CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 0.6366 0.6383 0.0017 0.3% 0.6517
High 0.6398 0.6519 0.0121 1.9% 0.6533
Low 0.6359 0.6328 -0.0031 -0.5% 0.6346
Close 0.6387 0.6515 0.0128 2.0% 0.6363
Range 0.0040 0.0191 0.0152 383.5% 0.0187
ATR 0.0062 0.0071 0.0009 15.0% 0.0000
Volume 65,783 138,374 72,591 110.3% 530,238
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7027 0.6962 0.6620
R3 0.6836 0.6771 0.6568
R2 0.6645 0.6645 0.6550
R1 0.6580 0.6580 0.6533 0.6613
PP 0.6454 0.6454 0.6454 0.6470
S1 0.6389 0.6389 0.6497 0.6422
S2 0.6263 0.6263 0.6480
S3 0.6072 0.6198 0.6462
S4 0.5881 0.6007 0.6410
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 0.6519 0.6328 0.0191 2.9% 0.0075 1.2% 98% True True 96,346
10 0.6533 0.6328 0.0205 3.1% 0.0076 1.2% 91% False True 117,200
20 0.6533 0.6281 0.0252 3.9% 0.0067 1.0% 93% False False 109,726
40 0.6533 0.6281 0.0252 3.9% 0.0067 1.0% 93% False False 113,369
60 0.6547 0.6281 0.0267 4.1% 0.0063 1.0% 88% False False 86,171
80 0.6851 0.6281 0.0571 8.8% 0.0064 1.0% 41% False False 64,714
100 0.6928 0.6281 0.0647 9.9% 0.0063 1.0% 36% False False 51,804
120 0.6928 0.6281 0.0647 9.9% 0.0060 0.9% 36% False False 43,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 211 trading days
Fibonacci Retracements and Extensions
4.250 0.7331
2.618 0.7019
1.618 0.6828
1.000 0.6710
0.618 0.6637
HIGH 0.6519
0.618 0.6446
0.500 0.6424
0.382 0.6401
LOW 0.6328
0.618 0.6210
1.000 0.6137
1.618 0.6019
2.618 0.5828
4.250 0.5516
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 0.6485 0.6485
PP 0.6454 0.6454
S1 0.6424 0.6424

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.