CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6679 |
0.6716 |
0.0037 |
0.6% |
0.6598 |
| High |
0.6748 |
0.6748 |
0.0000 |
0.0% |
0.6748 |
| Low |
0.6678 |
0.6683 |
0.0005 |
0.1% |
0.6559 |
| Close |
0.6716 |
0.6726 |
0.0010 |
0.1% |
0.6726 |
| Range |
0.0070 |
0.0065 |
-0.0005 |
-7.1% |
0.0189 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
86,354 |
101,976 |
15,622 |
18.1% |
382,142 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6914 |
0.6885 |
0.6761 |
|
| R3 |
0.6849 |
0.6820 |
0.6743 |
|
| R2 |
0.6784 |
0.6784 |
0.6737 |
|
| R1 |
0.6755 |
0.6755 |
0.6731 |
0.6769 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6726 |
| S1 |
0.6690 |
0.6690 |
0.6720 |
0.6704 |
| S2 |
0.6654 |
0.6654 |
0.6714 |
|
| S3 |
0.6589 |
0.6625 |
0.6708 |
|
| S4 |
0.6524 |
0.6560 |
0.6690 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7243 |
0.7173 |
0.6829 |
|
| R3 |
0.7054 |
0.6984 |
0.6777 |
|
| R2 |
0.6866 |
0.6866 |
0.6760 |
|
| R1 |
0.6796 |
0.6796 |
0.6743 |
0.6831 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6695 |
| S1 |
0.6607 |
0.6607 |
0.6708 |
0.6642 |
| S2 |
0.6489 |
0.6489 |
0.6691 |
|
| S3 |
0.6300 |
0.6419 |
0.6674 |
|
| S4 |
0.6112 |
0.6230 |
0.6622 |
|
|
| 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% |
0.0075 |
1.1% |
88% |
True |
False |
76,428 |
| 10 |
0.6748 |
0.6546 |
0.0202 |
3.0% |
0.0074 |
1.1% |
89% |
True |
False |
41,598 |
| 20 |
0.6748 |
0.6476 |
0.0272 |
4.0% |
0.0067 |
1.0% |
92% |
True |
False |
21,224 |
| 40 |
0.6748 |
0.6300 |
0.0448 |
6.7% |
0.0064 |
0.9% |
95% |
True |
False |
10,697 |
| 60 |
0.6748 |
0.6300 |
0.0448 |
6.7% |
0.0061 |
0.9% |
95% |
True |
False |
7,148 |
| 80 |
0.6748 |
0.6300 |
0.0448 |
6.7% |
0.0052 |
0.8% |
95% |
True |
False |
5,363 |
| 100 |
0.6766 |
0.6300 |
0.0466 |
6.9% |
0.0045 |
0.7% |
91% |
False |
False |
4,291 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.5% |
0.0039 |
0.6% |
67% |
False |
False |
3,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7024 |
|
2.618 |
0.6918 |
|
1.618 |
0.6853 |
|
1.000 |
0.6813 |
|
0.618 |
0.6788 |
|
HIGH |
0.6748 |
|
0.618 |
0.6723 |
|
0.500 |
0.6715 |
|
0.382 |
0.6707 |
|
LOW |
0.6683 |
|
0.618 |
0.6642 |
|
1.000 |
0.6618 |
|
1.618 |
0.6577 |
|
2.618 |
0.6512 |
|
4.250 |
0.6406 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6722 |
0.6702 |
| PP |
0.6719 |
0.6678 |
| S1 |
0.6715 |
0.6654 |
|