CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6493 |
0.6541 |
0.0048 |
0.7% |
0.6383 |
| High |
0.6539 |
0.6588 |
0.0049 |
0.7% |
0.6565 |
| Low |
0.6476 |
0.6525 |
0.0049 |
0.8% |
0.6350 |
| Close |
0.6533 |
0.6585 |
0.0052 |
0.8% |
0.6533 |
| Range |
0.0064 |
0.0063 |
-0.0001 |
-0.8% |
0.0215 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
128 |
400 |
272 |
212.5% |
1,482 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6755 |
0.6733 |
0.6619 |
|
| R3 |
0.6692 |
0.6670 |
0.6602 |
|
| R2 |
0.6629 |
0.6629 |
0.6596 |
|
| R1 |
0.6607 |
0.6607 |
0.6590 |
0.6618 |
| PP |
0.6566 |
0.6566 |
0.6566 |
0.6571 |
| S1 |
0.6544 |
0.6544 |
0.6579 |
0.6555 |
| S2 |
0.6503 |
0.6503 |
0.6573 |
|
| S3 |
0.6440 |
0.6481 |
0.6567 |
|
| S4 |
0.6377 |
0.6418 |
0.6550 |
|
|
| 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 |
0.6588 |
0.6350 |
0.0238 |
3.6% |
0.0084 |
1.3% |
99% |
True |
False |
361 |
| 10 |
0.6588 |
0.6350 |
0.0238 |
3.6% |
0.0069 |
1.0% |
99% |
True |
False |
268 |
| 20 |
0.6588 |
0.6300 |
0.0288 |
4.4% |
0.0064 |
1.0% |
99% |
True |
False |
189 |
| 40 |
0.6588 |
0.6300 |
0.0288 |
4.4% |
0.0059 |
0.9% |
99% |
True |
False |
123 |
| 60 |
0.6588 |
0.6300 |
0.0288 |
4.4% |
0.0049 |
0.7% |
99% |
True |
False |
85 |
| 80 |
0.6766 |
0.6300 |
0.0466 |
7.1% |
0.0041 |
0.6% |
61% |
False |
False |
65 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0035 |
0.5% |
45% |
False |
False |
52 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0031 |
0.5% |
45% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6855 |
|
2.618 |
0.6752 |
|
1.618 |
0.6689 |
|
1.000 |
0.6651 |
|
0.618 |
0.6626 |
|
HIGH |
0.6588 |
|
0.618 |
0.6563 |
|
0.500 |
0.6556 |
|
0.382 |
0.6549 |
|
LOW |
0.6525 |
|
0.618 |
0.6486 |
|
1.000 |
0.6462 |
|
1.618 |
0.6423 |
|
2.618 |
0.6360 |
|
4.250 |
0.6257 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6575 |
0.6567 |
| PP |
0.6566 |
0.6549 |
| S1 |
0.6556 |
0.6532 |
|