CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6460 |
0.6541 |
0.0081 |
1.2% |
0.6367 |
| High |
0.6545 |
0.6549 |
0.0004 |
0.1% |
0.6545 |
| Low |
0.6448 |
0.6513 |
0.0065 |
1.0% |
0.6344 |
| Close |
0.6544 |
0.6518 |
-0.0026 |
-0.4% |
0.6544 |
| Range |
0.0097 |
0.0036 |
-0.0061 |
-62.7% |
0.0201 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
146 |
95 |
-51 |
-34.9% |
594 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6634 |
0.6612 |
0.6537 |
|
| R3 |
0.6598 |
0.6576 |
0.6527 |
|
| R2 |
0.6562 |
0.6562 |
0.6524 |
|
| R1 |
0.6540 |
0.6540 |
0.6521 |
0.6533 |
| PP |
0.6526 |
0.6526 |
0.6526 |
0.6523 |
| S1 |
0.6504 |
0.6504 |
0.6514 |
0.6497 |
| S2 |
0.6490 |
0.6490 |
0.6511 |
|
| S3 |
0.6454 |
0.6468 |
0.6508 |
|
| S4 |
0.6418 |
0.6432 |
0.6498 |
|
|
| 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 |
0.6549 |
0.6344 |
0.0205 |
3.1% |
0.0063 |
1.0% |
85% |
True |
False |
126 |
| 10 |
0.6549 |
0.6300 |
0.0249 |
3.8% |
0.0059 |
0.9% |
88% |
True |
False |
109 |
| 20 |
0.6549 |
0.6300 |
0.0249 |
3.8% |
0.0054 |
0.8% |
88% |
True |
False |
94 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.8% |
0.0050 |
0.8% |
87% |
False |
False |
60 |
| 60 |
0.6550 |
0.6300 |
0.0250 |
3.8% |
0.0040 |
0.6% |
87% |
False |
False |
41 |
| 80 |
0.6870 |
0.6300 |
0.0570 |
8.7% |
0.0034 |
0.5% |
38% |
False |
False |
31 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0029 |
0.5% |
34% |
False |
False |
25 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0026 |
0.4% |
34% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6702 |
|
2.618 |
0.6643 |
|
1.618 |
0.6607 |
|
1.000 |
0.6585 |
|
0.618 |
0.6571 |
|
HIGH |
0.6549 |
|
0.618 |
0.6535 |
|
0.500 |
0.6531 |
|
0.382 |
0.6526 |
|
LOW |
0.6513 |
|
0.618 |
0.6490 |
|
1.000 |
0.6477 |
|
1.618 |
0.6454 |
|
2.618 |
0.6418 |
|
4.250 |
0.6360 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6531 |
0.6508 |
| PP |
0.6526 |
0.6498 |
| S1 |
0.6522 |
0.6488 |
|