CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6627 |
0.6677 |
0.0050 |
0.7% |
0.6541 |
| High |
0.6687 |
0.6694 |
0.0007 |
0.1% |
0.6612 |
| Low |
0.6619 |
0.6629 |
0.0011 |
0.2% |
0.6525 |
| Close |
0.6674 |
0.6645 |
-0.0030 |
-0.4% |
0.6611 |
| Range |
0.0068 |
0.0065 |
-0.0004 |
-5.1% |
0.0088 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,402 |
877 |
-525 |
-37.4% |
1,879 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6849 |
0.6811 |
0.6680 |
|
| R3 |
0.6785 |
0.6747 |
0.6662 |
|
| R2 |
0.6720 |
0.6720 |
0.6656 |
|
| R1 |
0.6682 |
0.6682 |
0.6650 |
0.6669 |
| PP |
0.6656 |
0.6656 |
0.6656 |
0.6649 |
| S1 |
0.6618 |
0.6618 |
0.6639 |
0.6605 |
| S2 |
0.6591 |
0.6591 |
0.6633 |
|
| S3 |
0.6527 |
0.6553 |
0.6627 |
|
| S4 |
0.6462 |
0.6489 |
0.6609 |
|
|
| 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 |
0.6694 |
0.6545 |
0.0149 |
2.2% |
0.0054 |
0.8% |
67% |
True |
False |
1,066 |
| 10 |
0.6694 |
0.6476 |
0.0218 |
3.3% |
0.0055 |
0.8% |
78% |
True |
False |
704 |
| 20 |
0.6694 |
0.6350 |
0.0344 |
5.2% |
0.0063 |
0.9% |
86% |
True |
False |
447 |
| 40 |
0.6694 |
0.6300 |
0.0394 |
5.9% |
0.0058 |
0.9% |
88% |
True |
False |
261 |
| 60 |
0.6694 |
0.6300 |
0.0394 |
5.9% |
0.0051 |
0.8% |
88% |
True |
False |
180 |
| 80 |
0.6694 |
0.6300 |
0.0394 |
5.9% |
0.0043 |
0.6% |
88% |
True |
False |
136 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0038 |
0.6% |
54% |
False |
False |
109 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0033 |
0.5% |
54% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6968 |
|
2.618 |
0.6862 |
|
1.618 |
0.6798 |
|
1.000 |
0.6758 |
|
0.618 |
0.6733 |
|
HIGH |
0.6694 |
|
0.618 |
0.6669 |
|
0.500 |
0.6661 |
|
0.382 |
0.6654 |
|
LOW |
0.6629 |
|
0.618 |
0.6589 |
|
1.000 |
0.6565 |
|
1.618 |
0.6525 |
|
2.618 |
0.6460 |
|
4.250 |
0.6355 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6661 |
0.6644 |
| PP |
0.6656 |
0.6643 |
| S1 |
0.6650 |
0.6642 |
|