CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6505 |
0.6548 |
0.0043 |
0.7% |
0.6529 |
High |
0.6545 |
0.6548 |
0.0004 |
0.1% |
0.6529 |
Low |
0.6505 |
0.6542 |
0.0037 |
0.6% |
0.6388 |
Close |
0.6545 |
0.6547 |
0.0003 |
0.0% |
0.6393 |
Range |
0.0040 |
0.0006 |
-0.0034 |
-84.8% |
0.0142 |
ATR |
0.0044 |
0.0041 |
-0.0003 |
-6.2% |
0.0000 |
Volume |
2 |
5 |
3 |
150.0% |
34 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6564 |
0.6561 |
0.6550 |
|
R3 |
0.6558 |
0.6555 |
0.6549 |
|
R2 |
0.6552 |
0.6552 |
0.6548 |
|
R1 |
0.6549 |
0.6549 |
0.6548 |
0.6548 |
PP |
0.6546 |
0.6546 |
0.6546 |
0.6545 |
S1 |
0.6543 |
0.6543 |
0.6546 |
0.6542 |
S2 |
0.6540 |
0.6540 |
0.6546 |
|
S3 |
0.6534 |
0.6537 |
0.6545 |
|
S4 |
0.6528 |
0.6531 |
0.6544 |
|
|
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 |
0.6548 |
0.6388 |
0.0161 |
2.5% |
0.0013 |
0.2% |
99% |
True |
False |
3 |
10 |
0.6550 |
0.6388 |
0.0162 |
2.5% |
0.0020 |
0.3% |
98% |
False |
False |
14 |
20 |
0.6550 |
0.6345 |
0.0205 |
3.1% |
0.0016 |
0.2% |
99% |
False |
False |
8 |
40 |
0.6552 |
0.6345 |
0.0207 |
3.2% |
0.0021 |
0.3% |
98% |
False |
False |
6 |
60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
95% |
False |
False |
4 |
80 |
0.6840 |
0.6345 |
0.0495 |
7.6% |
0.0016 |
0.2% |
41% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6574 |
2.618 |
0.6564 |
1.618 |
0.6558 |
1.000 |
0.6554 |
0.618 |
0.6552 |
HIGH |
0.6548 |
0.618 |
0.6546 |
0.500 |
0.6545 |
0.382 |
0.6544 |
LOW |
0.6542 |
0.618 |
0.6538 |
1.000 |
0.6536 |
1.618 |
0.6532 |
2.618 |
0.6526 |
4.250 |
0.6517 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6546 |
0.6524 |
PP |
0.6546 |
0.6502 |
S1 |
0.6545 |
0.6479 |
|