CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6508 |
0.6514 |
0.0006 |
0.1% |
0.6517 |
| High |
0.6556 |
0.6523 |
-0.0034 |
-0.5% |
0.6533 |
| Low |
0.6490 |
0.6466 |
-0.0024 |
-0.4% |
0.6346 |
| Close |
0.6517 |
0.6477 |
-0.0040 |
-0.6% |
0.6363 |
| Range |
0.0066 |
0.0057 |
-0.0010 |
-14.4% |
0.0187 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
174,418 |
129,665 |
-44,753 |
-25.7% |
530,238 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6658 |
0.6624 |
0.6508 |
|
| R3 |
0.6602 |
0.6568 |
0.6493 |
|
| R2 |
0.6545 |
0.6545 |
0.6487 |
|
| R1 |
0.6511 |
0.6511 |
0.6482 |
0.6500 |
| PP |
0.6489 |
0.6489 |
0.6489 |
0.6483 |
| S1 |
0.6455 |
0.6455 |
0.6472 |
0.6443 |
| S2 |
0.6432 |
0.6432 |
0.6467 |
|
| S3 |
0.6376 |
0.6398 |
0.6461 |
|
| S4 |
0.6319 |
0.6342 |
0.6446 |
|
|
| 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% |
0.0076 |
1.2% |
65% |
False |
False |
121,532 |
| 10 |
0.6556 |
0.6328 |
0.0228 |
3.5% |
0.0074 |
1.1% |
65% |
False |
False |
118,118 |
| 20 |
0.6556 |
0.6281 |
0.0276 |
4.3% |
0.0067 |
1.0% |
71% |
False |
False |
114,917 |
| 40 |
0.6556 |
0.6281 |
0.0276 |
4.3% |
0.0066 |
1.0% |
71% |
False |
False |
114,724 |
| 60 |
0.6556 |
0.6281 |
0.0276 |
4.3% |
0.0063 |
1.0% |
71% |
False |
False |
91,229 |
| 80 |
0.6851 |
0.6281 |
0.0571 |
8.8% |
0.0064 |
1.0% |
34% |
False |
False |
68,510 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0064 |
1.0% |
30% |
False |
False |
54,843 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.0% |
0.0061 |
0.9% |
30% |
False |
False |
45,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6763 |
|
2.618 |
0.6670 |
|
1.618 |
0.6614 |
|
1.000 |
0.6579 |
|
0.618 |
0.6557 |
|
HIGH |
0.6523 |
|
0.618 |
0.6501 |
|
0.500 |
0.6494 |
|
0.382 |
0.6488 |
|
LOW |
0.6466 |
|
0.618 |
0.6431 |
|
1.000 |
0.6410 |
|
1.618 |
0.6375 |
|
2.618 |
0.6318 |
|
4.250 |
0.6226 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6494 |
0.6465 |
| PP |
0.6489 |
0.6454 |
| S1 |
0.6483 |
0.6442 |
|