CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6675 |
0.6630 |
-0.0045 |
-0.7% |
0.6564 |
| High |
0.6675 |
0.6658 |
-0.0017 |
-0.3% |
0.6624 |
| Low |
0.6646 |
0.6630 |
-0.0016 |
-0.2% |
0.6561 |
| Close |
0.6657 |
0.6641 |
-0.0016 |
-0.2% |
0.6624 |
| Range |
0.0029 |
0.0028 |
-0.0001 |
-3.4% |
0.0063 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
56 |
132 |
76 |
135.7% |
179 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6727 |
0.6712 |
0.6656 |
|
| R3 |
0.6699 |
0.6684 |
0.6649 |
|
| R2 |
0.6671 |
0.6671 |
0.6646 |
|
| R1 |
0.6656 |
0.6656 |
0.6644 |
0.6664 |
| PP |
0.6643 |
0.6643 |
0.6643 |
0.6647 |
| S1 |
0.6628 |
0.6628 |
0.6638 |
0.6636 |
| S2 |
0.6615 |
0.6615 |
0.6636 |
|
| S3 |
0.6587 |
0.6600 |
0.6633 |
|
| S4 |
0.6559 |
0.6572 |
0.6626 |
|
|
| 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 |
0.6579 |
0.0107 |
1.6% |
0.0027 |
0.4% |
58% |
False |
False |
52 |
| 10 |
0.6686 |
0.6491 |
0.0196 |
2.9% |
0.0029 |
0.4% |
77% |
False |
False |
39 |
| 20 |
0.6686 |
0.6388 |
0.0299 |
4.5% |
0.0024 |
0.4% |
85% |
False |
False |
27 |
| 40 |
0.6686 |
0.6345 |
0.0341 |
5.1% |
0.0022 |
0.3% |
87% |
False |
False |
15 |
| 60 |
0.6686 |
0.6345 |
0.0341 |
5.1% |
0.0021 |
0.3% |
87% |
False |
False |
11 |
| 80 |
0.6686 |
0.6345 |
0.0341 |
5.1% |
0.0019 |
0.3% |
87% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6777 |
|
2.618 |
0.6731 |
|
1.618 |
0.6703 |
|
1.000 |
0.6686 |
|
0.618 |
0.6675 |
|
HIGH |
0.6658 |
|
0.618 |
0.6647 |
|
0.500 |
0.6644 |
|
0.382 |
0.6641 |
|
LOW |
0.6630 |
|
0.618 |
0.6613 |
|
1.000 |
0.6602 |
|
1.618 |
0.6585 |
|
2.618 |
0.6557 |
|
4.250 |
0.6511 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6644 |
0.6658 |
| PP |
0.6643 |
0.6652 |
| S1 |
0.6642 |
0.6647 |
|