CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6590 |
0.6565 |
-0.0026 |
-0.4% |
0.6541 |
| High |
0.6590 |
0.6612 |
0.0022 |
0.3% |
0.6612 |
| Low |
0.6545 |
0.6564 |
0.0019 |
0.3% |
0.6525 |
| Close |
0.6563 |
0.6611 |
0.0048 |
0.7% |
0.6611 |
| Range |
0.0045 |
0.0049 |
0.0004 |
7.8% |
0.0088 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
414 |
683 |
269 |
65.0% |
1,879 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6741 |
0.6725 |
0.6638 |
|
| R3 |
0.6693 |
0.6676 |
0.6624 |
|
| R2 |
0.6644 |
0.6644 |
0.6620 |
|
| R1 |
0.6628 |
0.6628 |
0.6615 |
0.6636 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6600 |
| S1 |
0.6579 |
0.6579 |
0.6607 |
0.6587 |
| S2 |
0.6547 |
0.6547 |
0.6602 |
|
| S3 |
0.6499 |
0.6531 |
0.6598 |
|
| S4 |
0.6450 |
0.6482 |
0.6584 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6845 |
0.6816 |
0.6659 |
|
| R3 |
0.6758 |
0.6728 |
0.6635 |
|
| R2 |
0.6670 |
0.6670 |
0.6627 |
|
| R1 |
0.6641 |
0.6641 |
0.6619 |
0.6655 |
| PP |
0.6583 |
0.6583 |
0.6583 |
0.6590 |
| S1 |
0.6553 |
0.6553 |
0.6603 |
0.6568 |
| S2 |
0.6495 |
0.6495 |
0.6595 |
|
| S3 |
0.6408 |
0.6466 |
0.6587 |
|
| S4 |
0.6320 |
0.6378 |
0.6563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6612 |
0.6476 |
0.0137 |
2.1% |
0.0053 |
0.8% |
99% |
True |
False |
401 |
| 10 |
0.6612 |
0.6350 |
0.0262 |
4.0% |
0.0062 |
0.9% |
100% |
True |
False |
357 |
| 20 |
0.6612 |
0.6344 |
0.0268 |
4.1% |
0.0061 |
0.9% |
100% |
True |
False |
245 |
| 40 |
0.6612 |
0.6300 |
0.0312 |
4.7% |
0.0059 |
0.9% |
100% |
True |
False |
159 |
| 60 |
0.6612 |
0.6300 |
0.0312 |
4.7% |
0.0050 |
0.8% |
100% |
True |
False |
109 |
| 80 |
0.6621 |
0.6300 |
0.0321 |
4.8% |
0.0041 |
0.6% |
97% |
False |
False |
83 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0036 |
0.5% |
49% |
False |
False |
66 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0032 |
0.5% |
49% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6818 |
|
2.618 |
0.6739 |
|
1.618 |
0.6690 |
|
1.000 |
0.6661 |
|
0.618 |
0.6642 |
|
HIGH |
0.6612 |
|
0.618 |
0.6593 |
|
0.500 |
0.6588 |
|
0.382 |
0.6582 |
|
LOW |
0.6564 |
|
0.618 |
0.6534 |
|
1.000 |
0.6515 |
|
1.618 |
0.6485 |
|
2.618 |
0.6437 |
|
4.250 |
0.6357 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6603 |
0.6600 |
| PP |
0.6596 |
0.6589 |
| S1 |
0.6588 |
0.6579 |
|