CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6459 |
0.6431 |
-0.0028 |
-0.4% |
0.6367 |
| High |
0.6472 |
0.6450 |
-0.0022 |
-0.3% |
0.6545 |
| Low |
0.6425 |
0.6388 |
-0.0037 |
-0.6% |
0.6344 |
| Close |
0.6425 |
0.6393 |
-0.0032 |
-0.5% |
0.6544 |
| Range |
0.0048 |
0.0062 |
0.0015 |
30.5% |
0.0201 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
| Volume |
215 |
139 |
-76 |
-35.3% |
594 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6596 |
0.6557 |
0.6427 |
|
| R3 |
0.6534 |
0.6495 |
0.6410 |
|
| R2 |
0.6472 |
0.6472 |
0.6404 |
|
| R1 |
0.6433 |
0.6433 |
0.6399 |
0.6422 |
| PP |
0.6410 |
0.6410 |
0.6410 |
0.6405 |
| S1 |
0.6371 |
0.6371 |
0.6387 |
0.6360 |
| S2 |
0.6348 |
0.6348 |
0.6382 |
|
| S3 |
0.6286 |
0.6309 |
0.6376 |
|
| S4 |
0.6224 |
0.6247 |
0.6359 |
|
|
| 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 |
0.6388 |
0.0161 |
2.5% |
0.0068 |
1.1% |
3% |
False |
True |
167 |
| 10 |
0.6549 |
0.6344 |
0.0205 |
3.2% |
0.0061 |
1.0% |
24% |
False |
False |
133 |
| 20 |
0.6549 |
0.6300 |
0.0249 |
3.9% |
0.0055 |
0.9% |
37% |
False |
False |
111 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0054 |
0.8% |
37% |
False |
False |
74 |
| 60 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0043 |
0.7% |
37% |
False |
False |
51 |
| 80 |
0.6830 |
0.6300 |
0.0530 |
8.3% |
0.0036 |
0.6% |
18% |
False |
False |
38 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0031 |
0.5% |
15% |
False |
False |
31 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0028 |
0.4% |
15% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6714 |
|
2.618 |
0.6612 |
|
1.618 |
0.6550 |
|
1.000 |
0.6512 |
|
0.618 |
0.6488 |
|
HIGH |
0.6450 |
|
0.618 |
0.6426 |
|
0.500 |
0.6419 |
|
0.382 |
0.6412 |
|
LOW |
0.6388 |
|
0.618 |
0.6350 |
|
1.000 |
0.6326 |
|
1.618 |
0.6288 |
|
2.618 |
0.6226 |
|
4.250 |
0.6125 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6419 |
0.6458 |
| PP |
0.6410 |
0.6436 |
| S1 |
0.6402 |
0.6415 |
|