CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6568 |
0.6560 |
-0.0008 |
-0.1% |
0.6675 |
| High |
0.6614 |
0.6675 |
0.0061 |
0.9% |
0.6694 |
| Low |
0.6541 |
0.6543 |
0.0002 |
0.0% |
0.6528 |
| Close |
0.6557 |
0.6667 |
0.0110 |
1.7% |
0.6582 |
| Range |
0.0073 |
0.0132 |
0.0059 |
80.8% |
0.0166 |
| ATR |
0.0067 |
0.0071 |
0.0005 |
7.0% |
0.0000 |
| Volume |
174,603 |
131,961 |
-42,642 |
-24.4% |
547,988 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7024 |
0.6977 |
0.6739 |
|
| R3 |
0.6892 |
0.6845 |
0.6703 |
|
| R2 |
0.6760 |
0.6760 |
0.6691 |
|
| R1 |
0.6713 |
0.6713 |
0.6679 |
0.6737 |
| PP |
0.6628 |
0.6628 |
0.6628 |
0.6640 |
| S1 |
0.6581 |
0.6581 |
0.6654 |
0.6605 |
| S2 |
0.6496 |
0.6496 |
0.6642 |
|
| S3 |
0.6364 |
0.6449 |
0.6630 |
|
| S4 |
0.6232 |
0.6317 |
0.6594 |
|
|
| 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 |
0.6675 |
0.6528 |
0.0147 |
2.2% |
0.0079 |
1.2% |
95% |
True |
False |
122,155 |
| 10 |
0.6694 |
0.6528 |
0.0166 |
2.5% |
0.0077 |
1.1% |
84% |
False |
False |
121,616 |
| 20 |
0.6694 |
0.6458 |
0.0236 |
3.5% |
0.0067 |
1.0% |
89% |
False |
False |
114,742 |
| 40 |
0.6694 |
0.6281 |
0.0413 |
6.2% |
0.0067 |
1.0% |
93% |
False |
False |
112,234 |
| 60 |
0.6694 |
0.6281 |
0.0413 |
6.2% |
0.0067 |
1.0% |
93% |
False |
False |
113,827 |
| 80 |
0.6694 |
0.6281 |
0.0413 |
6.2% |
0.0064 |
1.0% |
93% |
False |
False |
93,314 |
| 100 |
0.6851 |
0.6281 |
0.0571 |
8.6% |
0.0065 |
1.0% |
68% |
False |
False |
74,719 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.7% |
0.0064 |
1.0% |
60% |
False |
False |
62,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7236 |
|
2.618 |
0.7020 |
|
1.618 |
0.6888 |
|
1.000 |
0.6807 |
|
0.618 |
0.6756 |
|
HIGH |
0.6675 |
|
0.618 |
0.6624 |
|
0.500 |
0.6609 |
|
0.382 |
0.6593 |
|
LOW |
0.6543 |
|
0.618 |
0.6461 |
|
1.000 |
0.6411 |
|
1.618 |
0.6329 |
|
2.618 |
0.6197 |
|
4.250 |
0.5982 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6647 |
0.6647 |
| PP |
0.6628 |
0.6627 |
| S1 |
0.6609 |
0.6608 |
|