CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6697 |
0.6701 |
0.0004 |
0.1% |
0.6577 |
| High |
0.6728 |
0.6735 |
0.0007 |
0.1% |
0.6729 |
| Low |
0.6664 |
0.6694 |
0.0030 |
0.4% |
0.6541 |
| Close |
0.6707 |
0.6710 |
0.0003 |
0.0% |
0.6707 |
| Range |
0.0064 |
0.0042 |
-0.0023 |
-35.2% |
0.0188 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
17,222 |
703 |
-16,519 |
-95.9% |
529,509 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6837 |
0.6815 |
0.6732 |
|
| R3 |
0.6796 |
0.6773 |
0.6721 |
|
| R2 |
0.6754 |
0.6754 |
0.6717 |
|
| R1 |
0.6732 |
0.6732 |
0.6713 |
0.6743 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6718 |
| S1 |
0.6690 |
0.6690 |
0.6706 |
0.6702 |
| S2 |
0.6671 |
0.6671 |
0.6702 |
|
| S3 |
0.6630 |
0.6649 |
0.6698 |
|
| S4 |
0.6588 |
0.6607 |
0.6687 |
|
|
| 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 |
0.6735 |
0.6541 |
0.0194 |
2.9% |
0.0076 |
1.1% |
87% |
True |
False |
89,686 |
| 10 |
0.6735 |
0.6528 |
0.0208 |
3.1% |
0.0070 |
1.0% |
88% |
True |
False |
96,399 |
| 20 |
0.6735 |
0.6507 |
0.0229 |
3.4% |
0.0067 |
1.0% |
89% |
True |
False |
102,468 |
| 40 |
0.6735 |
0.6281 |
0.0455 |
6.8% |
0.0068 |
1.0% |
94% |
True |
False |
109,059 |
| 60 |
0.6735 |
0.6281 |
0.0455 |
6.8% |
0.0067 |
1.0% |
94% |
True |
False |
110,252 |
| 80 |
0.6735 |
0.6281 |
0.0455 |
6.8% |
0.0064 |
1.0% |
94% |
True |
False |
95,075 |
| 100 |
0.6769 |
0.6281 |
0.0489 |
7.3% |
0.0064 |
1.0% |
88% |
False |
False |
76,133 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.6% |
0.0064 |
1.0% |
66% |
False |
False |
63,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6911 |
|
2.618 |
0.6844 |
|
1.618 |
0.6802 |
|
1.000 |
0.6777 |
|
0.618 |
0.6761 |
|
HIGH |
0.6735 |
|
0.618 |
0.6719 |
|
0.500 |
0.6714 |
|
0.382 |
0.6709 |
|
LOW |
0.6694 |
|
0.618 |
0.6668 |
|
1.000 |
0.6652 |
|
1.618 |
0.6626 |
|
2.618 |
0.6585 |
|
4.250 |
0.6517 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6714 |
0.6705 |
| PP |
0.6713 |
0.6701 |
| S1 |
0.6711 |
0.6697 |
|