CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6610 |
0.6675 |
0.0066 |
1.0% |
0.6587 |
| High |
0.6680 |
0.6694 |
0.0014 |
0.2% |
0.6681 |
| Low |
0.6603 |
0.6608 |
0.0006 |
0.1% |
0.6571 |
| Close |
0.6675 |
0.6621 |
-0.0054 |
-0.8% |
0.6675 |
| Range |
0.0078 |
0.0086 |
0.0008 |
10.3% |
0.0110 |
| ATR |
0.0066 |
0.0068 |
0.0001 |
2.1% |
0.0000 |
| Volume |
133,659 |
114,204 |
-19,455 |
-14.6% |
587,910 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6897 |
0.6844 |
0.6668 |
|
| R3 |
0.6812 |
0.6759 |
0.6644 |
|
| R2 |
0.6726 |
0.6726 |
0.6636 |
|
| R1 |
0.6673 |
0.6673 |
0.6628 |
0.6657 |
| PP |
0.6641 |
0.6641 |
0.6641 |
0.6633 |
| S1 |
0.6588 |
0.6588 |
0.6613 |
0.6572 |
| S2 |
0.6555 |
0.6555 |
0.6605 |
|
| S3 |
0.6470 |
0.6502 |
0.6597 |
|
| S4 |
0.6384 |
0.6417 |
0.6573 |
|
|
| 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 |
0.6694 |
0.6574 |
0.0120 |
1.8% |
0.0077 |
1.2% |
39% |
True |
False |
124,105 |
| 10 |
0.6694 |
0.6507 |
0.0187 |
2.8% |
0.0064 |
1.0% |
61% |
True |
False |
108,536 |
| 20 |
0.6694 |
0.6328 |
0.0366 |
5.5% |
0.0068 |
1.0% |
80% |
True |
False |
110,355 |
| 40 |
0.6694 |
0.6281 |
0.0413 |
6.2% |
0.0065 |
1.0% |
82% |
True |
False |
108,912 |
| 60 |
0.6694 |
0.6281 |
0.0413 |
6.2% |
0.0064 |
1.0% |
82% |
True |
False |
109,863 |
| 80 |
0.6694 |
0.6281 |
0.0413 |
6.2% |
0.0063 |
0.9% |
82% |
True |
False |
83,069 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0063 |
1.0% |
53% |
False |
False |
66,509 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0064 |
1.0% |
53% |
False |
False |
55,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7057 |
|
2.618 |
0.6917 |
|
1.618 |
0.6832 |
|
1.000 |
0.6779 |
|
0.618 |
0.6746 |
|
HIGH |
0.6694 |
|
0.618 |
0.6661 |
|
0.500 |
0.6651 |
|
0.382 |
0.6641 |
|
LOW |
0.6608 |
|
0.618 |
0.6555 |
|
1.000 |
0.6523 |
|
1.618 |
0.6470 |
|
2.618 |
0.6384 |
|
4.250 |
0.6245 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6651 |
0.6634 |
| PP |
0.6641 |
0.6629 |
| S1 |
0.6631 |
0.6625 |
|