CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6640 |
0.6574 |
-0.0066 |
-1.0% |
0.6602 |
| High |
0.6642 |
0.6618 |
-0.0024 |
-0.4% |
0.6697 |
| Low |
0.6565 |
0.6569 |
0.0004 |
0.1% |
0.6590 |
| Close |
0.6572 |
0.6576 |
0.0004 |
0.1% |
0.6692 |
| Range |
0.0077 |
0.0050 |
-0.0027 |
-35.3% |
0.0107 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
2,870 |
2,837 |
-33 |
-1.1% |
6,495 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6736 |
0.6705 |
0.6603 |
|
| R3 |
0.6686 |
0.6656 |
0.6589 |
|
| R2 |
0.6637 |
0.6637 |
0.6585 |
|
| R1 |
0.6606 |
0.6606 |
0.6580 |
0.6622 |
| PP |
0.6587 |
0.6587 |
0.6587 |
0.6595 |
| S1 |
0.6557 |
0.6557 |
0.6571 |
0.6572 |
| S2 |
0.6538 |
0.6538 |
0.6566 |
|
| S3 |
0.6488 |
0.6507 |
0.6562 |
|
| S4 |
0.6439 |
0.6458 |
0.6548 |
|
|
| 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% |
0.0073 |
1.1% |
7% |
False |
False |
2,003 |
| 10 |
0.6710 |
0.6545 |
0.0165 |
2.5% |
0.0063 |
1.0% |
19% |
False |
False |
1,535 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.5% |
0.0063 |
1.0% |
63% |
False |
False |
908 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0060 |
0.9% |
67% |
False |
False |
506 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0056 |
0.9% |
67% |
False |
False |
346 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0047 |
0.7% |
67% |
False |
False |
261 |
| 100 |
0.6861 |
0.6300 |
0.0561 |
8.5% |
0.0041 |
0.6% |
49% |
False |
False |
209 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0036 |
0.5% |
43% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6828 |
|
2.618 |
0.6748 |
|
1.618 |
0.6698 |
|
1.000 |
0.6668 |
|
0.618 |
0.6649 |
|
HIGH |
0.6618 |
|
0.618 |
0.6599 |
|
0.500 |
0.6593 |
|
0.382 |
0.6587 |
|
LOW |
0.6569 |
|
0.618 |
0.6538 |
|
1.000 |
0.6519 |
|
1.618 |
0.6488 |
|
2.618 |
0.6439 |
|
4.250 |
0.6358 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6593 |
0.6637 |
| PP |
0.6587 |
0.6617 |
| S1 |
0.6581 |
0.6596 |
|