CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 0.6529 0.6533 0.0004 0.1% 0.6541
High 0.6565 0.6541 -0.0025 -0.4% 0.6549
Low 0.6513 0.6485 -0.0028 -0.4% 0.6363
Close 0.6534 0.6494 -0.0040 -0.6% 0.6380
Range 0.0053 0.0056 0.0004 6.7% 0.0186
ATR 0.0064 0.0063 -0.0001 -0.9% 0.0000
Volume 479 325 -154 -32.2% 901
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6674 0.6640 0.6525
R3 0.6618 0.6584 0.6509
R2 0.6562 0.6562 0.6504
R1 0.6528 0.6528 0.6499 0.6517
PP 0.6506 0.6506 0.6506 0.6501
S1 0.6472 0.6472 0.6489 0.6461
S2 0.6450 0.6450 0.6484
S3 0.6394 0.6416 0.6479
S4 0.6338 0.6360 0.6463
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% 0.0071 1.1% 67% False False 312
10 0.6565 0.6350 0.0215 3.3% 0.0069 1.1% 67% False False 240
20 0.6565 0.6300 0.0265 4.1% 0.0061 0.9% 73% False False 171
40 0.6565 0.6300 0.0265 4.1% 0.0058 0.9% 73% False False 110
60 0.6565 0.6300 0.0265 4.1% 0.0047 0.7% 73% False False 76
80 0.6766 0.6300 0.0466 7.2% 0.0040 0.6% 42% False False 58
100 0.6938 0.6300 0.0638 9.8% 0.0034 0.5% 30% False False 46
120 0.6938 0.6300 0.0638 9.8% 0.0030 0.5% 30% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6779
2.618 0.6687
1.618 0.6631
1.000 0.6597
0.618 0.6575
HIGH 0.6541
0.618 0.6519
0.500 0.6513
0.382 0.6506
LOW 0.6485
0.618 0.6450
1.000 0.6429
1.618 0.6394
2.618 0.6338
4.250 0.6247
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 0.6513 0.6482
PP 0.6506 0.6470
S1 0.6500 0.6458

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These figures are updated between 7pm and 10pm EST after a trading day.

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