CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6723 |
0.6782 |
0.0059 |
0.9% |
0.6598 |
| High |
0.6794 |
0.6798 |
0.0005 |
0.1% |
0.6748 |
| Low |
0.6719 |
0.6743 |
0.0024 |
0.4% |
0.6559 |
| Close |
0.6779 |
0.6766 |
-0.0013 |
-0.2% |
0.6726 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.2% |
0.0189 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
76,260 |
94,758 |
18,498 |
24.3% |
382,142 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6934 |
0.6905 |
0.6796 |
|
| R3 |
0.6879 |
0.6850 |
0.6781 |
|
| R2 |
0.6824 |
0.6824 |
0.6776 |
|
| R1 |
0.6795 |
0.6795 |
0.6771 |
0.6782 |
| PP |
0.6769 |
0.6769 |
0.6769 |
0.6762 |
| S1 |
0.6740 |
0.6740 |
0.6760 |
0.6727 |
| S2 |
0.6714 |
0.6714 |
0.6755 |
|
| S3 |
0.6659 |
0.6685 |
0.6750 |
|
| S4 |
0.6604 |
0.6630 |
0.6735 |
|
|
| 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 |
0.6798 |
0.6678 |
0.0121 |
1.8% |
0.0062 |
0.9% |
73% |
True |
False |
84,901 |
| 10 |
0.6798 |
0.6546 |
0.0252 |
3.7% |
0.0070 |
1.0% |
87% |
True |
False |
64,439 |
| 20 |
0.6798 |
0.6545 |
0.0253 |
3.7% |
0.0067 |
1.0% |
87% |
True |
False |
32,987 |
| 40 |
0.6798 |
0.6300 |
0.0498 |
7.4% |
0.0065 |
1.0% |
93% |
True |
False |
16,596 |
| 60 |
0.6798 |
0.6300 |
0.0498 |
7.4% |
0.0062 |
0.9% |
93% |
True |
False |
11,084 |
| 80 |
0.6798 |
0.6300 |
0.0498 |
7.4% |
0.0054 |
0.8% |
93% |
True |
False |
8,315 |
| 100 |
0.6798 |
0.6300 |
0.0498 |
7.4% |
0.0046 |
0.7% |
93% |
True |
False |
6,653 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.4% |
0.0041 |
0.6% |
73% |
False |
False |
5,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7032 |
|
2.618 |
0.6942 |
|
1.618 |
0.6887 |
|
1.000 |
0.6853 |
|
0.618 |
0.6832 |
|
HIGH |
0.6798 |
|
0.618 |
0.6777 |
|
0.500 |
0.6771 |
|
0.382 |
0.6764 |
|
LOW |
0.6743 |
|
0.618 |
0.6709 |
|
1.000 |
0.6688 |
|
1.618 |
0.6654 |
|
2.618 |
0.6599 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6771 |
0.6762 |
| PP |
0.6769 |
0.6758 |
| S1 |
0.6767 |
0.6754 |
|