CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6569 |
0.6617 |
0.0048 |
0.7% |
0.6699 |
| High |
0.6640 |
0.6640 |
-0.0001 |
0.0% |
0.6710 |
| Low |
0.6546 |
0.6578 |
0.0032 |
0.5% |
0.6546 |
| Close |
0.6624 |
0.6600 |
-0.0024 |
-0.4% |
0.6600 |
| Range |
0.0094 |
0.0062 |
-0.0033 |
-34.6% |
0.0164 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
20,090 |
5,989 |
-14,101 |
-70.2% |
33,838 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6790 |
0.6757 |
0.6634 |
|
| R3 |
0.6729 |
0.6695 |
0.6617 |
|
| R2 |
0.6667 |
0.6667 |
0.6611 |
|
| R1 |
0.6634 |
0.6634 |
0.6606 |
0.6620 |
| PP |
0.6606 |
0.6606 |
0.6606 |
0.6599 |
| S1 |
0.6572 |
0.6572 |
0.6594 |
0.6558 |
| S2 |
0.6544 |
0.6544 |
0.6589 |
|
| S3 |
0.6483 |
0.6511 |
0.6583 |
|
| S4 |
0.6421 |
0.6449 |
0.6566 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7109 |
0.7018 |
0.6690 |
|
| R3 |
0.6946 |
0.6855 |
0.6645 |
|
| R2 |
0.6782 |
0.6782 |
0.6630 |
|
| R1 |
0.6691 |
0.6691 |
0.6615 |
0.6655 |
| PP |
0.6619 |
0.6619 |
0.6619 |
0.6600 |
| S1 |
0.6528 |
0.6528 |
0.6585 |
0.6491 |
| S2 |
0.6455 |
0.6455 |
0.6570 |
|
| S3 |
0.6292 |
0.6364 |
0.6555 |
|
| S4 |
0.6128 |
0.6201 |
0.6510 |
|
|
| 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% |
0.0073 |
1.1% |
33% |
False |
False |
6,767 |
| 10 |
0.6710 |
0.6546 |
0.0164 |
2.5% |
0.0069 |
1.1% |
33% |
False |
False |
4,033 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.4% |
0.0065 |
1.0% |
70% |
False |
False |
2,195 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0060 |
0.9% |
73% |
False |
False |
1,153 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0058 |
0.9% |
73% |
False |
False |
781 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0048 |
0.7% |
73% |
False |
False |
587 |
| 100 |
0.6830 |
0.6300 |
0.0530 |
8.0% |
0.0042 |
0.6% |
57% |
False |
False |
470 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0037 |
0.6% |
47% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6901 |
|
2.618 |
0.6801 |
|
1.618 |
0.6739 |
|
1.000 |
0.6701 |
|
0.618 |
0.6678 |
|
HIGH |
0.6640 |
|
0.618 |
0.6616 |
|
0.500 |
0.6609 |
|
0.382 |
0.6601 |
|
LOW |
0.6578 |
|
0.618 |
0.6540 |
|
1.000 |
0.6517 |
|
1.618 |
0.6478 |
|
2.618 |
0.6417 |
|
4.250 |
0.6317 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6609 |
0.6598 |
| PP |
0.6606 |
0.6595 |
| S1 |
0.6603 |
0.6593 |
|