CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6782 |
0.6752 |
-0.0030 |
-0.4% |
0.6598 |
| High |
0.6798 |
0.6822 |
0.0024 |
0.3% |
0.6748 |
| Low |
0.6743 |
0.6750 |
0.0007 |
0.1% |
0.6559 |
| Close |
0.6766 |
0.6817 |
0.0051 |
0.8% |
0.6726 |
| Range |
0.0055 |
0.0072 |
0.0017 |
30.0% |
0.0189 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
94,758 |
100,832 |
6,074 |
6.4% |
382,142 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6985 |
0.6856 |
|
| R3 |
0.6939 |
0.6914 |
0.6836 |
|
| R2 |
0.6868 |
0.6868 |
0.6830 |
|
| R1 |
0.6842 |
0.6842 |
0.6823 |
0.6855 |
| PP |
0.6796 |
0.6796 |
0.6796 |
0.6802 |
| S1 |
0.6771 |
0.6771 |
0.6810 |
0.6783 |
| S2 |
0.6725 |
0.6725 |
0.6803 |
|
| S3 |
0.6653 |
0.6699 |
0.6797 |
|
| S4 |
0.6582 |
0.6628 |
0.6777 |
|
|
| 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 |
0.6822 |
0.6683 |
0.0139 |
2.0% |
0.0062 |
0.9% |
96% |
True |
False |
87,797 |
| 10 |
0.6822 |
0.6559 |
0.0263 |
3.9% |
0.0068 |
1.0% |
98% |
True |
False |
72,514 |
| 20 |
0.6822 |
0.6546 |
0.0276 |
4.0% |
0.0068 |
1.0% |
98% |
True |
False |
38,008 |
| 40 |
0.6822 |
0.6300 |
0.0522 |
7.7% |
0.0065 |
1.0% |
99% |
True |
False |
19,111 |
| 60 |
0.6822 |
0.6300 |
0.0522 |
7.7% |
0.0062 |
0.9% |
99% |
True |
False |
12,764 |
| 80 |
0.6822 |
0.6300 |
0.0522 |
7.7% |
0.0054 |
0.8% |
99% |
True |
False |
9,575 |
| 100 |
0.6822 |
0.6300 |
0.0522 |
7.7% |
0.0047 |
0.7% |
99% |
True |
False |
7,661 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.4% |
0.0041 |
0.6% |
81% |
False |
False |
6,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7125 |
|
2.618 |
0.7009 |
|
1.618 |
0.6937 |
|
1.000 |
0.6893 |
|
0.618 |
0.6866 |
|
HIGH |
0.6822 |
|
0.618 |
0.6794 |
|
0.500 |
0.6786 |
|
0.382 |
0.6777 |
|
LOW |
0.6750 |
|
0.618 |
0.6706 |
|
1.000 |
0.6679 |
|
1.618 |
0.6634 |
|
2.618 |
0.6563 |
|
4.250 |
0.6446 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6806 |
0.6801 |
| PP |
0.6796 |
0.6786 |
| S1 |
0.6786 |
0.6770 |
|