CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6564 |
0.6596 |
0.0032 |
0.5% |
0.6410 |
| High |
0.6598 |
0.6612 |
0.0014 |
0.2% |
0.6548 |
| Low |
0.6564 |
0.6587 |
0.0023 |
0.4% |
0.6410 |
| Close |
0.6598 |
0.6593 |
-0.0005 |
-0.1% |
0.6546 |
| Range |
0.0034 |
0.0025 |
-0.0010 |
-27.9% |
0.0138 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
92 |
21 |
-71 |
-77.2% |
18 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6671 |
0.6656 |
0.6606 |
|
| R3 |
0.6646 |
0.6632 |
0.6600 |
|
| R2 |
0.6622 |
0.6622 |
0.6597 |
|
| R1 |
0.6607 |
0.6607 |
0.6595 |
0.6602 |
| PP |
0.6597 |
0.6597 |
0.6597 |
0.6595 |
| S1 |
0.6583 |
0.6583 |
0.6591 |
0.6578 |
| S2 |
0.6573 |
0.6573 |
0.6589 |
|
| S3 |
0.6548 |
0.6558 |
0.6586 |
|
| S4 |
0.6524 |
0.6534 |
0.6580 |
|
|
| 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 |
0.6612 |
0.6491 |
0.0121 |
1.8% |
0.0027 |
0.4% |
85% |
True |
False |
25 |
| 10 |
0.6612 |
0.6388 |
0.0224 |
3.4% |
0.0019 |
0.3% |
92% |
True |
False |
14 |
| 20 |
0.6612 |
0.6353 |
0.0259 |
3.9% |
0.0018 |
0.3% |
93% |
True |
False |
13 |
| 40 |
0.6612 |
0.6345 |
0.0267 |
4.0% |
0.0023 |
0.4% |
93% |
True |
False |
9 |
| 60 |
0.6612 |
0.6345 |
0.0267 |
4.0% |
0.0021 |
0.3% |
93% |
True |
False |
6 |
| 80 |
0.6702 |
0.6345 |
0.0357 |
5.4% |
0.0017 |
0.3% |
69% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6716 |
|
2.618 |
0.6676 |
|
1.618 |
0.6651 |
|
1.000 |
0.6636 |
|
0.618 |
0.6627 |
|
HIGH |
0.6612 |
|
0.618 |
0.6602 |
|
0.500 |
0.6599 |
|
0.382 |
0.6596 |
|
LOW |
0.6587 |
|
0.618 |
0.6572 |
|
1.000 |
0.6563 |
|
1.618 |
0.6547 |
|
2.618 |
0.6523 |
|
4.250 |
0.6483 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6599 |
0.6579 |
| PP |
0.6597 |
0.6565 |
| S1 |
0.6595 |
0.6551 |
|