CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	0.6347	0.6408	0.0061	1.0%	0.6326
High	0.6409	0.6465	0.0056	0.9%	0.6412
Low	0.6328	0.6407	0.0079	1.2%	0.6281
Close	0.6388	0.6440	0.0052	0.8%	0.6346
Range	0.0081	0.0059	-0.0023	-27.8%	0.0131
ATR	0.0062	0.0063	0.0001	1.8%	0.0000
Volume	144,210	150,693	6,483	4.5%	552,083

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6613	0.6585	0.6472
R3	0.6554	0.6526	0.6456
R2	0.6496	0.6496	0.6450
R1	0.6468	0.6468	0.6445	0.6482
PP	0.6437	0.6437	0.6437	0.6444
S1	0.6409	0.6409	0.6434	0.6423
S2	0.6379	0.6379	0.6429
S3	0.6320	0.6351	0.6423
S4	0.6262	0.6292	0.6407

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6739	0.6673	0.6418
R3	0.6608	0.6542	0.6382
R2	0.6477	0.6477	0.6370
R1	0.6411	0.6411	0.6358	0.6444
PP	0.6346	0.6346	0.6346	0.6362
S1	0.6280	0.6280	0.6333	0.6313
S2	0.6215	0.6215	0.6321
S3	0.6084	0.6149	0.6309
S4	0.5953	0.6018	0.6273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6465	0.6325	0.0141	2.2%	0.0060	0.9%	82%	True	False	118,468
10	0.6465	0.6281	0.0185	2.9%	0.0059	0.9%	86%	True	False	111,717
20	0.6465	0.6281	0.0185	2.9%	0.0062	1.0%	86%	True	False	107,324
40	0.6531	0.6281	0.0250	3.9%	0.0060	0.9%	64%	False	False	106,451
60	0.6642	0.6281	0.0362	5.6%	0.0061	0.9%	44%	False	False	71,598
80	0.6928	0.6281	0.0647	10.0%	0.0062	1.0%	25%	False	False	53,766
100	0.6928	0.6281	0.0647	10.0%	0.0062	1.0%	25%	False	False	43,038
120	0.6928	0.6281	0.0647	10.0%	0.0056	0.9%	25%	False	False	35,866

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6714
2.618	0.6618
1.618	0.6560
1.000	0.6524
0.618	0.6501
HIGH	0.6465
0.618	0.6443
0.500	0.6436
0.382	0.6429
LOW	0.6407
0.618	0.6370
1.000	0.6348
1.618	0.6312
2.618	0.6253
4.250	0.6158

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	0.6438	0.6425
PP	0.6437	0.6410
S1	0.6436	0.6395

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols