CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6577 |
0.6568 |
-0.0010 |
-0.1% |
0.6675 |
| High |
0.6585 |
0.6614 |
0.0029 |
0.4% |
0.6694 |
| Low |
0.6552 |
0.6541 |
-0.0011 |
-0.2% |
0.6528 |
| Close |
0.6568 |
0.6557 |
-0.0011 |
-0.2% |
0.6582 |
| Range |
0.0034 |
0.0073 |
0.0040 |
117.9% |
0.0166 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.8% |
0.0000 |
| Volume |
81,782 |
174,603 |
92,821 |
113.5% |
547,988 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6790 |
0.6746 |
0.6597 |
|
| R3 |
0.6717 |
0.6673 |
0.6577 |
|
| R2 |
0.6644 |
0.6644 |
0.6570 |
|
| R1 |
0.6600 |
0.6600 |
0.6563 |
0.6585 |
| PP |
0.6571 |
0.6571 |
0.6571 |
0.6563 |
| S1 |
0.6527 |
0.6527 |
0.6550 |
0.6512 |
| S2 |
0.6498 |
0.6498 |
0.6543 |
|
| S3 |
0.6425 |
0.6454 |
0.6536 |
|
| S4 |
0.6352 |
0.6381 |
0.6516 |
|
|
| 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 |
0.6622 |
0.6528 |
0.0095 |
1.4% |
0.0063 |
1.0% |
31% |
False |
False |
113,195 |
| 10 |
0.6694 |
0.6528 |
0.0166 |
2.5% |
0.0070 |
1.1% |
17% |
False |
False |
120,651 |
| 20 |
0.6694 |
0.6328 |
0.0366 |
5.6% |
0.0070 |
1.1% |
63% |
False |
False |
115,062 |
| 40 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0065 |
1.0% |
67% |
False |
False |
111,558 |
| 60 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0066 |
1.0% |
67% |
False |
False |
113,250 |
| 80 |
0.6694 |
0.6281 |
0.0413 |
6.3% |
0.0063 |
1.0% |
67% |
False |
False |
91,667 |
| 100 |
0.6851 |
0.6281 |
0.0571 |
8.7% |
0.0064 |
1.0% |
48% |
False |
False |
73,402 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.9% |
0.0064 |
1.0% |
43% |
False |
False |
61,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6924 |
|
2.618 |
0.6805 |
|
1.618 |
0.6732 |
|
1.000 |
0.6687 |
|
0.618 |
0.6659 |
|
HIGH |
0.6614 |
|
0.618 |
0.6586 |
|
0.500 |
0.6578 |
|
0.382 |
0.6569 |
|
LOW |
0.6541 |
|
0.618 |
0.6496 |
|
1.000 |
0.6468 |
|
1.618 |
0.6423 |
|
2.618 |
0.6350 |
|
4.250 |
0.6231 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6578 |
0.6581 |
| PP |
0.6571 |
0.6573 |
| S1 |
0.6564 |
0.6565 |
|