CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6402 |
0.6529 |
0.0128 |
2.0% |
0.6541 |
| High |
0.6536 |
0.6565 |
0.0029 |
0.4% |
0.6549 |
| Low |
0.6350 |
0.6513 |
0.0163 |
2.6% |
0.6363 |
| Close |
0.6532 |
0.6534 |
0.0002 |
0.0% |
0.6380 |
| Range |
0.0186 |
0.0053 |
-0.0134 |
-71.8% |
0.0186 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
475 |
479 |
4 |
0.8% |
901 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6695 |
0.6667 |
0.6562 |
|
| R3 |
0.6642 |
0.6614 |
0.6548 |
|
| R2 |
0.6590 |
0.6590 |
0.6543 |
|
| R1 |
0.6562 |
0.6562 |
0.6538 |
0.6576 |
| PP |
0.6537 |
0.6537 |
0.6537 |
0.6544 |
| S1 |
0.6509 |
0.6509 |
0.6529 |
0.6523 |
| S2 |
0.6485 |
0.6485 |
0.6524 |
|
| S3 |
0.6432 |
0.6457 |
0.6519 |
|
| S4 |
0.6380 |
0.6404 |
0.6505 |
|
|
| 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 |
0.6565 |
0.6350 |
0.0215 |
3.3% |
0.0072 |
1.1% |
85% |
True |
False |
275 |
| 10 |
0.6565 |
0.6350 |
0.0215 |
3.3% |
0.0069 |
1.1% |
85% |
True |
False |
226 |
| 20 |
0.6565 |
0.6300 |
0.0265 |
4.1% |
0.0061 |
0.9% |
88% |
True |
False |
162 |
| 40 |
0.6565 |
0.6300 |
0.0265 |
4.1% |
0.0058 |
0.9% |
88% |
True |
False |
102 |
| 60 |
0.6565 |
0.6300 |
0.0265 |
4.1% |
0.0047 |
0.7% |
88% |
True |
False |
72 |
| 80 |
0.6828 |
0.6300 |
0.0528 |
8.1% |
0.0039 |
0.6% |
44% |
False |
False |
54 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0033 |
0.5% |
37% |
False |
False |
43 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0030 |
0.5% |
37% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6788 |
|
2.618 |
0.6702 |
|
1.618 |
0.6650 |
|
1.000 |
0.6618 |
|
0.618 |
0.6597 |
|
HIGH |
0.6565 |
|
0.618 |
0.6545 |
|
0.500 |
0.6539 |
|
0.382 |
0.6533 |
|
LOW |
0.6513 |
|
0.618 |
0.6480 |
|
1.000 |
0.6460 |
|
1.618 |
0.6428 |
|
2.618 |
0.6375 |
|
4.250 |
0.6289 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6539 |
0.6508 |
| PP |
0.6537 |
0.6483 |
| S1 |
0.6535 |
0.6458 |
|