CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6383 |
0.6508 |
0.0126 |
2.0% |
0.6517 |
| High |
0.6519 |
0.6556 |
0.0037 |
0.6% |
0.6533 |
| Low |
0.6328 |
0.6490 |
0.0162 |
2.6% |
0.6346 |
| Close |
0.6515 |
0.6517 |
0.0002 |
0.0% |
0.6363 |
| Range |
0.0191 |
0.0066 |
-0.0125 |
-65.4% |
0.0187 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
138,374 |
174,418 |
36,044 |
26.0% |
530,238 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6719 |
0.6684 |
0.6553 |
|
| R3 |
0.6653 |
0.6618 |
0.6535 |
|
| R2 |
0.6587 |
0.6587 |
0.6529 |
|
| R1 |
0.6552 |
0.6552 |
0.6523 |
0.6569 |
| PP |
0.6521 |
0.6521 |
0.6521 |
0.6530 |
| S1 |
0.6486 |
0.6486 |
0.6510 |
0.6503 |
| S2 |
0.6455 |
0.6455 |
0.6504 |
|
| S3 |
0.6389 |
0.6420 |
0.6498 |
|
| S4 |
0.6323 |
0.6354 |
0.6480 |
|
|
| 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 |
0.6556 |
0.6328 |
0.0228 |
3.5% |
0.0078 |
1.2% |
83% |
True |
False |
114,079 |
| 10 |
0.6556 |
0.6328 |
0.0228 |
3.5% |
0.0075 |
1.1% |
83% |
True |
False |
120,220 |
| 20 |
0.6556 |
0.6281 |
0.0276 |
4.2% |
0.0067 |
1.0% |
86% |
True |
False |
114,016 |
| 40 |
0.6556 |
0.6281 |
0.0276 |
4.2% |
0.0067 |
1.0% |
86% |
True |
False |
114,725 |
| 60 |
0.6556 |
0.6281 |
0.0276 |
4.2% |
0.0064 |
1.0% |
86% |
True |
False |
89,072 |
| 80 |
0.6851 |
0.6281 |
0.0571 |
8.8% |
0.0064 |
1.0% |
41% |
False |
False |
66,892 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0064 |
1.0% |
36% |
False |
False |
53,547 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0060 |
0.9% |
36% |
False |
False |
44,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6837 |
|
2.618 |
0.6729 |
|
1.618 |
0.6663 |
|
1.000 |
0.6622 |
|
0.618 |
0.6597 |
|
HIGH |
0.6556 |
|
0.618 |
0.6531 |
|
0.500 |
0.6523 |
|
0.382 |
0.6515 |
|
LOW |
0.6490 |
|
0.618 |
0.6449 |
|
1.000 |
0.6424 |
|
1.618 |
0.6383 |
|
2.618 |
0.6317 |
|
4.250 |
0.6210 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6523 |
0.6492 |
| PP |
0.6521 |
0.6467 |
| S1 |
0.6519 |
0.6442 |
|