CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6552 |
0.6601 |
0.0050 |
0.8% |
0.6675 |
| High |
0.6622 |
0.6622 |
-0.0001 |
0.0% |
0.6694 |
| Low |
0.6528 |
0.6560 |
0.0033 |
0.5% |
0.6528 |
| Close |
0.6606 |
0.6582 |
-0.0024 |
-0.4% |
0.6582 |
| Range |
0.0095 |
0.0062 |
-0.0033 |
-34.9% |
0.0166 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
121,832 |
100,601 |
-21,231 |
-17.4% |
547,988 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6772 |
0.6739 |
0.6616 |
|
| R3 |
0.6711 |
0.6677 |
0.6599 |
|
| R2 |
0.6649 |
0.6649 |
0.6593 |
|
| R1 |
0.6616 |
0.6616 |
0.6588 |
0.6602 |
| PP |
0.6588 |
0.6588 |
0.6588 |
0.6581 |
| S1 |
0.6554 |
0.6554 |
0.6576 |
0.6540 |
| S2 |
0.6526 |
0.6526 |
0.6571 |
|
| S3 |
0.6465 |
0.6493 |
0.6565 |
|
| S4 |
0.6403 |
0.6431 |
0.6548 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7099 |
0.7007 |
0.6673 |
|
| R3 |
0.6933 |
0.6841 |
0.6628 |
|
| R2 |
0.6767 |
0.6767 |
0.6612 |
|
| R1 |
0.6675 |
0.6675 |
0.6597 |
0.6638 |
| PP |
0.6601 |
0.6601 |
0.6601 |
0.6583 |
| S1 |
0.6509 |
0.6509 |
0.6567 |
0.6472 |
| S2 |
0.6435 |
0.6435 |
0.6552 |
|
| S3 |
0.6269 |
0.6343 |
0.6536 |
|
| S4 |
0.6103 |
0.6177 |
0.6491 |
|
|
| 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% |
0.0074 |
1.1% |
33% |
False |
False |
109,597 |
| 10 |
0.6694 |
0.6528 |
0.0166 |
2.5% |
0.0071 |
1.1% |
33% |
False |
False |
113,589 |
| 20 |
0.6694 |
0.6328 |
0.0366 |
5.6% |
0.0068 |
1.0% |
69% |
False |
False |
110,503 |
| 40 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0065 |
1.0% |
73% |
False |
False |
109,942 |
| 60 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0065 |
1.0% |
73% |
False |
False |
111,723 |
| 80 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0063 |
1.0% |
73% |
False |
False |
88,469 |
| 100 |
0.6877 |
0.6281 |
0.0597 |
9.1% |
0.0064 |
1.0% |
51% |
False |
False |
70,841 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.8% |
0.0064 |
1.0% |
47% |
False |
False |
59,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6883 |
|
2.618 |
0.6783 |
|
1.618 |
0.6721 |
|
1.000 |
0.6683 |
|
0.618 |
0.6660 |
|
HIGH |
0.6622 |
|
0.618 |
0.6598 |
|
0.500 |
0.6591 |
|
0.382 |
0.6583 |
|
LOW |
0.6560 |
|
0.618 |
0.6522 |
|
1.000 |
0.6499 |
|
1.618 |
0.6460 |
|
2.618 |
0.6399 |
|
4.250 |
0.6299 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6591 |
0.6580 |
| PP |
0.6588 |
0.6577 |
| S1 |
0.6585 |
0.6575 |
|