CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6518 |
0.6459 |
-0.0059 |
-0.9% |
0.6367 |
| High |
0.6528 |
0.6472 |
-0.0056 |
-0.9% |
0.6545 |
| Low |
0.6430 |
0.6425 |
-0.0006 |
-0.1% |
0.6344 |
| Close |
0.6457 |
0.6425 |
-0.0033 |
-0.5% |
0.6544 |
| Range |
0.0098 |
0.0048 |
-0.0051 |
-51.5% |
0.0201 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
242 |
215 |
-27 |
-11.2% |
594 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6583 |
0.6551 |
0.6451 |
|
| R3 |
0.6535 |
0.6504 |
0.6438 |
|
| R2 |
0.6488 |
0.6488 |
0.6433 |
|
| R1 |
0.6456 |
0.6456 |
0.6429 |
0.6448 |
| PP |
0.6440 |
0.6440 |
0.6440 |
0.6436 |
| S1 |
0.6409 |
0.6409 |
0.6420 |
0.6401 |
| S2 |
0.6393 |
0.6393 |
0.6416 |
|
| S3 |
0.6345 |
0.6361 |
0.6411 |
|
| S4 |
0.6298 |
0.6314 |
0.6398 |
|
|
| 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 |
0.6425 |
0.0124 |
1.9% |
0.0066 |
1.0% |
0% |
False |
True |
177 |
| 10 |
0.6549 |
0.6300 |
0.0249 |
3.9% |
0.0061 |
0.9% |
50% |
False |
False |
126 |
| 20 |
0.6549 |
0.6300 |
0.0249 |
3.9% |
0.0057 |
0.9% |
50% |
False |
False |
112 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0053 |
0.8% |
50% |
False |
False |
71 |
| 60 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0042 |
0.6% |
50% |
False |
False |
49 |
| 80 |
0.6830 |
0.6300 |
0.0530 |
8.2% |
0.0035 |
0.6% |
24% |
False |
False |
37 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0031 |
0.5% |
20% |
False |
False |
29 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0027 |
0.4% |
20% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6674 |
|
2.618 |
0.6596 |
|
1.618 |
0.6549 |
|
1.000 |
0.6520 |
|
0.618 |
0.6501 |
|
HIGH |
0.6472 |
|
0.618 |
0.6454 |
|
0.500 |
0.6448 |
|
0.382 |
0.6443 |
|
LOW |
0.6425 |
|
0.618 |
0.6395 |
|
1.000 |
0.6377 |
|
1.618 |
0.6348 |
|
2.618 |
0.6300 |
|
4.250 |
0.6223 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6448 |
0.6487 |
| PP |
0.6440 |
0.6466 |
| S1 |
0.6432 |
0.6445 |
|