CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6477 |
0.6520 |
0.0044 |
0.7% |
0.6366 |
| High |
0.6523 |
0.6570 |
0.0048 |
0.7% |
0.6556 |
| Low |
0.6458 |
0.6507 |
0.0049 |
0.8% |
0.6328 |
| Close |
0.6516 |
0.6568 |
0.0052 |
0.8% |
0.6516 |
| Range |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0228 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
83,265 |
96,327 |
13,062 |
15.7% |
591,505 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6739 |
0.6717 |
0.6602 |
|
| R3 |
0.6675 |
0.6653 |
0.6585 |
|
| R2 |
0.6612 |
0.6612 |
0.6579 |
|
| R1 |
0.6590 |
0.6590 |
0.6573 |
0.6601 |
| PP |
0.6548 |
0.6548 |
0.6548 |
0.6554 |
| S1 |
0.6526 |
0.6526 |
0.6562 |
0.6537 |
| S2 |
0.6485 |
0.6485 |
0.6556 |
|
| S3 |
0.6421 |
0.6463 |
0.6550 |
|
| S4 |
0.6358 |
0.6399 |
0.6533 |
|
|
| 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 |
0.6570 |
0.6328 |
0.0242 |
3.7% |
0.0088 |
1.3% |
99% |
True |
False |
124,409 |
| 10 |
0.6570 |
0.6328 |
0.0242 |
3.7% |
0.0074 |
1.1% |
99% |
True |
False |
110,360 |
| 20 |
0.6570 |
0.6281 |
0.0290 |
4.4% |
0.0069 |
1.0% |
99% |
True |
False |
115,976 |
| 40 |
0.6570 |
0.6281 |
0.0290 |
4.4% |
0.0067 |
1.0% |
99% |
True |
False |
114,535 |
| 60 |
0.6570 |
0.6281 |
0.0290 |
4.4% |
0.0063 |
1.0% |
99% |
True |
False |
94,210 |
| 80 |
0.6769 |
0.6281 |
0.0489 |
7.4% |
0.0063 |
1.0% |
59% |
False |
False |
70,748 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0064 |
1.0% |
44% |
False |
False |
56,631 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0061 |
0.9% |
44% |
False |
False |
47,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6840 |
|
2.618 |
0.6736 |
|
1.618 |
0.6673 |
|
1.000 |
0.6634 |
|
0.618 |
0.6609 |
|
HIGH |
0.6570 |
|
0.618 |
0.6546 |
|
0.500 |
0.6538 |
|
0.382 |
0.6531 |
|
LOW |
0.6507 |
|
0.618 |
0.6467 |
|
1.000 |
0.6443 |
|
1.618 |
0.6404 |
|
2.618 |
0.6340 |
|
4.250 |
0.6237 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6558 |
0.6550 |
| PP |
0.6548 |
0.6532 |
| S1 |
0.6538 |
0.6514 |
|