CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6387 |
0.6383 |
-0.0004 |
-0.1% |
0.6541 |
High |
0.6390 |
0.6409 |
0.0019 |
0.3% |
0.6549 |
Low |
0.6363 |
0.6378 |
0.0015 |
0.2% |
0.6363 |
Close |
0.6380 |
0.6405 |
0.0025 |
0.4% |
0.6380 |
Range |
0.0027 |
0.0031 |
0.0004 |
14.8% |
0.0186 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
210 |
75 |
-135 |
-64.3% |
901 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6490 |
0.6478 |
0.6422 |
|
R3 |
0.6459 |
0.6447 |
0.6413 |
|
R2 |
0.6428 |
0.6428 |
0.6410 |
|
R1 |
0.6416 |
0.6416 |
0.6407 |
0.6422 |
PP |
0.6397 |
0.6397 |
0.6397 |
0.6400 |
S1 |
0.6385 |
0.6385 |
0.6402 |
0.6391 |
S2 |
0.6366 |
0.6366 |
0.6399 |
|
S3 |
0.6335 |
0.6354 |
0.6396 |
|
S4 |
0.6304 |
0.6323 |
0.6387 |
|
|
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 |
0.6528 |
0.6363 |
0.0165 |
2.6% |
0.0053 |
0.8% |
25% |
False |
False |
176 |
10 |
0.6549 |
0.6344 |
0.0205 |
3.2% |
0.0058 |
0.9% |
30% |
False |
False |
151 |
20 |
0.6549 |
0.6300 |
0.0249 |
3.9% |
0.0054 |
0.8% |
42% |
False |
False |
120 |
40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0054 |
0.8% |
42% |
False |
False |
80 |
60 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0043 |
0.7% |
42% |
False |
False |
56 |
80 |
0.6830 |
0.6300 |
0.0530 |
8.3% |
0.0036 |
0.6% |
20% |
False |
False |
42 |
100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0032 |
0.5% |
16% |
False |
False |
34 |
120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0028 |
0.4% |
16% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6540 |
2.618 |
0.6490 |
1.618 |
0.6459 |
1.000 |
0.6440 |
0.618 |
0.6428 |
HIGH |
0.6409 |
0.618 |
0.6397 |
0.500 |
0.6393 |
0.382 |
0.6389 |
LOW |
0.6378 |
0.618 |
0.6358 |
1.000 |
0.6347 |
1.618 |
0.6327 |
2.618 |
0.6296 |
4.250 |
0.6246 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6401 |
0.6407 |
PP |
0.6397 |
0.6406 |
S1 |
0.6393 |
0.6405 |
|