CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6525 |
0.6564 |
0.0039 |
0.6% |
0.6410 |
| High |
0.6547 |
0.6598 |
0.0051 |
0.8% |
0.6548 |
| Low |
0.6491 |
0.6564 |
0.0074 |
1.1% |
0.6410 |
| Close |
0.6546 |
0.6598 |
0.0052 |
0.8% |
0.6546 |
| Range |
0.0057 |
0.0034 |
-0.0023 |
-39.8% |
0.0138 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.7% |
0.0000 |
| Volume |
8 |
92 |
84 |
1,050.0% |
18 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6689 |
0.6677 |
0.6617 |
|
| R3 |
0.6655 |
0.6643 |
0.6607 |
|
| R2 |
0.6621 |
0.6621 |
0.6604 |
|
| R1 |
0.6609 |
0.6609 |
0.6601 |
0.6615 |
| PP |
0.6587 |
0.6587 |
0.6587 |
0.6590 |
| S1 |
0.6575 |
0.6575 |
0.6595 |
0.6581 |
| S2 |
0.6553 |
0.6553 |
0.6592 |
|
| S3 |
0.6519 |
0.6541 |
0.6589 |
|
| S4 |
0.6485 |
0.6507 |
0.6579 |
|
|
| 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 |
0.6598 |
0.6491 |
0.0108 |
1.6% |
0.0030 |
0.5% |
100% |
True |
False |
21 |
| 10 |
0.6598 |
0.6388 |
0.0211 |
3.2% |
0.0021 |
0.3% |
100% |
True |
False |
14 |
| 20 |
0.6598 |
0.6353 |
0.0246 |
3.7% |
0.0016 |
0.2% |
100% |
True |
False |
12 |
| 40 |
0.6598 |
0.6345 |
0.0253 |
3.8% |
0.0023 |
0.3% |
100% |
True |
False |
8 |
| 60 |
0.6598 |
0.6345 |
0.0253 |
3.8% |
0.0020 |
0.3% |
100% |
True |
False |
6 |
| 80 |
0.6778 |
0.6345 |
0.0433 |
6.6% |
0.0017 |
0.3% |
58% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6743 |
|
2.618 |
0.6687 |
|
1.618 |
0.6653 |
|
1.000 |
0.6632 |
|
0.618 |
0.6619 |
|
HIGH |
0.6598 |
|
0.618 |
0.6585 |
|
0.500 |
0.6581 |
|
0.382 |
0.6577 |
|
LOW |
0.6564 |
|
0.618 |
0.6543 |
|
1.000 |
0.6530 |
|
1.618 |
0.6509 |
|
2.618 |
0.6475 |
|
4.250 |
0.6420 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6592 |
0.6580 |
| PP |
0.6587 |
0.6562 |
| S1 |
0.6581 |
0.6544 |
|