CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6548 |
0.6521 |
-0.0027 |
-0.4% |
0.6529 |
| High |
0.6548 |
0.6521 |
-0.0027 |
-0.4% |
0.6529 |
| Low |
0.6542 |
0.6506 |
-0.0036 |
-0.6% |
0.6388 |
| Close |
0.6547 |
0.6506 |
-0.0041 |
-0.6% |
0.6393 |
| Range |
0.0006 |
0.0015 |
0.0009 |
150.0% |
0.0142 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
34 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6556 |
0.6546 |
0.6514 |
|
| R3 |
0.6541 |
0.6531 |
0.6510 |
|
| R2 |
0.6526 |
0.6526 |
0.6509 |
|
| R1 |
0.6516 |
0.6516 |
0.6507 |
0.6514 |
| PP |
0.6511 |
0.6511 |
0.6511 |
0.6510 |
| S1 |
0.6501 |
0.6501 |
0.6505 |
0.6499 |
| S2 |
0.6496 |
0.6496 |
0.6503 |
|
| S3 |
0.6481 |
0.6486 |
0.6502 |
|
| S4 |
0.6466 |
0.6471 |
0.6498 |
|
|
| 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% |
0.0016 |
0.2% |
74% |
False |
False |
3 |
| 10 |
0.6550 |
0.6388 |
0.0162 |
2.5% |
0.0020 |
0.3% |
73% |
False |
False |
14 |
| 20 |
0.6550 |
0.6349 |
0.0201 |
3.1% |
0.0014 |
0.2% |
78% |
False |
False |
7 |
| 40 |
0.6552 |
0.6345 |
0.0207 |
3.2% |
0.0020 |
0.3% |
78% |
False |
False |
6 |
| 60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0019 |
0.3% |
75% |
False |
False |
4 |
| 80 |
0.6778 |
0.6345 |
0.0433 |
6.6% |
0.0016 |
0.2% |
37% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6585 |
|
2.618 |
0.6560 |
|
1.618 |
0.6545 |
|
1.000 |
0.6536 |
|
0.618 |
0.6530 |
|
HIGH |
0.6521 |
|
0.618 |
0.6515 |
|
0.500 |
0.6514 |
|
0.382 |
0.6512 |
|
LOW |
0.6506 |
|
0.618 |
0.6497 |
|
1.000 |
0.6491 |
|
1.618 |
0.6482 |
|
2.618 |
0.6467 |
|
4.250 |
0.6442 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6514 |
0.6527 |
| PP |
0.6511 |
0.6520 |
| S1 |
0.6509 |
0.6513 |
|