CME Australian Dollar Future March 2024

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	0.6383	0.6402	0.0019	0.3%	0.6541
High	0.6409	0.6536	0.0128	2.0%	0.6549
Low	0.6378	0.6350	-0.0028	-0.4%	0.6363
Close	0.6405	0.6532	0.0128	2.0%	0.6380
Range	0.0031	0.0186	0.0155	500.0%	0.0186
ATR	0.0055	0.0064	0.0009	17.0%	0.0000
Volume	75	475	400	533.3%	901

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7031	0.6967	0.6634
R3	0.6845	0.6781	0.6583
R2	0.6659	0.6659	0.6566
R1	0.6595	0.6595	0.6549	0.6627
PP	0.6473	0.6473	0.6473	0.6489
S1	0.6409	0.6409	0.6515	0.6441
S2	0.6287	0.6287	0.6498
S3	0.6101	0.6223	0.6481
S4	0.5915	0.6037	0.6430

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	0.6536	0.6350	0.0186	2.8%	0.0071	1.1%	98%	True	True	222
10	0.6549	0.6350	0.0199	3.0%	0.0071	1.1%	92%	False	True	190
20	0.6549	0.6300	0.0249	3.8%	0.0062	0.9%	93%	False	False	141
40	0.6550	0.6300	0.0250	3.8%	0.0058	0.9%	93%	False	False	91
60	0.6550	0.6300	0.0250	3.8%	0.0046	0.7%	93%	False	False	64
80	0.6830	0.6300	0.0530	8.1%	0.0039	0.6%	44%	False	False	48
100	0.6938	0.6300	0.0638	9.8%	0.0033	0.5%	36%	False	False	38
120	0.6938	0.6300	0.0638	9.8%	0.0030	0.5%	36%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	0.7327
2.618	0.7023
1.618	0.6837
1.000	0.6722
0.618	0.6651
HIGH	0.6536
0.618	0.6465
0.500	0.6443
0.382	0.6421
LOW	0.6350
0.618	0.6235
1.000	0.6164
1.618	0.6049
2.618	0.5863
4.250	0.5560

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	0.6502	0.6502
PP	0.6473	0.6473
S1	0.6443	0.6443

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