CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6660 |
0.6697 |
0.0038 |
0.6% |
0.6577 |
| High |
0.6729 |
0.6728 |
-0.0001 |
0.0% |
0.6729 |
| Low |
0.6660 |
0.6664 |
0.0005 |
0.1% |
0.6541 |
| Close |
0.6698 |
0.6707 |
0.0009 |
0.1% |
0.6707 |
| Range |
0.0070 |
0.0064 |
-0.0006 |
-7.9% |
0.0188 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
123,941 |
17,222 |
-106,719 |
-86.1% |
529,509 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6892 |
0.6863 |
0.6742 |
|
| R3 |
0.6828 |
0.6799 |
0.6724 |
|
| R2 |
0.6764 |
0.6764 |
0.6718 |
|
| R1 |
0.6735 |
0.6735 |
0.6712 |
0.6749 |
| PP |
0.6700 |
0.6700 |
0.6700 |
0.6707 |
| S1 |
0.6671 |
0.6671 |
0.6701 |
0.6685 |
| S2 |
0.6636 |
0.6636 |
0.6695 |
|
| S3 |
0.6572 |
0.6607 |
0.6689 |
|
| S4 |
0.6508 |
0.6543 |
0.6671 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7223 |
0.7153 |
0.6810 |
|
| R3 |
0.7035 |
0.6965 |
0.6758 |
|
| R2 |
0.6847 |
0.6847 |
0.6741 |
|
| R1 |
0.6777 |
0.6777 |
0.6724 |
0.6812 |
| PP |
0.6659 |
0.6659 |
0.6659 |
0.6676 |
| S1 |
0.6589 |
0.6589 |
0.6689 |
0.6624 |
| S2 |
0.6471 |
0.6471 |
0.6672 |
|
| S3 |
0.6283 |
0.6401 |
0.6655 |
|
| S4 |
0.6095 |
0.6213 |
0.6603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6729 |
0.6541 |
0.0188 |
2.8% |
0.0074 |
1.1% |
88% |
False |
False |
105,901 |
| 10 |
0.6729 |
0.6528 |
0.0202 |
3.0% |
0.0074 |
1.1% |
89% |
False |
False |
107,749 |
| 20 |
0.6729 |
0.6458 |
0.0271 |
4.0% |
0.0068 |
1.0% |
92% |
False |
False |
106,596 |
| 40 |
0.6729 |
0.6281 |
0.0449 |
6.7% |
0.0067 |
1.0% |
95% |
False |
False |
110,757 |
| 60 |
0.6729 |
0.6281 |
0.0449 |
6.7% |
0.0067 |
1.0% |
95% |
False |
False |
112,015 |
| 80 |
0.6729 |
0.6281 |
0.0449 |
6.7% |
0.0065 |
1.0% |
95% |
False |
False |
95,071 |
| 100 |
0.6851 |
0.6281 |
0.0571 |
8.5% |
0.0065 |
1.0% |
75% |
False |
False |
76,127 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.6% |
0.0064 |
1.0% |
66% |
False |
False |
63,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7000 |
|
2.618 |
0.6896 |
|
1.618 |
0.6832 |
|
1.000 |
0.6792 |
|
0.618 |
0.6768 |
|
HIGH |
0.6728 |
|
0.618 |
0.6704 |
|
0.500 |
0.6696 |
|
0.382 |
0.6688 |
|
LOW |
0.6664 |
|
0.618 |
0.6624 |
|
1.000 |
0.6600 |
|
1.618 |
0.6560 |
|
2.618 |
0.6496 |
|
4.250 |
0.6392 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6703 |
0.6683 |
| PP |
0.6700 |
0.6659 |
| S1 |
0.6696 |
0.6636 |
|