CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6560 |
0.6546 |
-0.0014 |
-0.2% |
0.6520 |
| High |
0.6575 |
0.6596 |
0.0021 |
0.3% |
0.6596 |
| Low |
0.6526 |
0.6545 |
0.0019 |
0.3% |
0.6507 |
| Close |
0.6546 |
0.6594 |
0.0049 |
0.7% |
0.6594 |
| Range |
0.0049 |
0.0052 |
0.0003 |
5.1% |
0.0090 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
97,982 |
91,533 |
-6,449 |
-6.6% |
383,251 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6733 |
0.6715 |
0.6622 |
|
| R3 |
0.6681 |
0.6663 |
0.6608 |
|
| R2 |
0.6630 |
0.6630 |
0.6603 |
|
| R1 |
0.6612 |
0.6612 |
0.6599 |
0.6621 |
| PP |
0.6578 |
0.6578 |
0.6578 |
0.6583 |
| S1 |
0.6560 |
0.6560 |
0.6589 |
0.6569 |
| S2 |
0.6527 |
0.6527 |
0.6585 |
|
| S3 |
0.6475 |
0.6509 |
0.6580 |
|
| S4 |
0.6424 |
0.6457 |
0.6566 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6834 |
0.6804 |
0.6643 |
|
| R3 |
0.6745 |
0.6714 |
0.6619 |
|
| R2 |
0.6655 |
0.6655 |
0.6610 |
|
| R1 |
0.6625 |
0.6625 |
0.6602 |
0.6640 |
| PP |
0.6566 |
0.6566 |
0.6566 |
0.6573 |
| S1 |
0.6535 |
0.6535 |
0.6586 |
0.6550 |
| S2 |
0.6476 |
0.6476 |
0.6578 |
|
| S3 |
0.6387 |
0.6446 |
0.6569 |
|
| S4 |
0.6297 |
0.6356 |
0.6545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6596 |
0.6458 |
0.0138 |
2.1% |
0.0055 |
0.8% |
99% |
True |
False |
93,303 |
| 10 |
0.6596 |
0.6328 |
0.0268 |
4.1% |
0.0066 |
1.0% |
99% |
True |
False |
107,418 |
| 20 |
0.6596 |
0.6325 |
0.0272 |
4.1% |
0.0066 |
1.0% |
99% |
True |
False |
112,001 |
| 40 |
0.6596 |
0.6281 |
0.0316 |
4.8% |
0.0065 |
1.0% |
99% |
True |
False |
112,140 |
| 60 |
0.6596 |
0.6281 |
0.0316 |
4.8% |
0.0063 |
1.0% |
99% |
True |
False |
98,953 |
| 80 |
0.6642 |
0.6281 |
0.0362 |
5.5% |
0.0061 |
0.9% |
87% |
False |
False |
74,323 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0064 |
1.0% |
48% |
False |
False |
59,498 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0062 |
0.9% |
48% |
False |
False |
49,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6815 |
|
2.618 |
0.6731 |
|
1.618 |
0.6679 |
|
1.000 |
0.6648 |
|
0.618 |
0.6628 |
|
HIGH |
0.6596 |
|
0.618 |
0.6576 |
|
0.500 |
0.6570 |
|
0.382 |
0.6564 |
|
LOW |
0.6545 |
|
0.618 |
0.6513 |
|
1.000 |
0.6493 |
|
1.618 |
0.6461 |
|
2.618 |
0.6410 |
|
4.250 |
0.6326 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6586 |
0.6583 |
| PP |
0.6578 |
0.6572 |
| S1 |
0.6570 |
0.6561 |
|