CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6586 |
0.6578 |
-0.0008 |
-0.1% |
0.6699 |
| High |
0.6632 |
0.6694 |
0.0062 |
0.9% |
0.6710 |
| Low |
0.6559 |
0.6561 |
0.0002 |
0.0% |
0.6546 |
| Close |
0.6575 |
0.6685 |
0.0111 |
1.7% |
0.6600 |
| Range |
0.0073 |
0.0133 |
0.0060 |
81.5% |
0.0164 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
7.7% |
0.0000 |
| Volume |
112,339 |
53,864 |
-58,475 |
-52.1% |
33,838 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7044 |
0.6997 |
0.6758 |
|
| R3 |
0.6912 |
0.6865 |
0.6721 |
|
| R2 |
0.6779 |
0.6779 |
0.6709 |
|
| R1 |
0.6732 |
0.6732 |
0.6697 |
0.6756 |
| PP |
0.6647 |
0.6647 |
0.6647 |
0.6658 |
| S1 |
0.6600 |
0.6600 |
0.6673 |
0.6623 |
| S2 |
0.6514 |
0.6514 |
0.6661 |
|
| S3 |
0.6382 |
0.6467 |
0.6649 |
|
| S4 |
0.6249 |
0.6335 |
0.6612 |
|
|
| 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 |
0.6694 |
0.6546 |
0.0148 |
2.2% |
0.0079 |
1.2% |
94% |
True |
False |
43,978 |
| 10 |
0.6710 |
0.6546 |
0.0164 |
2.4% |
0.0076 |
1.1% |
85% |
False |
False |
22,990 |
| 20 |
0.6710 |
0.6476 |
0.0234 |
3.5% |
0.0065 |
1.0% |
90% |
False |
False |
11,847 |
| 40 |
0.6710 |
0.6300 |
0.0410 |
6.1% |
0.0063 |
0.9% |
94% |
False |
False |
5,994 |
| 60 |
0.6710 |
0.6300 |
0.0410 |
6.1% |
0.0060 |
0.9% |
94% |
False |
False |
4,010 |
| 80 |
0.6710 |
0.6300 |
0.0410 |
6.1% |
0.0051 |
0.8% |
94% |
False |
False |
3,009 |
| 100 |
0.6830 |
0.6300 |
0.0530 |
7.9% |
0.0044 |
0.7% |
73% |
False |
False |
2,408 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.5% |
0.0038 |
0.6% |
60% |
False |
False |
2,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7257 |
|
2.618 |
0.7040 |
|
1.618 |
0.6908 |
|
1.000 |
0.6826 |
|
0.618 |
0.6775 |
|
HIGH |
0.6694 |
|
0.618 |
0.6643 |
|
0.500 |
0.6627 |
|
0.382 |
0.6612 |
|
LOW |
0.6561 |
|
0.618 |
0.6479 |
|
1.000 |
0.6429 |
|
1.618 |
0.6347 |
|
2.618 |
0.6214 |
|
4.250 |
0.5998 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6666 |
0.6665 |
| PP |
0.6647 |
0.6646 |
| S1 |
0.6627 |
0.6626 |
|