CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6514 |
0.6477 |
-0.0038 |
-0.6% |
0.6366 |
High |
0.6523 |
0.6523 |
0.0000 |
0.0% |
0.6556 |
Low |
0.6466 |
0.6458 |
-0.0008 |
-0.1% |
0.6328 |
Close |
0.6477 |
0.6516 |
0.0039 |
0.6% |
0.6516 |
Range |
0.0057 |
0.0065 |
0.0008 |
14.2% |
0.0228 |
ATR |
0.0070 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
Volume |
129,665 |
83,265 |
-46,400 |
-35.8% |
591,505 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6692 |
0.6668 |
0.6551 |
|
R3 |
0.6628 |
0.6604 |
0.6533 |
|
R2 |
0.6563 |
0.6563 |
0.6527 |
|
R1 |
0.6539 |
0.6539 |
0.6521 |
0.6551 |
PP |
0.6499 |
0.6499 |
0.6499 |
0.6505 |
S1 |
0.6475 |
0.6475 |
0.6510 |
0.6487 |
S2 |
0.6434 |
0.6434 |
0.6504 |
|
S3 |
0.6370 |
0.6410 |
0.6498 |
|
S4 |
0.6305 |
0.6346 |
0.6480 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7151 |
0.7061 |
0.6641 |
|
R3 |
0.6923 |
0.6833 |
0.6578 |
|
R2 |
0.6695 |
0.6695 |
0.6557 |
|
R1 |
0.6605 |
0.6605 |
0.6536 |
0.6650 |
PP |
0.6467 |
0.6467 |
0.6467 |
0.6489 |
S1 |
0.6377 |
0.6377 |
0.6495 |
0.6422 |
S2 |
0.6239 |
0.6239 |
0.6474 |
|
S3 |
0.6011 |
0.6149 |
0.6453 |
|
S4 |
0.5783 |
0.5921 |
0.6390 |
|
|
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% |
0.0084 |
1.3% |
82% |
False |
False |
118,301 |
10 |
0.6556 |
0.6328 |
0.0228 |
3.5% |
0.0071 |
1.1% |
82% |
False |
False |
112,174 |
20 |
0.6556 |
0.6281 |
0.0276 |
4.2% |
0.0068 |
1.1% |
85% |
False |
False |
115,650 |
40 |
0.6556 |
0.6281 |
0.0276 |
4.2% |
0.0066 |
1.0% |
85% |
False |
False |
114,144 |
60 |
0.6556 |
0.6281 |
0.0276 |
4.2% |
0.0063 |
1.0% |
85% |
False |
False |
92,611 |
80 |
0.6769 |
0.6281 |
0.0489 |
7.5% |
0.0064 |
1.0% |
48% |
False |
False |
69,549 |
100 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0064 |
1.0% |
36% |
False |
False |
55,672 |
120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0061 |
0.9% |
36% |
False |
False |
46,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6797 |
2.618 |
0.6691 |
1.618 |
0.6627 |
1.000 |
0.6587 |
0.618 |
0.6562 |
HIGH |
0.6523 |
0.618 |
0.6498 |
0.500 |
0.6490 |
0.382 |
0.6483 |
LOW |
0.6458 |
0.618 |
0.6418 |
1.000 |
0.6394 |
1.618 |
0.6354 |
2.618 |
0.6289 |
4.250 |
0.6184 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6507 |
0.6513 |
PP |
0.6499 |
0.6510 |
S1 |
0.6490 |
0.6507 |
|