CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6677 |
0.6639 |
-0.0038 |
-0.6% |
0.6541 |
| High |
0.6694 |
0.6669 |
-0.0025 |
-0.4% |
0.6612 |
| Low |
0.6629 |
0.6593 |
-0.0036 |
-0.5% |
0.6525 |
| Close |
0.6645 |
0.6630 |
-0.0015 |
-0.2% |
0.6611 |
| Range |
0.0065 |
0.0076 |
0.0012 |
17.8% |
0.0088 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.0% |
0.0000 |
| Volume |
877 |
897 |
20 |
2.3% |
1,879 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6859 |
0.6820 |
0.6671 |
|
| R3 |
0.6783 |
0.6744 |
0.6650 |
|
| R2 |
0.6707 |
0.6707 |
0.6643 |
|
| R1 |
0.6668 |
0.6668 |
0.6636 |
0.6649 |
| PP |
0.6631 |
0.6631 |
0.6631 |
0.6621 |
| S1 |
0.6592 |
0.6592 |
0.6623 |
0.6573 |
| S2 |
0.6555 |
0.6555 |
0.6616 |
|
| S3 |
0.6479 |
0.6516 |
0.6609 |
|
| S4 |
0.6403 |
0.6440 |
0.6588 |
|
|
| 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 |
0.6564 |
0.0130 |
2.0% |
0.0060 |
0.9% |
51% |
False |
False |
1,163 |
| 10 |
0.6694 |
0.6476 |
0.0218 |
3.3% |
0.0057 |
0.9% |
71% |
False |
False |
746 |
| 20 |
0.6694 |
0.6350 |
0.0344 |
5.2% |
0.0063 |
1.0% |
81% |
False |
False |
486 |
| 40 |
0.6694 |
0.6300 |
0.0394 |
5.9% |
0.0059 |
0.9% |
84% |
False |
False |
283 |
| 60 |
0.6694 |
0.6300 |
0.0394 |
5.9% |
0.0052 |
0.8% |
84% |
False |
False |
195 |
| 80 |
0.6694 |
0.6300 |
0.0394 |
5.9% |
0.0044 |
0.7% |
84% |
False |
False |
147 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0038 |
0.6% |
52% |
False |
False |
118 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0033 |
0.5% |
52% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6992 |
|
2.618 |
0.6868 |
|
1.618 |
0.6792 |
|
1.000 |
0.6745 |
|
0.618 |
0.6716 |
|
HIGH |
0.6669 |
|
0.618 |
0.6640 |
|
0.500 |
0.6631 |
|
0.382 |
0.6622 |
|
LOW |
0.6593 |
|
0.618 |
0.6546 |
|
1.000 |
0.6517 |
|
1.618 |
0.6470 |
|
2.618 |
0.6394 |
|
4.250 |
0.6270 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6631 |
0.6643 |
| PP |
0.6631 |
0.6639 |
| S1 |
0.6630 |
0.6634 |
|