CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 0.6564 0.6560 -0.0004 -0.1% 0.6366
High 0.6595 0.6575 -0.0020 -0.3% 0.6556
Low 0.6549 0.6526 -0.0023 -0.4% 0.6328
Close 0.6563 0.6546 -0.0017 -0.3% 0.6516
Range 0.0046 0.0049 0.0004 7.7% 0.0228
ATR 0.0067 0.0066 -0.0001 -1.9% 0.0000
Volume 97,409 97,982 573 0.6% 591,505
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6696 0.6670 0.6572
R3 0.6647 0.6621 0.6559
R2 0.6598 0.6598 0.6554
R1 0.6572 0.6572 0.6550 0.6560
PP 0.6549 0.6549 0.6549 0.6543
S1 0.6523 0.6523 0.6541 0.6511
S2 0.6500 0.6500 0.6537
S3 0.6451 0.6474 0.6532
S4 0.6402 0.6425 0.6519
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% 0.0056 0.9% 64% False False 100,929
10 0.6595 0.6328 0.0267 4.1% 0.0067 1.0% 82% False False 107,504
20 0.6595 0.6281 0.0314 4.8% 0.0066 1.0% 84% False False 115,273
40 0.6595 0.6281 0.0314 4.8% 0.0066 1.0% 84% False False 113,602
60 0.6595 0.6281 0.0314 4.8% 0.0063 1.0% 84% False False 97,440
80 0.6651 0.6281 0.0371 5.7% 0.0062 0.9% 72% False False 73,185
100 0.6928 0.6281 0.0647 9.9% 0.0064 1.0% 41% False False 58,583
120 0.6928 0.6281 0.0647 9.9% 0.0062 0.9% 41% False False 48,834
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6783
2.618 0.6703
1.618 0.6654
1.000 0.6624
0.618 0.6605
HIGH 0.6575
0.618 0.6556
0.500 0.6551
0.382 0.6545
LOW 0.6526
0.618 0.6496
1.000 0.6477
1.618 0.6447
2.618 0.6398
4.250 0.6318
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 0.6551 0.6551
PP 0.6549 0.6549
S1 0.6547 0.6547

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

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