CME Australian Dollar Future March 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 |
0.6541 |
0.6518 |
-0.0023 |
-0.4% |
0.6367 |
| High |
0.6549 |
0.6528 |
-0.0021 |
-0.3% |
0.6545 |
| Low |
0.6513 |
0.6430 |
-0.0083 |
-1.3% |
0.6344 |
| Close |
0.6518 |
0.6457 |
-0.0061 |
-0.9% |
0.6544 |
| Range |
0.0036 |
0.0098 |
0.0062 |
172.2% |
0.0201 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.2% |
0.0000 |
| Volume |
95 |
242 |
147 |
154.7% |
594 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6709 |
0.6511 |
|
| R3 |
0.6668 |
0.6611 |
0.6484 |
|
| R2 |
0.6570 |
0.6570 |
0.6475 |
|
| R1 |
0.6513 |
0.6513 |
0.6466 |
0.6493 |
| PP |
0.6472 |
0.6472 |
0.6472 |
0.6461 |
| S1 |
0.6415 |
0.6415 |
0.6448 |
0.6395 |
| S2 |
0.6374 |
0.6374 |
0.6439 |
|
| S3 |
0.6276 |
0.6317 |
0.6430 |
|
| S4 |
0.6178 |
0.6219 |
0.6403 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7012 |
0.6654 |
|
| R3 |
0.6878 |
0.6811 |
0.6599 |
|
| R2 |
0.6678 |
0.6678 |
0.6580 |
|
| R1 |
0.6611 |
0.6611 |
0.6562 |
0.6644 |
| PP |
0.6477 |
0.6477 |
0.6477 |
0.6494 |
| S1 |
0.6410 |
0.6410 |
0.6525 |
0.6444 |
| S2 |
0.6277 |
0.6277 |
0.6507 |
|
| S3 |
0.6076 |
0.6210 |
0.6488 |
|
| S4 |
0.5876 |
0.6009 |
0.6433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6549 |
0.6352 |
0.0197 |
3.0% |
0.0072 |
1.1% |
53% |
False |
False |
158 |
| 10 |
0.6549 |
0.6300 |
0.0249 |
3.8% |
0.0065 |
1.0% |
63% |
False |
False |
128 |
| 20 |
0.6549 |
0.6300 |
0.0249 |
3.8% |
0.0057 |
0.9% |
63% |
False |
False |
103 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0052 |
0.8% |
63% |
False |
False |
65 |
| 60 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0041 |
0.6% |
63% |
False |
False |
45 |
| 80 |
0.6861 |
0.6300 |
0.0561 |
8.7% |
0.0035 |
0.5% |
28% |
False |
False |
34 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0030 |
0.5% |
25% |
False |
False |
27 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.9% |
0.0027 |
0.4% |
25% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6945 |
|
2.618 |
0.6785 |
|
1.618 |
0.6687 |
|
1.000 |
0.6626 |
|
0.618 |
0.6589 |
|
HIGH |
0.6528 |
|
0.618 |
0.6491 |
|
0.500 |
0.6479 |
|
0.382 |
0.6467 |
|
LOW |
0.6430 |
|
0.618 |
0.6369 |
|
1.000 |
0.6332 |
|
1.618 |
0.6271 |
|
2.618 |
0.6173 |
|
4.250 |
0.6014 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6479 |
0.6489 |
| PP |
0.6472 |
0.6479 |
| S1 |
0.6464 |
0.6468 |
|