CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6565 |
0.6602 |
0.0038 |
0.6% |
0.6541 |
| High |
0.6612 |
0.6634 |
0.0022 |
0.3% |
0.6612 |
| Low |
0.6564 |
0.6590 |
0.0027 |
0.4% |
0.6525 |
| Close |
0.6611 |
0.6630 |
0.0019 |
0.3% |
0.6611 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-10.3% |
0.0088 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
683 |
1,958 |
1,275 |
186.7% |
1,879 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6748 |
0.6733 |
0.6654 |
|
| R3 |
0.6705 |
0.6689 |
0.6642 |
|
| R2 |
0.6661 |
0.6661 |
0.6638 |
|
| R1 |
0.6646 |
0.6646 |
0.6634 |
0.6654 |
| PP |
0.6618 |
0.6618 |
0.6618 |
0.6622 |
| S1 |
0.6602 |
0.6602 |
0.6626 |
0.6610 |
| S2 |
0.6574 |
0.6574 |
0.6622 |
|
| S3 |
0.6531 |
0.6559 |
0.6618 |
|
| S4 |
0.6487 |
0.6515 |
0.6606 |
|
|
| 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 |
0.6634 |
0.6525 |
0.0109 |
1.6% |
0.0049 |
0.7% |
97% |
True |
False |
767 |
| 10 |
0.6634 |
0.6350 |
0.0284 |
4.3% |
0.0063 |
1.0% |
99% |
True |
False |
531 |
| 20 |
0.6634 |
0.6344 |
0.0290 |
4.4% |
0.0061 |
0.9% |
99% |
True |
False |
340 |
| 40 |
0.6634 |
0.6300 |
0.0334 |
5.0% |
0.0058 |
0.9% |
99% |
True |
False |
207 |
| 60 |
0.6634 |
0.6300 |
0.0334 |
5.0% |
0.0051 |
0.8% |
99% |
True |
False |
142 |
| 80 |
0.6634 |
0.6300 |
0.0334 |
5.0% |
0.0041 |
0.6% |
99% |
True |
False |
107 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0037 |
0.6% |
52% |
False |
False |
86 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0032 |
0.5% |
52% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6818 |
|
2.618 |
0.6747 |
|
1.618 |
0.6704 |
|
1.000 |
0.6677 |
|
0.618 |
0.6660 |
|
HIGH |
0.6634 |
|
0.618 |
0.6617 |
|
0.500 |
0.6612 |
|
0.382 |
0.6607 |
|
LOW |
0.6590 |
|
0.618 |
0.6563 |
|
1.000 |
0.6547 |
|
1.618 |
0.6520 |
|
2.618 |
0.6476 |
|
4.250 |
0.6405 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6624 |
0.6616 |
| PP |
0.6618 |
0.6603 |
| S1 |
0.6612 |
0.6589 |
|