CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6431 |
0.6387 |
-0.0044 |
-0.7% |
0.6541 |
| High |
0.6450 |
0.6390 |
-0.0060 |
-0.9% |
0.6549 |
| Low |
0.6388 |
0.6363 |
-0.0025 |
-0.4% |
0.6363 |
| Close |
0.6393 |
0.6380 |
-0.0014 |
-0.2% |
0.6380 |
| Range |
0.0062 |
0.0027 |
-0.0035 |
-56.5% |
0.0186 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
139 |
210 |
71 |
51.1% |
901 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6459 |
0.6446 |
0.6394 |
|
| R3 |
0.6432 |
0.6419 |
0.6387 |
|
| R2 |
0.6405 |
0.6405 |
0.6384 |
|
| R1 |
0.6392 |
0.6392 |
0.6382 |
0.6385 |
| PP |
0.6378 |
0.6378 |
0.6378 |
0.6374 |
| S1 |
0.6365 |
0.6365 |
0.6377 |
0.6358 |
| S2 |
0.6351 |
0.6351 |
0.6375 |
|
| S3 |
0.6324 |
0.6338 |
0.6372 |
|
| S4 |
0.6297 |
0.6311 |
0.6365 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6987 |
0.6869 |
0.6482 |
|
| R3 |
0.6801 |
0.6683 |
0.6431 |
|
| R2 |
0.6616 |
0.6616 |
0.6414 |
|
| R1 |
0.6498 |
0.6498 |
0.6397 |
0.6464 |
| PP |
0.6430 |
0.6430 |
0.6430 |
0.6414 |
| S1 |
0.6312 |
0.6312 |
0.6362 |
0.6279 |
| S2 |
0.6245 |
0.6245 |
0.6345 |
|
| S3 |
0.6059 |
0.6127 |
0.6328 |
|
| S4 |
0.5874 |
0.5941 |
0.6277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6549 |
0.6363 |
0.0186 |
2.9% |
0.0054 |
0.8% |
9% |
False |
True |
180 |
| 10 |
0.6549 |
0.6344 |
0.0205 |
3.2% |
0.0060 |
0.9% |
17% |
False |
False |
149 |
| 20 |
0.6549 |
0.6300 |
0.0249 |
3.9% |
0.0054 |
0.8% |
32% |
False |
False |
118 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0054 |
0.8% |
32% |
False |
False |
78 |
| 60 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0043 |
0.7% |
32% |
False |
False |
54 |
| 80 |
0.6830 |
0.6300 |
0.0530 |
8.3% |
0.0037 |
0.6% |
15% |
False |
False |
41 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0032 |
0.5% |
12% |
False |
False |
33 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0028 |
0.4% |
12% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6505 |
|
2.618 |
0.6461 |
|
1.618 |
0.6434 |
|
1.000 |
0.6417 |
|
0.618 |
0.6407 |
|
HIGH |
0.6390 |
|
0.618 |
0.6380 |
|
0.500 |
0.6377 |
|
0.382 |
0.6373 |
|
LOW |
0.6363 |
|
0.618 |
0.6346 |
|
1.000 |
0.6336 |
|
1.618 |
0.6319 |
|
2.618 |
0.6292 |
|
4.250 |
0.6248 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6379 |
0.6418 |
| PP |
0.6378 |
0.6405 |
| S1 |
0.6377 |
0.6392 |
|