CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6699 |
0.6640 |
-0.0059 |
-0.9% |
0.6602 |
| High |
0.6710 |
0.6642 |
-0.0068 |
-1.0% |
0.6697 |
| Low |
0.6626 |
0.6565 |
-0.0061 |
-0.9% |
0.6590 |
| Close |
0.6638 |
0.6572 |
-0.0066 |
-1.0% |
0.6692 |
| Range |
0.0084 |
0.0077 |
-0.0008 |
-8.9% |
0.0107 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2,052 |
2,870 |
818 |
39.9% |
6,495 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6822 |
0.6774 |
0.6614 |
|
| R3 |
0.6746 |
0.6697 |
0.6593 |
|
| R2 |
0.6669 |
0.6669 |
0.6586 |
|
| R1 |
0.6621 |
0.6621 |
0.6579 |
0.6607 |
| PP |
0.6593 |
0.6593 |
0.6593 |
0.6586 |
| S1 |
0.6544 |
0.6544 |
0.6565 |
0.6530 |
| S2 |
0.6516 |
0.6516 |
0.6558 |
|
| S3 |
0.6440 |
0.6468 |
0.6551 |
|
| S4 |
0.6363 |
0.6391 |
0.6530 |
|
|
| 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 |
0.6565 |
0.0145 |
2.2% |
0.0076 |
1.1% |
5% |
False |
True |
1,611 |
| 10 |
0.6710 |
0.6545 |
0.0165 |
2.5% |
0.0063 |
1.0% |
16% |
False |
False |
1,289 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.5% |
0.0066 |
1.0% |
62% |
False |
False |
779 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0060 |
0.9% |
66% |
False |
False |
436 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0055 |
0.8% |
66% |
False |
False |
299 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0046 |
0.7% |
66% |
False |
False |
226 |
| 100 |
0.6870 |
0.6300 |
0.0570 |
8.7% |
0.0040 |
0.6% |
48% |
False |
False |
181 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0035 |
0.5% |
43% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6967 |
|
2.618 |
0.6842 |
|
1.618 |
0.6765 |
|
1.000 |
0.6718 |
|
0.618 |
0.6689 |
|
HIGH |
0.6642 |
|
0.618 |
0.6612 |
|
0.500 |
0.6603 |
|
0.382 |
0.6594 |
|
LOW |
0.6565 |
|
0.618 |
0.6518 |
|
1.000 |
0.6489 |
|
1.618 |
0.6441 |
|
2.618 |
0.6365 |
|
4.250 |
0.6240 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6603 |
0.6637 |
| PP |
0.6593 |
0.6616 |
| S1 |
0.6582 |
0.6594 |
|