CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6598 |
0.6586 |
-0.0012 |
-0.2% |
0.6699 |
| High |
0.6603 |
0.6632 |
0.0030 |
0.4% |
0.6710 |
| Low |
0.6570 |
0.6559 |
-0.0011 |
-0.2% |
0.6546 |
| Close |
0.6586 |
0.6575 |
-0.0012 |
-0.2% |
0.6600 |
| Range |
0.0033 |
0.0073 |
0.0040 |
121.2% |
0.0164 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.1% |
0.0000 |
| Volume |
27,609 |
112,339 |
84,730 |
306.9% |
33,838 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6808 |
0.6764 |
0.6615 |
|
| R3 |
0.6735 |
0.6691 |
0.6595 |
|
| R2 |
0.6662 |
0.6662 |
0.6588 |
|
| R1 |
0.6618 |
0.6618 |
0.6581 |
0.6603 |
| PP |
0.6589 |
0.6589 |
0.6589 |
0.6581 |
| S1 |
0.6545 |
0.6545 |
0.6568 |
0.6530 |
| S2 |
0.6516 |
0.6516 |
0.6561 |
|
| S3 |
0.6443 |
0.6472 |
0.6554 |
|
| S4 |
0.6370 |
0.6399 |
0.6534 |
|
|
| 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 |
0.6640 |
0.6546 |
0.0094 |
1.4% |
0.0062 |
0.9% |
30% |
False |
False |
33,772 |
| 10 |
0.6710 |
0.6546 |
0.0164 |
2.5% |
0.0069 |
1.0% |
17% |
False |
False |
17,692 |
| 20 |
0.6710 |
0.6350 |
0.0360 |
5.5% |
0.0068 |
1.0% |
62% |
False |
False |
9,178 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0061 |
0.9% |
67% |
False |
False |
4,649 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0059 |
0.9% |
67% |
False |
False |
3,112 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.2% |
0.0049 |
0.7% |
67% |
False |
False |
2,336 |
| 100 |
0.6830 |
0.6300 |
0.0530 |
8.1% |
0.0043 |
0.6% |
52% |
False |
False |
1,869 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.7% |
0.0038 |
0.6% |
43% |
False |
False |
1,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6823 |
|
1.618 |
0.6750 |
|
1.000 |
0.6705 |
|
0.618 |
0.6677 |
|
HIGH |
0.6632 |
|
0.618 |
0.6604 |
|
0.500 |
0.6596 |
|
0.382 |
0.6587 |
|
LOW |
0.6559 |
|
0.618 |
0.6514 |
|
1.000 |
0.6486 |
|
1.618 |
0.6441 |
|
2.618 |
0.6368 |
|
4.250 |
0.6249 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6596 |
0.6599 |
| PP |
0.6589 |
0.6591 |
| S1 |
0.6582 |
0.6583 |
|