CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6427 |
0.6460 |
0.0033 |
0.5% |
0.6367 |
| High |
0.6481 |
0.6545 |
0.0064 |
1.0% |
0.6545 |
| Low |
0.6427 |
0.6448 |
0.0021 |
0.3% |
0.6344 |
| Close |
0.6458 |
0.6544 |
0.0086 |
1.3% |
0.6544 |
| Range |
0.0054 |
0.0097 |
0.0043 |
78.7% |
0.0201 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.3% |
0.0000 |
| Volume |
190 |
146 |
-44 |
-23.2% |
594 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6802 |
0.6769 |
0.6597 |
|
| R3 |
0.6705 |
0.6673 |
0.6570 |
|
| R2 |
0.6609 |
0.6609 |
0.6561 |
|
| R1 |
0.6576 |
0.6576 |
0.6552 |
0.6592 |
| PP |
0.6512 |
0.6512 |
0.6512 |
0.6520 |
| S1 |
0.6480 |
0.6480 |
0.6535 |
0.6496 |
| S2 |
0.6416 |
0.6416 |
0.6526 |
|
| S3 |
0.6319 |
0.6383 |
0.6517 |
|
| S4 |
0.6223 |
0.6287 |
0.6490 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7012 |
0.6654 |
|
| R3 |
0.6878 |
0.6811 |
0.6599 |
|
| R2 |
0.6678 |
0.6678 |
0.6580 |
|
| R1 |
0.6611 |
0.6611 |
0.6562 |
0.6644 |
| PP |
0.6477 |
0.6477 |
0.6477 |
0.6494 |
| S1 |
0.6410 |
0.6410 |
0.6525 |
0.6444 |
| S2 |
0.6277 |
0.6277 |
0.6507 |
|
| S3 |
0.6076 |
0.6210 |
0.6488 |
|
| S4 |
0.5876 |
0.6009 |
0.6433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6545 |
0.6344 |
0.0201 |
3.1% |
0.0065 |
1.0% |
100% |
True |
False |
118 |
| 10 |
0.6545 |
0.6300 |
0.0245 |
3.7% |
0.0060 |
0.9% |
100% |
True |
False |
110 |
| 20 |
0.6545 |
0.6300 |
0.0245 |
3.7% |
0.0056 |
0.9% |
100% |
True |
False |
91 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.8% |
0.0051 |
0.8% |
97% |
False |
False |
57 |
| 60 |
0.6576 |
0.6300 |
0.0276 |
4.2% |
0.0040 |
0.6% |
88% |
False |
False |
40 |
| 80 |
0.6887 |
0.6300 |
0.0587 |
9.0% |
0.0033 |
0.5% |
41% |
False |
False |
30 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0029 |
0.4% |
38% |
False |
False |
24 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0026 |
0.4% |
38% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6955 |
|
2.618 |
0.6797 |
|
1.618 |
0.6701 |
|
1.000 |
0.6641 |
|
0.618 |
0.6604 |
|
HIGH |
0.6545 |
|
0.618 |
0.6508 |
|
0.500 |
0.6496 |
|
0.382 |
0.6485 |
|
LOW |
0.6448 |
|
0.618 |
0.6388 |
|
1.000 |
0.6352 |
|
1.618 |
0.6292 |
|
2.618 |
0.6195 |
|
4.250 |
0.6038 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6528 |
0.6512 |
| PP |
0.6512 |
0.6480 |
| S1 |
0.6496 |
0.6448 |
|