CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6521 |
0.6525 |
0.0004 |
0.1% |
0.6410 |
| High |
0.6521 |
0.6547 |
0.0026 |
0.4% |
0.6548 |
| Low |
0.6506 |
0.6491 |
-0.0016 |
-0.2% |
0.6410 |
| Close |
0.6506 |
0.6546 |
0.0040 |
0.6% |
0.6546 |
| Range |
0.0015 |
0.0057 |
0.0042 |
276.7% |
0.0138 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.7% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
18 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6697 |
0.6678 |
0.6577 |
|
| R3 |
0.6641 |
0.6622 |
0.6562 |
|
| R2 |
0.6584 |
0.6584 |
0.6556 |
|
| R1 |
0.6565 |
0.6565 |
0.6551 |
0.6575 |
| PP |
0.6528 |
0.6528 |
0.6528 |
0.6533 |
| S1 |
0.6509 |
0.6509 |
0.6541 |
0.6518 |
| S2 |
0.6471 |
0.6471 |
0.6536 |
|
| S3 |
0.6415 |
0.6452 |
0.6530 |
|
| S4 |
0.6358 |
0.6396 |
0.6515 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6915 |
0.6869 |
0.6622 |
|
| R3 |
0.6777 |
0.6731 |
0.6584 |
|
| R2 |
0.6639 |
0.6639 |
0.6571 |
|
| R1 |
0.6593 |
0.6593 |
0.6559 |
0.6616 |
| PP |
0.6501 |
0.6501 |
0.6501 |
0.6513 |
| S1 |
0.6455 |
0.6455 |
0.6533 |
0.6478 |
| S2 |
0.6363 |
0.6363 |
0.6521 |
|
| S3 |
0.6225 |
0.6317 |
0.6508 |
|
| S4 |
0.6087 |
0.6179 |
0.6470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6548 |
0.6410 |
0.0138 |
2.1% |
0.0025 |
0.4% |
99% |
False |
False |
3 |
| 10 |
0.6548 |
0.6388 |
0.0161 |
2.5% |
0.0017 |
0.3% |
99% |
False |
False |
5 |
| 20 |
0.6550 |
0.6353 |
0.0197 |
3.0% |
0.0016 |
0.2% |
98% |
False |
False |
8 |
| 40 |
0.6552 |
0.6345 |
0.0207 |
3.2% |
0.0022 |
0.3% |
97% |
False |
False |
6 |
| 60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0020 |
0.3% |
94% |
False |
False |
5 |
| 80 |
0.6778 |
0.6345 |
0.0433 |
6.6% |
0.0017 |
0.3% |
46% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6787 |
|
2.618 |
0.6695 |
|
1.618 |
0.6638 |
|
1.000 |
0.6604 |
|
0.618 |
0.6582 |
|
HIGH |
0.6547 |
|
0.618 |
0.6525 |
|
0.500 |
0.6519 |
|
0.382 |
0.6512 |
|
LOW |
0.6491 |
|
0.618 |
0.6456 |
|
1.000 |
0.6434 |
|
1.618 |
0.6399 |
|
2.618 |
0.6343 |
|
4.250 |
0.6250 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6537 |
0.6537 |
| PP |
0.6528 |
0.6528 |
| S1 |
0.6519 |
0.6519 |
|