CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6373 |
0.6366 |
-0.0007 |
-0.1% |
0.6517 |
| High |
0.6374 |
0.6398 |
0.0025 |
0.4% |
0.6533 |
| Low |
0.6346 |
0.6359 |
0.0013 |
0.2% |
0.6346 |
| Close |
0.6363 |
0.6387 |
0.0025 |
0.4% |
0.6363 |
| Range |
0.0028 |
0.0040 |
0.0012 |
41.1% |
0.0187 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
99,424 |
65,783 |
-33,641 |
-33.8% |
530,238 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6500 |
0.6483 |
0.6409 |
|
| R3 |
0.6460 |
0.6443 |
0.6398 |
|
| R2 |
0.6421 |
0.6421 |
0.6394 |
|
| R1 |
0.6404 |
0.6404 |
0.6391 |
0.6412 |
| PP |
0.6381 |
0.6381 |
0.6381 |
0.6385 |
| S1 |
0.6364 |
0.6364 |
0.6383 |
0.6373 |
| S2 |
0.6342 |
0.6342 |
0.6380 |
|
| S3 |
0.6302 |
0.6325 |
0.6376 |
|
| S4 |
0.6263 |
0.6285 |
0.6365 |
|
|
| 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 |
0.6520 |
0.6346 |
0.0174 |
2.7% |
0.0059 |
0.9% |
24% |
False |
False |
96,311 |
| 10 |
0.6533 |
0.6325 |
0.0208 |
3.3% |
0.0063 |
1.0% |
30% |
False |
False |
115,091 |
| 20 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0060 |
0.9% |
42% |
False |
False |
108,054 |
| 40 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0063 |
1.0% |
42% |
False |
False |
112,344 |
| 60 |
0.6547 |
0.6281 |
0.0267 |
4.2% |
0.0061 |
1.0% |
40% |
False |
False |
83,868 |
| 80 |
0.6851 |
0.6281 |
0.0571 |
8.9% |
0.0062 |
1.0% |
19% |
False |
False |
62,987 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0062 |
1.0% |
16% |
False |
False |
50,421 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0059 |
0.9% |
16% |
False |
False |
42,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6566 |
|
2.618 |
0.6501 |
|
1.618 |
0.6462 |
|
1.000 |
0.6438 |
|
0.618 |
0.6422 |
|
HIGH |
0.6398 |
|
0.618 |
0.6383 |
|
0.500 |
0.6378 |
|
0.382 |
0.6374 |
|
LOW |
0.6359 |
|
0.618 |
0.6334 |
|
1.000 |
0.6319 |
|
1.618 |
0.6295 |
|
2.618 |
0.6255 |
|
4.250 |
0.6191 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6384 |
0.6391 |
| PP |
0.6381 |
0.6389 |
| S1 |
0.6378 |
0.6388 |
|