CME Australian Dollar Future March 2024

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	0.6387	0.6383	-0.0004	-0.1%	0.6541
High	0.6390	0.6409	0.0019	0.3%	0.6549
Low	0.6363	0.6378	0.0015	0.2%	0.6363
Close	0.6380	0.6405	0.0025	0.4%	0.6380
Range	0.0027	0.0031	0.0004	14.8%	0.0186
ATR	0.0057	0.0055	-0.0002	-3.3%	0.0000
Volume	210	75	-135	-64.3%	901

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6490	0.6478	0.6422
R3	0.6459	0.6447	0.6413
R2	0.6428	0.6428	0.6410
R1	0.6416	0.6416	0.6407	0.6422
PP	0.6397	0.6397	0.6397	0.6400
S1	0.6385	0.6385	0.6402	0.6391
S2	0.6366	0.6366	0.6399
S3	0.6335	0.6354	0.6396
S4	0.6304	0.6323	0.6387

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6987	0.6869	0.6482
R3	0.6801	0.6683	0.6431
R2	0.6616	0.6616	0.6414
R1	0.6498	0.6498	0.6397	0.6464
PP	0.6430	0.6430	0.6430	0.6414
S1	0.6312	0.6312	0.6362	0.6279
S2	0.6245	0.6245	0.6345
S3	0.6059	0.6127	0.6328
S4	0.5874	0.5941	0.6277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6528	0.6363	0.0165	2.6%	0.0053	0.8%	25%	False	False	176
10	0.6549	0.6344	0.0205	3.2%	0.0058	0.9%	30%	False	False	151
20	0.6549	0.6300	0.0249	3.9%	0.0054	0.8%	42%	False	False	120
40	0.6550	0.6300	0.0250	3.9%	0.0054	0.8%	42%	False	False	80
60	0.6550	0.6300	0.0250	3.9%	0.0043	0.7%	42%	False	False	56
80	0.6830	0.6300	0.0530	8.3%	0.0036	0.6%	20%	False	False	42
100	0.6938	0.6300	0.0638	10.0%	0.0032	0.5%	16%	False	False	34
120	0.6938	0.6300	0.0638	10.0%	0.0028	0.4%	16%	False	False	28

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6540
2.618	0.6490
1.618	0.6459
1.000	0.6440
0.618	0.6428
HIGH	0.6409
0.618	0.6397
0.500	0.6393
0.382	0.6389
LOW	0.6378
0.618	0.6358
1.000	0.6347
1.618	0.6327
2.618	0.6296
4.250	0.6246

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	0.6401	0.6407
PP	0.6397	0.6406
S1	0.6393	0.6405

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