CME Australian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	0.6373	0.6366	-0.0007	-0.1%	0.6517
High	0.6374	0.6398	0.0025	0.4%	0.6533
Low	0.6346	0.6359	0.0013	0.2%	0.6346
Close	0.6363	0.6387	0.0025	0.4%	0.6363
Range	0.0028	0.0040	0.0012	41.1%	0.0187
ATR	0.0063	0.0062	-0.0002	-2.7%	0.0000
Volume	99,424	65,783	-33,641	-33.8%	530,238

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6500	0.6483	0.6409
R3	0.6460	0.6443	0.6398
R2	0.6421	0.6421	0.6394
R1	0.6404	0.6404	0.6391	0.6412
PP	0.6381	0.6381	0.6381	0.6385
S1	0.6364	0.6364	0.6383	0.6373
S2	0.6342	0.6342	0.6380
S3	0.6302	0.6325	0.6376
S4	0.6263	0.6285	0.6365

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6975	0.6856	0.6465
R3	0.6788	0.6669	0.6414
R2	0.6601	0.6601	0.6397
R1	0.6482	0.6482	0.6380	0.6448
PP	0.6414	0.6414	0.6414	0.6397
S1	0.6295	0.6295	0.6345	0.6261
S2	0.6227	0.6227	0.6328
S3	0.6040	0.6108	0.6311
S4	0.5853	0.5921	0.6260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6520	0.6346	0.0174	2.7%	0.0059	0.9%	24%	False	False	96,311
10	0.6533	0.6325	0.0208	3.3%	0.0063	1.0%	30%	False	False	115,091
20	0.6533	0.6281	0.0252	3.9%	0.0060	0.9%	42%	False	False	108,054
40	0.6533	0.6281	0.0252	3.9%	0.0063	1.0%	42%	False	False	112,344
60	0.6547	0.6281	0.0267	4.2%	0.0061	1.0%	40%	False	False	83,868
80	0.6851	0.6281	0.0571	8.9%	0.0062	1.0%	19%	False	False	62,987
100	0.6928	0.6281	0.0647	10.1%	0.0062	1.0%	16%	False	False	50,421
120	0.6928	0.6281	0.0647	10.1%	0.0059	0.9%	16%	False	False	42,022

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

Fibonacci Retracements and Extensions
4.250	0.6566
2.618	0.6501
1.618	0.6462
1.000	0.6438
0.618	0.6422
HIGH	0.6398
0.618	0.6383
0.500	0.6378
0.382	0.6374
LOW	0.6359
0.618	0.6334
1.000	0.6319
1.618	0.6295
2.618	0.6255
4.250	0.6191

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	0.6384	0.6391
PP	0.6381	0.6389
S1	0.6378	0.6388

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