-0.0024 |
-0.4% |
0.6346 |
| Close |
0.6376 |
0.6363 |
-0.0013 |
-0.2% |
0.6363 |
| Range |
0.0066 |
0.0028 |
-0.0038 |
-57.6% |
0.0187 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
92,399 |
99,424 |
7,025 |
7.6% |
530,238 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6445 |
0.6432 |
0.6378 |
|
| R3 |
0.6417 |
0.6404 |
0.6370 |
|
| R2 |
0.6389 |
0.6389 |
0.6368 |
|
| R1 |
0.6376 |
0.6376 |
0.6365 |
0.6368 |
| PP |
0.6361 |
0.6361 |
0.6361 |
0.6357 |
| S1 |
0.6348 |
0.6348 |
0.6360 |
0.6340 |
| S2 |
0.6333 |
0.6333 |
0.6357 |
|
| S3 |
0.6305 |
0.6320 |
0.6355 |
|
| S4 |
0.6277 |
0.6292 |
0.6347 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6975 |
0.6856 |
0.6465 |
|
| R3 |
0.6788 |
0.6669 |
0.6414 |
|
| R2 |
0.6601 |
0.6601 |
0.6397 |
|
| R1 |
0.6482 |
0.6482 |
0.6380 |
0.6448 |
| PP |
0.6414 |
0.6414 |
0.6414 |
0.6397 |
| S1 |
0.6295 |
0.6295 |
0.6345 |
0.6261 |
| S2 |
0.6227 |
0.6227 |
0.6328 |
|
| S3 |
0.6040 |
0.6108 |
0.6311 |
|
| S4 |
0.5853 |
0.5921 |
0.6260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6533 |
0.6346 |
0.0187 |
2.9% |
0.0059 |
0.9% |
9% |
False |
True |
106,047 |
| 10 |
0.6533 |
0.6325 |
0.0208 |
3.3% |
0.0064 |
1.0% |
18% |
False |
False |
116,942 |
| 20 |
0.6533 |
0.6281 |
0.0252 |
4.0% |
0.0060 |
0.9% |
33% |
False |
False |
108,510 |
| 40 |
0.6533 |
0.6281 |
0.0252 |
4.0% |
0.0063 |
1.0% |
33% |
False |
False |
112,313 |
| 60 |
0.6547 |
0.6281 |
0.0267 |
4.2% |
0.0061 |
1.0% |
31% |
False |
False |
82,775 |
| 80 |
0.6851 |
0.6281 |
0.0571 |
9.0% |
0.0062 |
1.0% |
14% |
False |
False |
62,166 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0062 |
1.0% |
13% |
False |
False |
49,764 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0059 |
0.9% |
13% |
False |
False |
41,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6493 |
|
2.618 |
0.6447 |
|
1.618 |
0.6419 |
|
1.000 |
0.6402 |
|
0.618 |
0.6391 |
|
HIGH |
0.6374 |
|
0.618 |
0.6363 |
|
0.500 |
0.6360 |
|
0.382 |
0.6356 |
|
LOW |
0.6346 |
|
0.618 |
0.6328 |
|
1.000 |
0.6318 |
|
1.618 |
0.6300 |
|
2.618 |
0.6272 |
|
4.250 |
0.6227 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6362 |
0.6401 |
| PP |
0.6361 |
0.6388 |
| S1 |
0.6360 |
0.6375 |
|