CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6479 |
0.6562 |
0.0084 |
1.3% |
0.6423 |
| High |
0.6479 |
0.6556 |
0.0078 |
1.2% |
0.6556 |
| Low |
0.6479 |
0.6562 |
0.0084 |
1.3% |
0.6389 |
| Close |
0.6479 |
0.6562 |
0.0084 |
1.3% |
0.6562 |
| Range |
0.0000 |
-0.0006 |
-0.0006 |
|
0.0167 |
| ATR |
0.0029 |
0.0033 |
0.0004 |
13.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6542 |
0.6546 |
0.6559 |
|
| R3 |
0.6548 |
0.6552 |
0.6560 |
|
| R2 |
0.6554 |
0.6554 |
0.6561 |
|
| R1 |
0.6558 |
0.6558 |
0.6561 |
0.6559 |
| PP |
0.6560 |
0.6560 |
0.6560 |
0.6561 |
| S1 |
0.6564 |
0.6564 |
0.6563 |
0.6565 |
| S2 |
0.6566 |
0.6566 |
0.6563 |
|
| S3 |
0.6572 |
0.6570 |
0.6564 |
|
| S4 |
0.6578 |
0.6576 |
0.6565 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7003 |
0.6950 |
0.6654 |
|
| R3 |
0.6836 |
0.6783 |
0.6608 |
|
| R2 |
0.6669 |
0.6669 |
0.6593 |
|
| R1 |
0.6616 |
0.6616 |
0.6577 |
0.6643 |
| PP |
0.6502 |
0.6502 |
0.6502 |
0.6516 |
| S1 |
0.6449 |
0.6449 |
0.6547 |
0.6476 |
| S2 |
0.6335 |
0.6335 |
0.6531 |
|
| S3 |
0.6168 |
0.6282 |
0.6516 |
|
| S4 |
0.6001 |
0.6115 |
0.6470 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6531 |
|
2.618 |
0.6540 |
|
1.618 |
0.6546 |
|
1.000 |
0.6550 |
|
0.618 |
0.6552 |
|
HIGH |
0.6556 |
|
0.618 |
0.6558 |
|
0.500 |
0.6559 |
|
0.382 |
0.6560 |
|
LOW |
0.6562 |
|
0.618 |
0.6566 |
|
1.000 |
0.6568 |
|
1.618 |
0.6572 |
|
2.618 |
0.6578 |
|
4.250 |
0.6588 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6561 |
0.6538 |
| PP |
0.6560 |
0.6515 |
| S1 |
0.6559 |
0.6491 |
|