CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6366 |
0.6383 |
0.0017 |
0.3% |
0.6517 |
| High |
0.6398 |
0.6519 |
0.0121 |
1.9% |
0.6533 |
| Low |
0.6359 |
0.6328 |
-0.0031 |
-0.5% |
0.6346 |
| Close |
0.6387 |
0.6515 |
0.0128 |
2.0% |
0.6363 |
| Range |
0.0040 |
0.0191 |
0.0152 |
383.5% |
0.0187 |
| ATR |
0.0062 |
0.0071 |
0.0009 |
15.0% |
0.0000 |
| Volume |
65,783 |
138,374 |
72,591 |
110.3% |
530,238 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7027 |
0.6962 |
0.6620 |
|
| R3 |
0.6836 |
0.6771 |
0.6568 |
|
| R2 |
0.6645 |
0.6645 |
0.6550 |
|
| R1 |
0.6580 |
0.6580 |
0.6533 |
0.6613 |
| PP |
0.6454 |
0.6454 |
0.6454 |
0.6470 |
| S1 |
0.6389 |
0.6389 |
0.6497 |
0.6422 |
| S2 |
0.6263 |
0.6263 |
0.6480 |
|
| S3 |
0.6072 |
0.6198 |
0.6462 |
|
| S4 |
0.5881 |
0.6007 |
0.6410 |
|
|
| 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 |
0.6519 |
0.6328 |
0.0191 |
2.9% |
0.0075 |
1.2% |
98% |
True |
True |
96,346 |
| 10 |
0.6533 |
0.6328 |
0.0205 |
3.1% |
0.0076 |
1.2% |
91% |
False |
True |
117,200 |
| 20 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0067 |
1.0% |
93% |
False |
False |
109,726 |
| 40 |
0.6533 |
0.6281 |
0.0252 |
3.9% |
0.0067 |
1.0% |
93% |
False |
False |
113,369 |
| 60 |
0.6547 |
0.6281 |
0.0267 |
4.1% |
0.0063 |
1.0% |
88% |
False |
False |
86,171 |
| 80 |
0.6851 |
0.6281 |
0.0571 |
8.8% |
0.0064 |
1.0% |
41% |
False |
False |
64,714 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0063 |
1.0% |
36% |
False |
False |
51,804 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0060 |
0.9% |
36% |
False |
False |
43,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7331 |
|
2.618 |
0.7019 |
|
1.618 |
0.6828 |
|
1.000 |
0.6710 |
|
0.618 |
0.6637 |
|
HIGH |
0.6519 |
|
0.618 |
0.6446 |
|
0.500 |
0.6424 |
|
0.382 |
0.6401 |
|
LOW |
0.6328 |
|
0.618 |
0.6210 |
|
1.000 |
0.6137 |
|
1.618 |
0.6019 |
|
2.618 |
0.5828 |
|
4.250 |
0.5516 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6485 |
0.6485 |
| PP |
0.6454 |
0.6454 |
| S1 |
0.6424 |
0.6424 |
|