CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6602 |
0.6627 |
0.0025 |
0.4% |
0.6541 |
| High |
0.6634 |
0.6687 |
0.0053 |
0.8% |
0.6612 |
| Low |
0.6590 |
0.6619 |
0.0029 |
0.4% |
0.6525 |
| Close |
0.6630 |
0.6674 |
0.0044 |
0.7% |
0.6611 |
| Range |
0.0044 |
0.0068 |
0.0025 |
56.3% |
0.0088 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,958 |
1,402 |
-556 |
-28.4% |
1,879 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6864 |
0.6837 |
0.6711 |
|
| R3 |
0.6796 |
0.6769 |
0.6693 |
|
| R2 |
0.6728 |
0.6728 |
0.6686 |
|
| R1 |
0.6701 |
0.6701 |
0.6680 |
0.6714 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6666 |
| S1 |
0.6633 |
0.6633 |
0.6668 |
0.6646 |
| S2 |
0.6592 |
0.6592 |
0.6662 |
|
| S3 |
0.6524 |
0.6565 |
0.6655 |
|
| S4 |
0.6456 |
0.6497 |
0.6637 |
|
|
| 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 |
0.6687 |
0.6545 |
0.0142 |
2.1% |
0.0050 |
0.7% |
91% |
True |
False |
967 |
| 10 |
0.6687 |
0.6350 |
0.0337 |
5.0% |
0.0067 |
1.0% |
96% |
True |
False |
664 |
| 20 |
0.6687 |
0.6344 |
0.0343 |
5.1% |
0.0062 |
0.9% |
96% |
True |
False |
407 |
| 40 |
0.6687 |
0.6300 |
0.0387 |
5.8% |
0.0058 |
0.9% |
97% |
True |
False |
241 |
| 60 |
0.6687 |
0.6300 |
0.0387 |
5.8% |
0.0051 |
0.8% |
97% |
True |
False |
165 |
| 80 |
0.6687 |
0.6300 |
0.0387 |
5.8% |
0.0042 |
0.6% |
97% |
True |
False |
125 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0037 |
0.6% |
59% |
False |
False |
100 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0033 |
0.5% |
59% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6976 |
|
2.618 |
0.6865 |
|
1.618 |
0.6797 |
|
1.000 |
0.6755 |
|
0.618 |
0.6729 |
|
HIGH |
0.6687 |
|
0.618 |
0.6661 |
|
0.500 |
0.6653 |
|
0.382 |
0.6644 |
|
LOW |
0.6619 |
|
0.618 |
0.6576 |
|
1.000 |
0.6551 |
|
1.618 |
0.6508 |
|
2.618 |
0.6440 |
|
4.250 |
0.6330 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6667 |
0.6658 |
| PP |
0.6660 |
0.6641 |
| S1 |
0.6653 |
0.6625 |
|