CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6541 |
0.6586 |
0.0046 |
0.7% |
0.6383 |
| High |
0.6588 |
0.6611 |
0.0024 |
0.4% |
0.6565 |
| Low |
0.6525 |
0.6569 |
0.0044 |
0.7% |
0.6350 |
| Close |
0.6585 |
0.6580 |
-0.0005 |
-0.1% |
0.6533 |
| Range |
0.0063 |
0.0043 |
-0.0021 |
-32.5% |
0.0215 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
400 |
382 |
-18 |
-4.5% |
1,482 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6714 |
0.6690 |
0.6603 |
|
| R3 |
0.6672 |
0.6647 |
0.6592 |
|
| R2 |
0.6629 |
0.6629 |
0.6588 |
|
| R1 |
0.6605 |
0.6605 |
0.6584 |
0.6596 |
| PP |
0.6587 |
0.6587 |
0.6587 |
0.6582 |
| S1 |
0.6562 |
0.6562 |
0.6576 |
0.6553 |
| S2 |
0.6544 |
0.6544 |
0.6572 |
|
| S3 |
0.6502 |
0.6520 |
0.6568 |
|
| S4 |
0.6459 |
0.6477 |
0.6557 |
|
|
| 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 |
0.6611 |
0.6476 |
0.0136 |
2.1% |
0.0056 |
0.8% |
77% |
True |
False |
342 |
| 10 |
0.6611 |
0.6350 |
0.0261 |
4.0% |
0.0063 |
1.0% |
88% |
True |
False |
282 |
| 20 |
0.6611 |
0.6300 |
0.0311 |
4.7% |
0.0064 |
1.0% |
90% |
True |
False |
205 |
| 40 |
0.6611 |
0.6300 |
0.0311 |
4.7% |
0.0059 |
0.9% |
90% |
True |
False |
132 |
| 60 |
0.6611 |
0.6300 |
0.0311 |
4.7% |
0.0050 |
0.8% |
90% |
True |
False |
91 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0041 |
0.6% |
68% |
False |
False |
69 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0035 |
0.5% |
44% |
False |
False |
55 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0031 |
0.5% |
44% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6792 |
|
2.618 |
0.6722 |
|
1.618 |
0.6680 |
|
1.000 |
0.6654 |
|
0.618 |
0.6637 |
|
HIGH |
0.6611 |
|
0.618 |
0.6595 |
|
0.500 |
0.6590 |
|
0.382 |
0.6585 |
|
LOW |
0.6569 |
|
0.618 |
0.6542 |
|
1.000 |
0.6526 |
|
1.618 |
0.6500 |
|
2.618 |
0.6457 |
|
4.250 |
0.6388 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6590 |
0.6568 |
| PP |
0.6587 |
0.6556 |
| S1 |
0.6583 |
0.6543 |
|