CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6716 |
0.6721 |
0.0005 |
0.1% |
0.6598 |
| High |
0.6748 |
0.6754 |
0.0007 |
0.1% |
0.6748 |
| Low |
0.6683 |
0.6710 |
0.0027 |
0.4% |
0.6559 |
| Close |
0.6726 |
0.6721 |
-0.0005 |
-0.1% |
0.6726 |
| Range |
0.0065 |
0.0045 |
-0.0021 |
-31.5% |
0.0189 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
101,976 |
65,160 |
-36,816 |
-36.1% |
382,142 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6862 |
0.6836 |
0.6745 |
|
| R3 |
0.6817 |
0.6791 |
0.6733 |
|
| R2 |
0.6773 |
0.6773 |
0.6729 |
|
| R1 |
0.6747 |
0.6747 |
0.6725 |
0.6743 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6726 |
| S1 |
0.6702 |
0.6702 |
0.6716 |
0.6698 |
| S2 |
0.6684 |
0.6684 |
0.6712 |
|
| S3 |
0.6639 |
0.6658 |
0.6708 |
|
| S4 |
0.6595 |
0.6613 |
0.6696 |
|
|
| 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 |
0.6754 |
0.6559 |
0.0195 |
2.9% |
0.0077 |
1.1% |
83% |
True |
False |
83,938 |
| 10 |
0.6754 |
0.6546 |
0.0208 |
3.1% |
0.0070 |
1.0% |
84% |
True |
False |
47,908 |
| 20 |
0.6754 |
0.6525 |
0.0230 |
3.4% |
0.0066 |
1.0% |
85% |
True |
False |
24,475 |
| 40 |
0.6754 |
0.6300 |
0.0454 |
6.8% |
0.0064 |
1.0% |
93% |
True |
False |
12,325 |
| 60 |
0.6754 |
0.6300 |
0.0454 |
6.8% |
0.0060 |
0.9% |
93% |
True |
False |
8,234 |
| 80 |
0.6754 |
0.6300 |
0.0454 |
6.8% |
0.0052 |
0.8% |
93% |
True |
False |
6,177 |
| 100 |
0.6766 |
0.6300 |
0.0466 |
6.9% |
0.0046 |
0.7% |
90% |
False |
False |
4,943 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.5% |
0.0039 |
0.6% |
66% |
False |
False |
4,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6943 |
|
2.618 |
0.6871 |
|
1.618 |
0.6826 |
|
1.000 |
0.6799 |
|
0.618 |
0.6782 |
|
HIGH |
0.6754 |
|
0.618 |
0.6737 |
|
0.500 |
0.6732 |
|
0.382 |
0.6726 |
|
LOW |
0.6710 |
|
0.618 |
0.6682 |
|
1.000 |
0.6665 |
|
1.618 |
0.6637 |
|
2.618 |
0.6593 |
|
4.250 |
0.6520 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6732 |
0.6719 |
| PP |
0.6728 |
0.6717 |
| S1 |
0.6724 |
0.6716 |
|