CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 0.6587 0.6609 0.0022 0.3% 0.6520
High 0.6619 0.6670 0.0052 0.8% 0.6596
Low 0.6571 0.6601 0.0030 0.4% 0.6507
Close 0.6613 0.6657 0.0044 0.7% 0.6594
Range 0.0048 0.0070 0.0022 46.3% 0.0090
ATR 0.0064 0.0064 0.0000 0.7% 0.0000
Volume 81,588 104,179 22,591 27.7% 383,251
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6851 0.6823 0.6695
R3 0.6781 0.6754 0.6676
R2 0.6712 0.6712 0.6669
R1 0.6684 0.6684 0.6663 0.6698
PP 0.6642 0.6642 0.6642 0.6649
S1 0.6615 0.6615 0.6650 0.6629
S2 0.6573 0.6573 0.6644
S3 0.6503 0.6545 0.6637
S4 0.6434 0.6476 0.6618
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 0.6670 0.6526 0.0144 2.2% 0.0053 0.8% 91% True False 94,538
10 0.6670 0.6328 0.0342 5.1% 0.0070 1.1% 96% True False 109,474
20 0.6670 0.6325 0.0346 5.2% 0.0067 1.0% 96% True False 112,282
40 0.6670 0.6281 0.0390 5.9% 0.0064 1.0% 97% True False 109,541
60 0.6670 0.6281 0.0390 5.9% 0.0063 0.9% 97% True False 102,005
80 0.6670 0.6281 0.0390 5.9% 0.0062 0.9% 97% True False 76,634
100 0.6928 0.6281 0.0647 9.7% 0.0063 0.9% 58% False False 61,353
120 0.6928 0.6281 0.0647 9.7% 0.0062 0.9% 58% False False 51,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6965
2.618 0.6852
1.618 0.6782
1.000 0.6740
0.618 0.6713
HIGH 0.6670
0.618 0.6643
0.500 0.6635
0.382 0.6627
LOW 0.6601
0.618 0.6558
1.000 0.6531
1.618 0.6488
2.618 0.6419
4.250 0.6305
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 0.6649 0.6640
PP 0.6642 0.6624
S1 0.6635 0.6607

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

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