CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6609 |
0.6652 |
0.0043 |
0.7% |
0.6520 |
| High |
0.6670 |
0.6681 |
0.0011 |
0.2% |
0.6596 |
| Low |
0.6601 |
0.6610 |
0.0010 |
0.1% |
0.6507 |
| Close |
0.6657 |
0.6627 |
-0.0030 |
-0.4% |
0.6594 |
| Range |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0090 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.7% |
0.0000 |
| Volume |
104,179 |
122,309 |
18,130 |
17.4% |
383,251 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6851 |
0.6809 |
0.6666 |
|
| R3 |
0.6780 |
0.6739 |
0.6646 |
|
| R2 |
0.6710 |
0.6710 |
0.6640 |
|
| R1 |
0.6668 |
0.6668 |
0.6633 |
0.6654 |
| PP |
0.6639 |
0.6639 |
0.6639 |
0.6632 |
| S1 |
0.6598 |
0.6598 |
0.6621 |
0.6583 |
| S2 |
0.6569 |
0.6569 |
0.6614 |
|
| S3 |
0.6498 |
0.6527 |
0.6608 |
|
| S4 |
0.6428 |
0.6457 |
0.6588 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6834 |
0.6804 |
0.6643 |
|
| R3 |
0.6745 |
0.6714 |
0.6619 |
|
| R2 |
0.6655 |
0.6655 |
0.6610 |
|
| R1 |
0.6625 |
0.6625 |
0.6602 |
0.6640 |
| PP |
0.6566 |
0.6566 |
0.6566 |
0.6573 |
| S1 |
0.6535 |
0.6535 |
0.6586 |
0.6550 |
| S2 |
0.6476 |
0.6476 |
0.6578 |
|
| S3 |
0.6387 |
0.6446 |
0.6569 |
|
| S4 |
0.6297 |
0.6356 |
0.6545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6681 |
0.6526 |
0.0155 |
2.3% |
0.0058 |
0.9% |
65% |
True |
False |
99,518 |
| 10 |
0.6681 |
0.6458 |
0.0223 |
3.4% |
0.0058 |
0.9% |
76% |
True |
False |
107,867 |
| 20 |
0.6681 |
0.6328 |
0.0353 |
5.3% |
0.0067 |
1.0% |
85% |
True |
False |
112,533 |
| 40 |
0.6681 |
0.6281 |
0.0400 |
6.0% |
0.0064 |
1.0% |
87% |
True |
False |
108,657 |
| 60 |
0.6681 |
0.6281 |
0.0400 |
6.0% |
0.0062 |
0.9% |
87% |
True |
False |
103,766 |
| 80 |
0.6681 |
0.6281 |
0.0400 |
6.0% |
0.0062 |
0.9% |
87% |
True |
False |
78,157 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0063 |
1.0% |
54% |
False |
False |
62,575 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0062 |
0.9% |
54% |
False |
False |
52,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6980 |
|
2.618 |
0.6865 |
|
1.618 |
0.6795 |
|
1.000 |
0.6751 |
|
0.618 |
0.6724 |
|
HIGH |
0.6681 |
|
0.618 |
0.6654 |
|
0.500 |
0.6645 |
|
0.382 |
0.6637 |
|
LOW |
0.6610 |
|
0.618 |
0.6566 |
|
1.000 |
0.6540 |
|
1.618 |
0.6496 |
|
2.618 |
0.6425 |
|
4.250 |
0.6310 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6645 |
0.6627 |
| PP |
0.6639 |
0.6626 |
| S1 |
0.6633 |
0.6626 |
|