CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6410 |
0.6505 |
0.0095 |
1.5% |
0.6529 |
| High |
0.6418 |
0.6545 |
0.0127 |
2.0% |
0.6529 |
| Low |
0.6410 |
0.6505 |
0.0095 |
1.5% |
0.6388 |
| Close |
0.6418 |
0.6545 |
0.0127 |
2.0% |
0.6393 |
| Range |
0.0008 |
0.0040 |
0.0032 |
426.7% |
0.0142 |
| ATR |
0.0037 |
0.0044 |
0.0006 |
17.2% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
34 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6650 |
0.6637 |
0.6566 |
|
| R3 |
0.6610 |
0.6597 |
0.6555 |
|
| R2 |
0.6571 |
0.6571 |
0.6552 |
|
| R1 |
0.6558 |
0.6558 |
0.6548 |
0.6564 |
| PP |
0.6531 |
0.6531 |
0.6531 |
0.6535 |
| S1 |
0.6518 |
0.6518 |
0.6541 |
0.6525 |
| S2 |
0.6492 |
0.6492 |
0.6537 |
|
| S3 |
0.6452 |
0.6479 |
0.6534 |
|
| S4 |
0.6413 |
0.6439 |
0.6523 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6861 |
0.6768 |
0.6470 |
|
| R3 |
0.6719 |
0.6627 |
0.6431 |
|
| R2 |
0.6578 |
0.6578 |
0.6418 |
|
| R1 |
0.6485 |
0.6485 |
0.6405 |
0.6461 |
| PP |
0.6436 |
0.6436 |
0.6436 |
0.6424 |
| S1 |
0.6344 |
0.6344 |
0.6380 |
0.6319 |
| S2 |
0.6295 |
0.6295 |
0.6367 |
|
| S3 |
0.6153 |
0.6202 |
0.6354 |
|
| S4 |
0.6012 |
0.6061 |
0.6315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6545 |
0.6388 |
0.0157 |
2.4% |
0.0012 |
0.2% |
100% |
True |
False |
2 |
| 10 |
0.6550 |
0.6388 |
0.0162 |
2.5% |
0.0019 |
0.3% |
97% |
False |
False |
14 |
| 20 |
0.6550 |
0.6345 |
0.0205 |
3.1% |
0.0017 |
0.3% |
98% |
False |
False |
8 |
| 40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0022 |
0.3% |
93% |
False |
False |
6 |
| 60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
93% |
False |
False |
4 |
| 80 |
0.6840 |
0.6345 |
0.0495 |
7.6% |
0.0016 |
0.2% |
40% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6712 |
|
2.618 |
0.6648 |
|
1.618 |
0.6608 |
|
1.000 |
0.6584 |
|
0.618 |
0.6569 |
|
HIGH |
0.6545 |
|
0.618 |
0.6529 |
|
0.500 |
0.6525 |
|
0.382 |
0.6520 |
|
LOW |
0.6505 |
|
0.618 |
0.6481 |
|
1.000 |
0.6466 |
|
1.618 |
0.6441 |
|
2.618 |
0.6402 |
|
4.250 |
0.6337 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6538 |
0.6518 |
| PP |
0.6531 |
0.6492 |
| S1 |
0.6525 |
0.6466 |
|