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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
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

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

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