CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6623 |
0.6556 |
-0.0068 |
-1.0% |
0.6587 |
| High |
0.6625 |
0.6600 |
-0.0025 |
-0.4% |
0.6681 |
| Low |
0.6547 |
0.6550 |
0.0003 |
0.0% |
0.6571 |
| Close |
0.6554 |
0.6557 |
0.0003 |
0.0% |
0.6675 |
| Range |
0.0078 |
0.0050 |
-0.0028 |
-35.5% |
0.0110 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
124,192 |
87,159 |
-37,033 |
-29.8% |
587,910 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6719 |
0.6688 |
0.6584 |
|
| R3 |
0.6669 |
0.6638 |
0.6570 |
|
| R2 |
0.6619 |
0.6619 |
0.6566 |
|
| R1 |
0.6588 |
0.6588 |
0.6561 |
0.6603 |
| PP |
0.6569 |
0.6569 |
0.6569 |
0.6577 |
| S1 |
0.6538 |
0.6538 |
0.6552 |
0.6553 |
| S2 |
0.6519 |
0.6519 |
0.6547 |
|
| S3 |
0.6469 |
0.6488 |
0.6543 |
|
| S4 |
0.6419 |
0.6438 |
0.6529 |
|
|
| 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 |
0.6547 |
0.0147 |
2.2% |
0.0074 |
1.1% |
6% |
False |
False |
121,077 |
| 10 |
0.6694 |
0.6526 |
0.0168 |
2.6% |
0.0066 |
1.0% |
18% |
False |
False |
110,298 |
| 20 |
0.6694 |
0.6328 |
0.0366 |
5.6% |
0.0067 |
1.0% |
63% |
False |
False |
108,289 |
| 40 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0065 |
1.0% |
67% |
False |
False |
109,252 |
| 60 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0064 |
1.0% |
67% |
False |
False |
112,050 |
| 80 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0063 |
1.0% |
67% |
False |
False |
85,698 |
| 100 |
0.6877 |
0.6281 |
0.0597 |
9.1% |
0.0063 |
1.0% |
46% |
False |
False |
68,619 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0063 |
1.0% |
43% |
False |
False |
57,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6813 |
|
2.618 |
0.6731 |
|
1.618 |
0.6681 |
|
1.000 |
0.6650 |
|
0.618 |
0.6631 |
|
HIGH |
0.6600 |
|
0.618 |
0.6581 |
|
0.500 |
0.6575 |
|
0.382 |
0.6569 |
|
LOW |
0.6550 |
|
0.618 |
0.6519 |
|
1.000 |
0.6500 |
|
1.618 |
0.6469 |
|
2.618 |
0.6419 |
|
4.250 |
0.6338 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6575 |
0.6620 |
| PP |
0.6569 |
0.6599 |
| S1 |
0.6563 |
0.6578 |
|