CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6362 |
0.6427 |
0.0065 |
1.0% |
0.6352 |
| High |
0.6425 |
0.6481 |
0.0056 |
0.9% |
0.6426 |
| Low |
0.6352 |
0.6427 |
0.0075 |
1.2% |
0.6300 |
| Close |
0.6406 |
0.6458 |
0.0052 |
0.8% |
0.6364 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-26.0% |
0.0126 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
2.9% |
0.0000 |
| Volume |
120 |
190 |
70 |
58.3% |
514 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6617 |
0.6591 |
0.6487 |
|
| R3 |
0.6563 |
0.6537 |
0.6472 |
|
| R2 |
0.6509 |
0.6509 |
0.6467 |
|
| R1 |
0.6483 |
0.6483 |
0.6462 |
0.6496 |
| PP |
0.6455 |
0.6455 |
0.6455 |
0.6462 |
| S1 |
0.6429 |
0.6429 |
0.6453 |
0.6442 |
| S2 |
0.6401 |
0.6401 |
0.6448 |
|
| S3 |
0.6347 |
0.6375 |
0.6443 |
|
| S4 |
0.6293 |
0.6321 |
0.6428 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6740 |
0.6677 |
0.6433 |
|
| R3 |
0.6614 |
0.6552 |
0.6399 |
|
| R2 |
0.6489 |
0.6489 |
0.6387 |
|
| R1 |
0.6426 |
0.6426 |
0.6376 |
0.6458 |
| PP |
0.6363 |
0.6363 |
0.6363 |
0.6379 |
| S1 |
0.6301 |
0.6301 |
0.6352 |
0.6332 |
| S2 |
0.6238 |
0.6238 |
0.6341 |
|
| S3 |
0.6112 |
0.6175 |
0.6329 |
|
| S4 |
0.5987 |
0.6050 |
0.6295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6481 |
0.6344 |
0.0137 |
2.1% |
0.0054 |
0.8% |
83% |
True |
False |
98 |
| 10 |
0.6481 |
0.6300 |
0.0181 |
2.8% |
0.0053 |
0.8% |
87% |
True |
False |
103 |
| 20 |
0.6481 |
0.6300 |
0.0181 |
2.8% |
0.0055 |
0.9% |
87% |
True |
False |
88 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0049 |
0.8% |
63% |
False |
False |
54 |
| 60 |
0.6584 |
0.6300 |
0.0284 |
4.4% |
0.0038 |
0.6% |
56% |
False |
False |
37 |
| 80 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0032 |
0.5% |
25% |
False |
False |
28 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0028 |
0.4% |
25% |
False |
False |
22 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0025 |
0.4% |
25% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6711 |
|
2.618 |
0.6622 |
|
1.618 |
0.6568 |
|
1.000 |
0.6535 |
|
0.618 |
0.6514 |
|
HIGH |
0.6481 |
|
0.618 |
0.6460 |
|
0.500 |
0.6454 |
|
0.382 |
0.6448 |
|
LOW |
0.6427 |
|
0.618 |
0.6394 |
|
1.000 |
0.6373 |
|
1.618 |
0.6340 |
|
2.618 |
0.6286 |
|
4.250 |
0.6198 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6456 |
0.6443 |
| PP |
0.6455 |
0.6428 |
| S1 |
0.6454 |
0.6413 |
|