CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6617 |
0.6598 |
-0.0019 |
-0.3% |
0.6699 |
| High |
0.6640 |
0.6603 |
-0.0037 |
-0.6% |
0.6710 |
| Low |
0.6578 |
0.6570 |
-0.0009 |
-0.1% |
0.6546 |
| Close |
0.6600 |
0.6586 |
-0.0014 |
-0.2% |
0.6600 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.3% |
0.0164 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
5,989 |
27,609 |
21,620 |
361.0% |
33,838 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6685 |
0.6669 |
0.6604 |
|
| R3 |
0.6652 |
0.6636 |
0.6595 |
|
| R2 |
0.6619 |
0.6619 |
0.6592 |
|
| R1 |
0.6603 |
0.6603 |
0.6589 |
0.6594 |
| PP |
0.6586 |
0.6586 |
0.6586 |
0.6582 |
| S1 |
0.6570 |
0.6570 |
0.6583 |
0.6561 |
| S2 |
0.6553 |
0.6553 |
0.6580 |
|
| S3 |
0.6520 |
0.6537 |
0.6577 |
|
| S4 |
0.6487 |
0.6504 |
0.6568 |
|
|
| 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 |
0.6642 |
0.6546 |
0.0096 |
1.5% |
0.0063 |
1.0% |
42% |
False |
False |
11,879 |
| 10 |
0.6710 |
0.6546 |
0.0164 |
2.5% |
0.0068 |
1.0% |
24% |
False |
False |
6,598 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.5% |
0.0066 |
1.0% |
66% |
False |
False |
3,565 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0060 |
0.9% |
70% |
False |
False |
1,842 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0058 |
0.9% |
70% |
False |
False |
1,240 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0049 |
0.7% |
70% |
False |
False |
932 |
| 100 |
0.6830 |
0.6300 |
0.0530 |
8.0% |
0.0042 |
0.6% |
54% |
False |
False |
746 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0037 |
0.6% |
45% |
False |
False |
622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6743 |
|
2.618 |
0.6689 |
|
1.618 |
0.6656 |
|
1.000 |
0.6636 |
|
0.618 |
0.6623 |
|
HIGH |
0.6603 |
|
0.618 |
0.6590 |
|
0.500 |
0.6586 |
|
0.382 |
0.6582 |
|
LOW |
0.6570 |
|
0.618 |
0.6549 |
|
1.000 |
0.6537 |
|
1.618 |
0.6516 |
|
2.618 |
0.6483 |
|
4.250 |
0.6429 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6586 |
0.6593 |
| PP |
0.6586 |
0.6591 |
| S1 |
0.6586 |
0.6588 |
|