CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6752 |
0.6817 |
0.0065 |
1.0% |
0.6721 |
| High |
0.6822 |
0.6843 |
0.0022 |
0.3% |
0.6843 |
| Low |
0.6750 |
0.6791 |
0.0041 |
0.6% |
0.6710 |
| Close |
0.6817 |
0.6821 |
0.0004 |
0.1% |
0.6821 |
| Range |
0.0072 |
0.0052 |
-0.0020 |
-27.3% |
0.0134 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
100,832 |
76,621 |
-24,211 |
-24.0% |
413,631 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6974 |
0.6949 |
0.6849 |
|
| R3 |
0.6922 |
0.6897 |
0.6835 |
|
| R2 |
0.6870 |
0.6870 |
0.6830 |
|
| R1 |
0.6845 |
0.6845 |
0.6825 |
0.6858 |
| PP |
0.6818 |
0.6818 |
0.6818 |
0.6824 |
| S1 |
0.6793 |
0.6793 |
0.6816 |
0.6806 |
| S2 |
0.6766 |
0.6766 |
0.6811 |
|
| S3 |
0.6714 |
0.6741 |
0.6806 |
|
| S4 |
0.6662 |
0.6689 |
0.6792 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7192 |
0.7140 |
0.6894 |
|
| R3 |
0.7058 |
0.7006 |
0.6857 |
|
| R2 |
0.6925 |
0.6925 |
0.6845 |
|
| R1 |
0.6873 |
0.6873 |
0.6833 |
0.6899 |
| PP |
0.6791 |
0.6791 |
0.6791 |
0.6804 |
| S1 |
0.6739 |
0.6739 |
0.6808 |
0.6765 |
| S2 |
0.6658 |
0.6658 |
0.6796 |
|
| S3 |
0.6524 |
0.6606 |
0.6784 |
|
| S4 |
0.6391 |
0.6472 |
0.6747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6843 |
0.6710 |
0.0134 |
2.0% |
0.0060 |
0.9% |
83% |
True |
False |
82,726 |
| 10 |
0.6843 |
0.6559 |
0.0284 |
4.2% |
0.0067 |
1.0% |
92% |
True |
False |
79,577 |
| 20 |
0.6843 |
0.6546 |
0.0297 |
4.4% |
0.0068 |
1.0% |
92% |
True |
False |
41,805 |
| 40 |
0.6843 |
0.6344 |
0.0499 |
7.3% |
0.0065 |
0.9% |
95% |
True |
False |
21,025 |
| 60 |
0.6843 |
0.6300 |
0.0543 |
8.0% |
0.0062 |
0.9% |
96% |
True |
False |
14,041 |
| 80 |
0.6843 |
0.6300 |
0.0543 |
8.0% |
0.0055 |
0.8% |
96% |
True |
False |
10,533 |
| 100 |
0.6843 |
0.6300 |
0.0543 |
8.0% |
0.0046 |
0.7% |
96% |
True |
False |
8,427 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.4% |
0.0041 |
0.6% |
82% |
False |
False |
7,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7064 |
|
2.618 |
0.6979 |
|
1.618 |
0.6927 |
|
1.000 |
0.6895 |
|
0.618 |
0.6875 |
|
HIGH |
0.6843 |
|
0.618 |
0.6823 |
|
0.500 |
0.6817 |
|
0.382 |
0.6811 |
|
LOW |
0.6791 |
|
0.618 |
0.6759 |
|
1.000 |
0.6739 |
|
1.618 |
0.6707 |
|
2.618 |
0.6655 |
|
4.250 |
0.6570 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6819 |
0.6811 |
| PP |
0.6818 |
0.6802 |
| S1 |
0.6817 |
0.6793 |
|