CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6529 |
0.6502 |
-0.0027 |
-0.4% |
0.6416 |
| High |
0.6529 |
0.6502 |
-0.0027 |
-0.4% |
0.6550 |
| Low |
0.6529 |
0.6465 |
-0.0064 |
-1.0% |
0.6382 |
| Close |
0.6529 |
0.6470 |
-0.0060 |
-0.9% |
0.6556 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0168 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
4.5% |
0.0000 |
| Volume |
0 |
25 |
25 |
|
103 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6590 |
0.6567 |
0.6490 |
|
| R3 |
0.6553 |
0.6530 |
0.6480 |
|
| R2 |
0.6516 |
0.6516 |
0.6476 |
|
| R1 |
0.6493 |
0.6493 |
0.6473 |
0.6486 |
| PP |
0.6479 |
0.6479 |
0.6479 |
0.6475 |
| S1 |
0.6456 |
0.6456 |
0.6466 |
0.6449 |
| S2 |
0.6442 |
0.6442 |
0.6463 |
|
| S3 |
0.6405 |
0.6419 |
0.6459 |
|
| S4 |
0.6368 |
0.6382 |
0.6449 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6998 |
0.6944 |
0.6648 |
|
| R3 |
0.6831 |
0.6777 |
0.6602 |
|
| R2 |
0.6663 |
0.6663 |
0.6586 |
|
| R1 |
0.6609 |
0.6609 |
0.6571 |
0.6636 |
| PP |
0.6496 |
0.6496 |
0.6496 |
0.6509 |
| S1 |
0.6442 |
0.6442 |
0.6540 |
0.6469 |
| S2 |
0.6328 |
0.6328 |
0.6525 |
|
| S3 |
0.6161 |
0.6274 |
0.6509 |
|
| S4 |
0.5993 |
0.6107 |
0.6463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6550 |
0.6418 |
0.0132 |
2.0% |
0.0027 |
0.4% |
39% |
False |
False |
25 |
| 10 |
0.6550 |
0.6353 |
0.0197 |
3.0% |
0.0016 |
0.2% |
59% |
False |
False |
12 |
| 20 |
0.6550 |
0.6345 |
0.0205 |
3.2% |
0.0022 |
0.3% |
61% |
False |
False |
9 |
| 40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0022 |
0.3% |
58% |
False |
False |
6 |
| 60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0019 |
0.3% |
58% |
False |
False |
4 |
| 80 |
0.6869 |
0.6345 |
0.0524 |
8.1% |
0.0015 |
0.2% |
24% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6659 |
|
2.618 |
0.6599 |
|
1.618 |
0.6562 |
|
1.000 |
0.6539 |
|
0.618 |
0.6525 |
|
HIGH |
0.6502 |
|
0.618 |
0.6488 |
|
0.500 |
0.6484 |
|
0.382 |
0.6479 |
|
LOW |
0.6465 |
|
0.618 |
0.6442 |
|
1.000 |
0.6428 |
|
1.618 |
0.6405 |
|
2.618 |
0.6368 |
|
4.250 |
0.6308 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6484 |
0.6506 |
| PP |
0.6479 |
0.6494 |
| S1 |
0.6474 |
0.6482 |
|