CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6621 |
0.6610 |
-0.0012 |
-0.2% |
0.6587 |
| High |
0.6654 |
0.6680 |
0.0026 |
0.4% |
0.6681 |
| Low |
0.6574 |
0.6603 |
0.0029 |
0.4% |
0.6571 |
| Close |
0.6612 |
0.6675 |
0.0063 |
0.9% |
0.6675 |
| Range |
0.0080 |
0.0078 |
-0.0003 |
-3.1% |
0.0110 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
| Volume |
146,175 |
133,659 |
-12,516 |
-8.6% |
587,910 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6885 |
0.6857 |
0.6717 |
|
| R3 |
0.6807 |
0.6780 |
0.6696 |
|
| R2 |
0.6730 |
0.6730 |
0.6689 |
|
| R1 |
0.6702 |
0.6702 |
0.6682 |
0.6716 |
| PP |
0.6652 |
0.6652 |
0.6652 |
0.6659 |
| S1 |
0.6625 |
0.6625 |
0.6667 |
0.6639 |
| S2 |
0.6575 |
0.6575 |
0.6660 |
|
| S3 |
0.6497 |
0.6547 |
0.6653 |
|
| S4 |
0.6420 |
0.6470 |
0.6632 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6971 |
0.6932 |
0.6735 |
|
| R3 |
0.6861 |
0.6823 |
0.6705 |
|
| R2 |
0.6752 |
0.6752 |
0.6695 |
|
| R1 |
0.6713 |
0.6713 |
0.6685 |
0.6732 |
| PP |
0.6642 |
0.6642 |
0.6642 |
0.6652 |
| S1 |
0.6604 |
0.6604 |
0.6664 |
0.6623 |
| S2 |
0.6533 |
0.6533 |
0.6654 |
|
| S3 |
0.6423 |
0.6494 |
0.6644 |
|
| S4 |
0.6314 |
0.6385 |
0.6614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6681 |
0.6571 |
0.0110 |
1.6% |
0.0069 |
1.0% |
95% |
False |
False |
117,582 |
| 10 |
0.6681 |
0.6458 |
0.0223 |
3.3% |
0.0062 |
0.9% |
97% |
False |
False |
105,442 |
| 20 |
0.6681 |
0.6328 |
0.0353 |
5.3% |
0.0068 |
1.0% |
98% |
False |
False |
111,780 |
| 40 |
0.6681 |
0.6281 |
0.0400 |
6.0% |
0.0065 |
1.0% |
99% |
False |
False |
109,552 |
| 60 |
0.6681 |
0.6281 |
0.0400 |
6.0% |
0.0063 |
0.9% |
99% |
False |
False |
108,228 |
| 80 |
0.6681 |
0.6281 |
0.0400 |
6.0% |
0.0063 |
0.9% |
99% |
False |
False |
81,644 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.7% |
0.0063 |
0.9% |
61% |
False |
False |
65,369 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.7% |
0.0063 |
0.9% |
61% |
False |
False |
54,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7009 |
|
2.618 |
0.6883 |
|
1.618 |
0.6805 |
|
1.000 |
0.6758 |
|
0.618 |
0.6728 |
|
HIGH |
0.6680 |
|
0.618 |
0.6650 |
|
0.500 |
0.6641 |
|
0.382 |
0.6632 |
|
LOW |
0.6603 |
|
0.618 |
0.6555 |
|
1.000 |
0.6525 |
|
1.618 |
0.6477 |
|
2.618 |
0.6400 |
|
4.250 |
0.6273 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6663 |
0.6659 |
| PP |
0.6652 |
0.6643 |
| S1 |
0.6641 |
0.6627 |
|