CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6533 |
0.6493 |
-0.0040 |
-0.6% |
0.6383 |
| High |
0.6541 |
0.6539 |
-0.0002 |
0.0% |
0.6565 |
| Low |
0.6485 |
0.6476 |
-0.0009 |
-0.1% |
0.6350 |
| Close |
0.6494 |
0.6533 |
0.0039 |
0.6% |
0.6533 |
| Range |
0.0056 |
0.0064 |
0.0008 |
13.4% |
0.0215 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
325 |
128 |
-197 |
-60.6% |
1,482 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6706 |
0.6683 |
0.6567 |
|
| R3 |
0.6643 |
0.6619 |
0.6550 |
|
| R2 |
0.6579 |
0.6579 |
0.6544 |
|
| R1 |
0.6556 |
0.6556 |
0.6538 |
0.6568 |
| PP |
0.6516 |
0.6516 |
0.6516 |
0.6522 |
| S1 |
0.6492 |
0.6492 |
0.6527 |
0.6504 |
| S2 |
0.6452 |
0.6452 |
0.6521 |
|
| S3 |
0.6389 |
0.6429 |
0.6515 |
|
| S4 |
0.6325 |
0.6365 |
0.6498 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7128 |
0.7045 |
0.6651 |
|
| R3 |
0.6913 |
0.6830 |
0.6592 |
|
| R2 |
0.6698 |
0.6698 |
0.6572 |
|
| R1 |
0.6615 |
0.6615 |
0.6552 |
0.6656 |
| PP |
0.6483 |
0.6483 |
0.6483 |
0.6503 |
| S1 |
0.6400 |
0.6400 |
0.6513 |
0.6441 |
| S2 |
0.6268 |
0.6268 |
0.6493 |
|
| S3 |
0.6053 |
0.6185 |
0.6473 |
|
| S4 |
0.5838 |
0.5970 |
0.6414 |
|
|
| 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% |
0.0078 |
1.2% |
85% |
False |
False |
296 |
| 10 |
0.6565 |
0.6350 |
0.0215 |
3.3% |
0.0066 |
1.0% |
85% |
False |
False |
238 |
| 20 |
0.6565 |
0.6300 |
0.0265 |
4.1% |
0.0063 |
1.0% |
88% |
False |
False |
174 |
| 40 |
0.6565 |
0.6300 |
0.0265 |
4.1% |
0.0058 |
0.9% |
88% |
False |
False |
113 |
| 60 |
0.6565 |
0.6300 |
0.0265 |
4.1% |
0.0048 |
0.7% |
88% |
False |
False |
78 |
| 80 |
0.6766 |
0.6300 |
0.0466 |
7.1% |
0.0041 |
0.6% |
50% |
False |
False |
60 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0034 |
0.5% |
36% |
False |
False |
48 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.8% |
0.0030 |
0.5% |
36% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6809 |
|
2.618 |
0.6705 |
|
1.618 |
0.6642 |
|
1.000 |
0.6603 |
|
0.618 |
0.6578 |
|
HIGH |
0.6539 |
|
0.618 |
0.6515 |
|
0.500 |
0.6507 |
|
0.382 |
0.6500 |
|
LOW |
0.6476 |
|
0.618 |
0.6436 |
|
1.000 |
0.6412 |
|
1.618 |
0.6373 |
|
2.618 |
0.6309 |
|
4.250 |
0.6206 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6524 |
0.6528 |
| PP |
0.6516 |
0.6524 |
| S1 |
0.6507 |
0.6520 |
|