CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6383 |
0.6402 |
0.0019 |
0.3% |
0.6541 |
| High |
0.6409 |
0.6536 |
0.0128 |
2.0% |
0.6549 |
| Low |
0.6378 |
0.6350 |
-0.0028 |
-0.4% |
0.6363 |
| Close |
0.6405 |
0.6532 |
0.0128 |
2.0% |
0.6380 |
| Range |
0.0031 |
0.0186 |
0.0155 |
500.0% |
0.0186 |
| ATR |
0.0055 |
0.0064 |
0.0009 |
17.0% |
0.0000 |
| Volume |
75 |
475 |
400 |
533.3% |
901 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7031 |
0.6967 |
0.6634 |
|
| R3 |
0.6845 |
0.6781 |
0.6583 |
|
| R2 |
0.6659 |
0.6659 |
0.6566 |
|
| R1 |
0.6595 |
0.6595 |
0.6549 |
0.6627 |
| PP |
0.6473 |
0.6473 |
0.6473 |
0.6489 |
| S1 |
0.6409 |
0.6409 |
0.6515 |
0.6441 |
| S2 |
0.6287 |
0.6287 |
0.6498 |
|
| S3 |
0.6101 |
0.6223 |
0.6481 |
|
| S4 |
0.5915 |
0.6037 |
0.6430 |
|
|
| 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 |
0.6536 |
0.6350 |
0.0186 |
2.8% |
0.0071 |
1.1% |
98% |
True |
True |
222 |
| 10 |
0.6549 |
0.6350 |
0.0199 |
3.0% |
0.0071 |
1.1% |
92% |
False |
True |
190 |
| 20 |
0.6549 |
0.6300 |
0.0249 |
3.8% |
0.0062 |
0.9% |
93% |
False |
False |
141 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.8% |
0.0058 |
0.9% |
93% |
False |
False |
91 |
| 60 |
0.6550 |
0.6300 |
0.0250 |
3.8% |
0.0046 |
0.7% |
93% |
False |
False |
64 |
| 80 |
0.6830 |
0.6300 |
0.0530 |
8.1% |
0.0039 |
0.6% |
44% |
False |
False |
48 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0033 |
0.5% |
36% |
False |
False |
38 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0030 |
0.5% |
36% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7327 |
|
2.618 |
0.7023 |
|
1.618 |
0.6837 |
|
1.000 |
0.6722 |
|
0.618 |
0.6651 |
|
HIGH |
0.6536 |
|
0.618 |
0.6465 |
|
0.500 |
0.6443 |
|
0.382 |
0.6421 |
|
LOW |
0.6350 |
|
0.618 |
0.6235 |
|
1.000 |
0.6164 |
|
1.618 |
0.6049 |
|
2.618 |
0.5863 |
|
4.250 |
0.5560 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6502 |
0.6502 |
| PP |
0.6473 |
0.6473 |
| S1 |
0.6443 |
0.6443 |
|