CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6610 |
0.6686 |
0.0076 |
1.1% |
0.6564 |
High |
0.6643 |
0.6686 |
0.0044 |
0.7% |
0.6624 |
Low |
0.6610 |
0.6686 |
0.0076 |
1.1% |
0.6561 |
Close |
0.6643 |
0.6686 |
0.0044 |
0.7% |
0.6624 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0063 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.5% |
0.0000 |
Volume |
20 |
0 |
-20 |
-100.0% |
179 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6686 |
0.6686 |
0.6686 |
|
R3 |
0.6686 |
0.6686 |
0.6686 |
|
R2 |
0.6686 |
0.6686 |
0.6686 |
|
R1 |
0.6686 |
0.6686 |
0.6686 |
0.6686 |
PP |
0.6686 |
0.6686 |
0.6686 |
0.6686 |
S1 |
0.6686 |
0.6686 |
0.6686 |
0.6686 |
S2 |
0.6686 |
0.6686 |
0.6686 |
|
S3 |
0.6686 |
0.6686 |
0.6686 |
|
S4 |
0.6686 |
0.6686 |
0.6686 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6790 |
0.6769 |
0.6658 |
|
R3 |
0.6728 |
0.6707 |
0.6641 |
|
R2 |
0.6665 |
0.6665 |
0.6635 |
|
R1 |
0.6644 |
0.6644 |
0.6629 |
0.6655 |
PP |
0.6603 |
0.6603 |
0.6603 |
0.6608 |
S1 |
0.6582 |
0.6582 |
0.6618 |
0.6592 |
S2 |
0.6540 |
0.6540 |
0.6612 |
|
S3 |
0.6478 |
0.6519 |
0.6606 |
|
S4 |
0.6415 |
0.6457 |
0.6589 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6686 |
0.6561 |
0.0125 |
1.9% |
0.0026 |
0.4% |
100% |
True |
False |
21 |
10 |
0.6686 |
0.6491 |
0.0196 |
2.9% |
0.0028 |
0.4% |
100% |
True |
False |
21 |
20 |
0.6686 |
0.6382 |
0.0304 |
4.5% |
0.0022 |
0.3% |
100% |
True |
False |
17 |
40 |
0.6686 |
0.6345 |
0.0341 |
5.1% |
0.0022 |
0.3% |
100% |
True |
False |
10 |
60 |
0.6686 |
0.6345 |
0.0341 |
5.1% |
0.0022 |
0.3% |
100% |
True |
False |
8 |
80 |
0.6686 |
0.6345 |
0.0341 |
5.1% |
0.0018 |
0.3% |
100% |
True |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6686 |
2.618 |
0.6686 |
1.618 |
0.6686 |
1.000 |
0.6686 |
0.618 |
0.6686 |
HIGH |
0.6686 |
0.618 |
0.6686 |
0.500 |
0.6686 |
0.382 |
0.6686 |
LOW |
0.6686 |
0.618 |
0.6686 |
1.000 |
0.6686 |
1.618 |
0.6686 |
2.618 |
0.6686 |
4.250 |
0.6686 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6686 |
0.6668 |
PP |
0.6686 |
0.6650 |
S1 |
0.6686 |
0.6633 |
|