CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6630 |
0.6699 |
0.0069 |
1.0% |
0.6602 |
| High |
0.6697 |
0.6710 |
0.0013 |
0.2% |
0.6697 |
| Low |
0.6620 |
0.6626 |
0.0006 |
0.1% |
0.6590 |
| Close |
0.6692 |
0.6638 |
-0.0054 |
-0.8% |
0.6692 |
| Range |
0.0077 |
0.0084 |
0.0008 |
9.8% |
0.0107 |
| ATR |
0.0062 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,361 |
2,052 |
691 |
50.8% |
6,495 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6910 |
0.6858 |
0.6684 |
|
| R3 |
0.6826 |
0.6774 |
0.6661 |
|
| R2 |
0.6742 |
0.6742 |
0.6653 |
|
| R1 |
0.6690 |
0.6690 |
0.6646 |
0.6674 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6650 |
| S1 |
0.6606 |
0.6606 |
0.6630 |
0.6590 |
| S2 |
0.6574 |
0.6574 |
0.6623 |
|
| S3 |
0.6490 |
0.6522 |
0.6615 |
|
| S4 |
0.6406 |
0.6438 |
0.6592 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6979 |
0.6942 |
0.6751 |
|
| R3 |
0.6873 |
0.6836 |
0.6721 |
|
| R2 |
0.6766 |
0.6766 |
0.6712 |
|
| R1 |
0.6729 |
0.6729 |
0.6702 |
0.6748 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6669 |
| S1 |
0.6623 |
0.6623 |
0.6682 |
0.6641 |
| S2 |
0.6553 |
0.6553 |
0.6672 |
|
| S3 |
0.6447 |
0.6516 |
0.6663 |
|
| S4 |
0.6340 |
0.6410 |
0.6633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6710 |
0.6593 |
0.0117 |
1.8% |
0.0074 |
1.1% |
39% |
True |
False |
1,317 |
| 10 |
0.6710 |
0.6525 |
0.0185 |
2.8% |
0.0061 |
0.9% |
61% |
True |
False |
1,042 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.4% |
0.0064 |
1.0% |
80% |
True |
False |
640 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0060 |
0.9% |
83% |
True |
False |
366 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0055 |
0.8% |
83% |
True |
False |
252 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0046 |
0.7% |
83% |
True |
False |
190 |
| 100 |
0.6887 |
0.6300 |
0.0587 |
8.8% |
0.0039 |
0.6% |
58% |
False |
False |
152 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0035 |
0.5% |
53% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7067 |
|
2.618 |
0.6929 |
|
1.618 |
0.6845 |
|
1.000 |
0.6794 |
|
0.618 |
0.6761 |
|
HIGH |
0.6710 |
|
0.618 |
0.6677 |
|
0.500 |
0.6668 |
|
0.382 |
0.6658 |
|
LOW |
0.6626 |
|
0.618 |
0.6574 |
|
1.000 |
0.6542 |
|
1.618 |
0.6490 |
|
2.618 |
0.6406 |
|
4.250 |
0.6269 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6651 |
| PP |
0.6658 |
0.6647 |
| S1 |
0.6648 |
0.6642 |
|