CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 0.6546 0.6587 0.0041 0.6% 0.6520
High 0.6596 0.6619 0.0023 0.3% 0.6596
Low 0.6545 0.6571 0.0027 0.4% 0.6507
Close 0.6594 0.6613 0.0019 0.3% 0.6594
Range 0.0052 0.0048 -0.0004 -7.8% 0.0090
ATR 0.0065 0.0064 -0.0001 -1.9% 0.0000
Volume 91,533 81,588 -9,945 -10.9% 383,251
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6743 0.6725 0.6639
R3 0.6696 0.6678 0.6626
R2 0.6648 0.6648 0.6621
R1 0.6630 0.6630 0.6617 0.6639
PP 0.6601 0.6601 0.6601 0.6605
S1 0.6583 0.6583 0.6608 0.6592
S2 0.6553 0.6553 0.6604
S3 0.6506 0.6535 0.6599
S4 0.6458 0.6488 0.6586
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 0.6619 0.6507 0.0112 1.7% 0.0051 0.8% 95% True False 92,967
10 0.6619 0.6328 0.0291 4.4% 0.0067 1.0% 98% True False 105,634
20 0.6619 0.6325 0.0294 4.4% 0.0066 1.0% 98% True False 111,288
40 0.6619 0.6281 0.0338 5.1% 0.0064 1.0% 98% True False 109,991
60 0.6619 0.6281 0.0338 5.1% 0.0063 0.9% 98% True False 100,302
80 0.6642 0.6281 0.0362 5.5% 0.0061 0.9% 92% False False 75,336
100 0.6928 0.6281 0.0647 9.8% 0.0063 1.0% 51% False False 60,313
120 0.6928 0.6281 0.0647 9.8% 0.0062 0.9% 51% False False 50,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6820
2.618 0.6743
1.618 0.6695
1.000 0.6666
0.618 0.6648
HIGH 0.6619
0.618 0.6600
0.500 0.6595
0.382 0.6589
LOW 0.6571
0.618 0.6542
1.000 0.6524
1.618 0.6494
2.618 0.6447
4.250 0.6369
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 0.6607 0.6599
PP 0.6601 0.6586
S1 0.6595 0.6572

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

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