CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 0.6609 0.6652 0.0043 0.7% 0.6520
High 0.6670 0.6681 0.0011 0.2% 0.6596
Low 0.6601 0.6610 0.0010 0.1% 0.6507
Close 0.6657 0.6627 -0.0030 -0.4% 0.6594
Range 0.0070 0.0071 0.0001 1.4% 0.0090
ATR 0.0064 0.0064 0.0000 0.7% 0.0000
Volume 104,179 122,309 18,130 17.4% 383,251
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6851 0.6809 0.6666
R3 0.6780 0.6739 0.6646
R2 0.6710 0.6710 0.6640
R1 0.6668 0.6668 0.6633 0.6654
PP 0.6639 0.6639 0.6639 0.6632
S1 0.6598 0.6598 0.6621 0.6583
S2 0.6569 0.6569 0.6614
S3 0.6498 0.6527 0.6608
S4 0.6428 0.6457 0.6588
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 0.6681 0.6526 0.0155 2.3% 0.0058 0.9% 65% True False 99,518
10 0.6681 0.6458 0.0223 3.4% 0.0058 0.9% 76% True False 107,867
20 0.6681 0.6328 0.0353 5.3% 0.0067 1.0% 85% True False 112,533
40 0.6681 0.6281 0.0400 6.0% 0.0064 1.0% 87% True False 108,657
60 0.6681 0.6281 0.0400 6.0% 0.0062 0.9% 87% True False 103,766
80 0.6681 0.6281 0.0400 6.0% 0.0062 0.9% 87% True False 78,157
100 0.6928 0.6281 0.0647 9.8% 0.0063 1.0% 54% False False 62,575
120 0.6928 0.6281 0.0647 9.8% 0.0062 0.9% 54% False False 52,163
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 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6980
2.618 0.6865
1.618 0.6795
1.000 0.6751
0.618 0.6724
HIGH 0.6681
0.618 0.6654
0.500 0.6645
0.382 0.6637
LOW 0.6610
0.618 0.6566
1.000 0.6540
1.618 0.6496
2.618 0.6425
4.250 0.6310
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 0.6645 0.6627
PP 0.6639 0.6626
S1 0.6633 0.6626

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

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