CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 0.6652 0.6621 -0.0031 -0.5% 0.6520
High 0.6681 0.6654 -0.0027 -0.4% 0.6596
Low 0.6610 0.6574 -0.0036 -0.5% 0.6507
Close 0.6627 0.6612 -0.0015 -0.2% 0.6594
Range 0.0071 0.0080 0.0010 13.5% 0.0090
ATR 0.0064 0.0066 0.0001 1.7% 0.0000
Volume 122,309 146,175 23,866 19.5% 383,251
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6853 0.6813 0.6656
R3 0.6773 0.6733 0.6634
R2 0.6693 0.6693 0.6627
R1 0.6653 0.6653 0.6619 0.6633
PP 0.6613 0.6613 0.6613 0.6604
S1 0.6573 0.6573 0.6605 0.6553
S2 0.6533 0.6533 0.6597
S3 0.6453 0.6493 0.6590
S4 0.6373 0.6413 0.6568
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 0.6545 0.0136 2.1% 0.0064 1.0% 50% False False 109,156
10 0.6681 0.6458 0.0223 3.4% 0.0060 0.9% 69% False False 105,043
20 0.6681 0.6328 0.0353 5.3% 0.0067 1.0% 81% False False 112,632
40 0.6681 0.6281 0.0400 6.0% 0.0064 1.0% 83% False False 108,923
60 0.6681 0.6281 0.0400 6.0% 0.0062 0.9% 83% False False 106,069
80 0.6681 0.6281 0.0400 6.0% 0.0062 0.9% 83% False False 79,976
100 0.6928 0.6281 0.0647 9.8% 0.0064 1.0% 51% False False 64,035
120 0.6928 0.6281 0.0647 9.8% 0.0062 0.9% 51% False False 53,381
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 0.0016
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.6994
2.618 0.6863
1.618 0.6783
1.000 0.6734
0.618 0.6703
HIGH 0.6654
0.618 0.6623
0.500 0.6614
0.382 0.6605
LOW 0.6574
0.618 0.6525
1.000 0.6494
1.618 0.6445
2.618 0.6365
4.250 0.6234
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 0.6614 0.6627
PP 0.6613 0.6622
S1 0.6613 0.6617

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

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