CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6520 |
0.6564 |
0.0044 |
0.7% |
0.6366 |
| High |
0.6570 |
0.6595 |
0.0025 |
0.4% |
0.6556 |
| Low |
0.6507 |
0.6549 |
0.0043 |
0.7% |
0.6328 |
| Close |
0.6568 |
0.6563 |
-0.0005 |
-0.1% |
0.6516 |
| Range |
0.0064 |
0.0046 |
-0.0018 |
-28.3% |
0.0228 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
96,327 |
97,409 |
1,082 |
1.1% |
591,505 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6705 |
0.6679 |
0.6588 |
|
| R3 |
0.6660 |
0.6634 |
0.6575 |
|
| R2 |
0.6614 |
0.6614 |
0.6571 |
|
| R1 |
0.6588 |
0.6588 |
0.6567 |
0.6579 |
| PP |
0.6569 |
0.6569 |
0.6569 |
0.6564 |
| S1 |
0.6543 |
0.6543 |
0.6558 |
0.6533 |
| S2 |
0.6523 |
0.6523 |
0.6554 |
|
| S3 |
0.6478 |
0.6497 |
0.6550 |
|
| S4 |
0.6432 |
0.6452 |
0.6537 |
|
|
| 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 |
0.6595 |
0.6458 |
0.0137 |
2.1% |
0.0059 |
0.9% |
77% |
True |
False |
116,216 |
| 10 |
0.6595 |
0.6328 |
0.0267 |
4.1% |
0.0067 |
1.0% |
88% |
True |
False |
106,281 |
| 20 |
0.6595 |
0.6281 |
0.0314 |
4.8% |
0.0069 |
1.0% |
90% |
True |
False |
116,319 |
| 40 |
0.6595 |
0.6281 |
0.0314 |
4.8% |
0.0067 |
1.0% |
90% |
True |
False |
114,623 |
| 60 |
0.6595 |
0.6281 |
0.0314 |
4.8% |
0.0064 |
1.0% |
90% |
True |
False |
95,822 |
| 80 |
0.6753 |
0.6281 |
0.0472 |
7.2% |
0.0063 |
1.0% |
60% |
False |
False |
71,963 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0064 |
1.0% |
44% |
False |
False |
57,604 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0061 |
0.9% |
44% |
False |
False |
48,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6788 |
|
2.618 |
0.6714 |
|
1.618 |
0.6668 |
|
1.000 |
0.6640 |
|
0.618 |
0.6623 |
|
HIGH |
0.6595 |
|
0.618 |
0.6577 |
|
0.500 |
0.6572 |
|
0.382 |
0.6566 |
|
LOW |
0.6549 |
|
0.618 |
0.6521 |
|
1.000 |
0.6504 |
|
1.618 |
0.6475 |
|
2.618 |
0.6430 |
|
4.250 |
0.6356 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6572 |
0.6550 |
| PP |
0.6569 |
0.6538 |
| S1 |
0.6566 |
0.6526 |
|