CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6578 |
0.6679 |
0.0102 |
1.5% |
0.6699 |
| High |
0.6694 |
0.6748 |
0.0054 |
0.8% |
0.6710 |
| Low |
0.6561 |
0.6678 |
0.0117 |
1.8% |
0.6546 |
| Close |
0.6685 |
0.6716 |
0.0031 |
0.5% |
0.6600 |
| Range |
0.0133 |
0.0070 |
-0.0063 |
-47.2% |
0.0164 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
53,864 |
86,354 |
32,490 |
60.3% |
33,838 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6890 |
0.6755 |
|
| R3 |
0.6854 |
0.6820 |
0.6735 |
|
| R2 |
0.6784 |
0.6784 |
0.6729 |
|
| R1 |
0.6750 |
0.6750 |
0.6722 |
0.6767 |
| PP |
0.6714 |
0.6714 |
0.6714 |
0.6722 |
| S1 |
0.6680 |
0.6680 |
0.6710 |
0.6697 |
| S2 |
0.6644 |
0.6644 |
0.6703 |
|
| S3 |
0.6574 |
0.6610 |
0.6697 |
|
| S4 |
0.6504 |
0.6540 |
0.6678 |
|
|
| 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 |
0.6748 |
0.6559 |
0.0189 |
2.8% |
0.0074 |
1.1% |
83% |
True |
False |
57,231 |
| 10 |
0.6748 |
0.6546 |
0.0202 |
3.0% |
0.0075 |
1.1% |
84% |
True |
False |
31,536 |
| 20 |
0.6748 |
0.6476 |
0.0272 |
4.1% |
0.0066 |
1.0% |
88% |
True |
False |
16,141 |
| 40 |
0.6748 |
0.6300 |
0.0448 |
6.7% |
0.0064 |
0.9% |
93% |
True |
False |
8,152 |
| 60 |
0.6748 |
0.6300 |
0.0448 |
6.7% |
0.0060 |
0.9% |
93% |
True |
False |
5,449 |
| 80 |
0.6748 |
0.6300 |
0.0448 |
6.7% |
0.0052 |
0.8% |
93% |
True |
False |
4,089 |
| 100 |
0.6828 |
0.6300 |
0.0528 |
7.9% |
0.0045 |
0.7% |
79% |
False |
False |
3,271 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.5% |
0.0039 |
0.6% |
65% |
False |
False |
2,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7045 |
|
2.618 |
0.6931 |
|
1.618 |
0.6861 |
|
1.000 |
0.6818 |
|
0.618 |
0.6791 |
|
HIGH |
0.6748 |
|
0.618 |
0.6721 |
|
0.500 |
0.6713 |
|
0.382 |
0.6704 |
|
LOW |
0.6678 |
|
0.618 |
0.6634 |
|
1.000 |
0.6608 |
|
1.618 |
0.6564 |
|
2.618 |
0.6494 |
|
4.250 |
0.6380 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6695 |
| PP |
0.6714 |
0.6674 |
| S1 |
0.6713 |
0.6653 |
|