CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6574 |
0.6569 |
-0.0005 |
-0.1% |
0.6602 |
| High |
0.6618 |
0.6640 |
0.0022 |
0.3% |
0.6697 |
| Low |
0.6569 |
0.6546 |
-0.0023 |
-0.3% |
0.6590 |
| Close |
0.6576 |
0.6624 |
0.0048 |
0.7% |
0.6692 |
| Range |
0.0050 |
0.0094 |
0.0045 |
89.9% |
0.0107 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
2,837 |
20,090 |
17,253 |
608.1% |
6,495 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6885 |
0.6848 |
0.6675 |
|
| R3 |
0.6791 |
0.6754 |
0.6649 |
|
| R2 |
0.6697 |
0.6697 |
0.6641 |
|
| R1 |
0.6660 |
0.6660 |
0.6632 |
0.6679 |
| PP |
0.6603 |
0.6603 |
0.6603 |
0.6612 |
| S1 |
0.6566 |
0.6566 |
0.6615 |
0.6585 |
| S2 |
0.6509 |
0.6509 |
0.6606 |
|
| S3 |
0.6415 |
0.6472 |
0.6598 |
|
| S4 |
0.6321 |
0.6378 |
0.6572 |
|
|
| 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 |
0.6546 |
0.0164 |
2.5% |
0.0076 |
1.1% |
47% |
False |
True |
5,842 |
| 10 |
0.6710 |
0.6546 |
0.0164 |
2.5% |
0.0068 |
1.0% |
47% |
False |
True |
3,502 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.4% |
0.0065 |
1.0% |
76% |
False |
False |
1,902 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0061 |
0.9% |
79% |
False |
False |
1,007 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0057 |
0.9% |
79% |
False |
False |
681 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0048 |
0.7% |
79% |
False |
False |
512 |
| 100 |
0.6830 |
0.6300 |
0.0530 |
8.0% |
0.0041 |
0.6% |
61% |
False |
False |
410 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.6% |
0.0037 |
0.6% |
51% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7040 |
|
2.618 |
0.6886 |
|
1.618 |
0.6792 |
|
1.000 |
0.6734 |
|
0.618 |
0.6698 |
|
HIGH |
0.6640 |
|
0.618 |
0.6604 |
|
0.500 |
0.6593 |
|
0.382 |
0.6582 |
|
LOW |
0.6546 |
|
0.618 |
0.6488 |
|
1.000 |
0.6452 |
|
1.618 |
0.6394 |
|
2.618 |
0.6300 |
|
4.250 |
0.6147 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6613 |
0.6614 |
| PP |
0.6603 |
0.6604 |
| S1 |
0.6593 |
0.6594 |
|