CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6556 |
0.6552 |
-0.0004 |
-0.1% |
0.6587 |
| High |
0.6600 |
0.6622 |
0.0022 |
0.3% |
0.6681 |
| Low |
0.6550 |
0.6528 |
-0.0023 |
-0.3% |
0.6571 |
| Close |
0.6557 |
0.6606 |
0.0049 |
0.7% |
0.6675 |
| Range |
0.0050 |
0.0095 |
0.0045 |
89.0% |
0.0110 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.9% |
0.0000 |
| Volume |
87,159 |
121,832 |
34,673 |
39.8% |
587,910 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6869 |
0.6832 |
0.6657 |
|
| R3 |
0.6774 |
0.6737 |
0.6631 |
|
| R2 |
0.6680 |
0.6680 |
0.6623 |
|
| R1 |
0.6643 |
0.6643 |
0.6614 |
0.6661 |
| PP |
0.6585 |
0.6585 |
0.6585 |
0.6594 |
| S1 |
0.6548 |
0.6548 |
0.6597 |
0.6567 |
| S2 |
0.6491 |
0.6491 |
0.6588 |
|
| S3 |
0.6396 |
0.6454 |
0.6580 |
|
| S4 |
0.6302 |
0.6359 |
0.6554 |
|
|
| 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 |
0.6528 |
0.0166 |
2.5% |
0.0077 |
1.2% |
47% |
False |
True |
116,209 |
| 10 |
0.6694 |
0.6528 |
0.0166 |
2.5% |
0.0070 |
1.1% |
47% |
False |
True |
112,683 |
| 20 |
0.6694 |
0.6328 |
0.0366 |
5.5% |
0.0069 |
1.0% |
76% |
False |
False |
110,093 |
| 40 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0066 |
1.0% |
79% |
False |
False |
110,104 |
| 60 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0065 |
1.0% |
79% |
False |
False |
111,463 |
| 80 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0063 |
1.0% |
79% |
False |
False |
87,219 |
| 100 |
0.6877 |
0.6281 |
0.0597 |
9.0% |
0.0064 |
1.0% |
54% |
False |
False |
69,836 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0064 |
1.0% |
50% |
False |
False |
58,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7024 |
|
2.618 |
0.6869 |
|
1.618 |
0.6775 |
|
1.000 |
0.6717 |
|
0.618 |
0.6680 |
|
HIGH |
0.6622 |
|
0.618 |
0.6586 |
|
0.500 |
0.6575 |
|
0.382 |
0.6564 |
|
LOW |
0.6528 |
|
0.618 |
0.6469 |
|
1.000 |
0.6433 |
|
1.618 |
0.6375 |
|
2.618 |
0.6280 |
|
4.250 |
0.6126 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6595 |
0.6596 |
| PP |
0.6585 |
0.6586 |
| S1 |
0.6575 |
0.6576 |
|