CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6586 |
0.6590 |
0.0004 |
0.1% |
0.6383 |
High |
0.6611 |
0.6590 |
-0.0021 |
-0.3% |
0.6565 |
Low |
0.6569 |
0.6545 |
-0.0024 |
-0.4% |
0.6350 |
Close |
0.6580 |
0.6563 |
-0.0017 |
-0.3% |
0.6533 |
Range |
0.0043 |
0.0045 |
0.0003 |
5.9% |
0.0215 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
382 |
414 |
32 |
8.4% |
1,482 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6701 |
0.6677 |
0.6588 |
|
R3 |
0.6656 |
0.6632 |
0.6575 |
|
R2 |
0.6611 |
0.6611 |
0.6571 |
|
R1 |
0.6587 |
0.6587 |
0.6567 |
0.6577 |
PP |
0.6566 |
0.6566 |
0.6566 |
0.6561 |
S1 |
0.6542 |
0.6542 |
0.6559 |
0.6532 |
S2 |
0.6521 |
0.6521 |
0.6555 |
|
S3 |
0.6476 |
0.6497 |
0.6551 |
|
S4 |
0.6431 |
0.6452 |
0.6538 |
|
|
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% |
0.0054 |
0.8% |
65% |
False |
False |
329 |
10 |
0.6611 |
0.6350 |
0.0261 |
4.0% |
0.0063 |
1.0% |
82% |
False |
False |
302 |
20 |
0.6611 |
0.6300 |
0.0311 |
4.7% |
0.0062 |
0.9% |
85% |
False |
False |
214 |
40 |
0.6611 |
0.6300 |
0.0311 |
4.7% |
0.0059 |
0.9% |
85% |
False |
False |
142 |
60 |
0.6611 |
0.6300 |
0.0311 |
4.7% |
0.0050 |
0.8% |
85% |
False |
False |
98 |
80 |
0.6663 |
0.6300 |
0.0363 |
5.5% |
0.0041 |
0.6% |
73% |
False |
False |
74 |
100 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0036 |
0.5% |
41% |
False |
False |
60 |
120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0031 |
0.5% |
41% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6781 |
2.618 |
0.6708 |
1.618 |
0.6663 |
1.000 |
0.6635 |
0.618 |
0.6618 |
HIGH |
0.6590 |
0.618 |
0.6573 |
0.500 |
0.6568 |
0.382 |
0.6562 |
LOW |
0.6545 |
0.618 |
0.6517 |
1.000 |
0.6500 |
1.618 |
0.6472 |
2.618 |
0.6427 |
4.250 |
0.6354 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6568 |
0.6568 |
PP |
0.6566 |
0.6566 |
S1 |
0.6565 |
0.6565 |
|