CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6817 |
0.6819 |
0.0002 |
0.0% |
0.6721 |
| High |
0.6843 |
0.6845 |
0.0002 |
0.0% |
0.6843 |
| Low |
0.6791 |
0.6816 |
0.0025 |
0.4% |
0.6710 |
| Close |
0.6821 |
0.6842 |
0.0021 |
0.3% |
0.6821 |
| Range |
0.0052 |
0.0030 |
-0.0023 |
-43.3% |
0.0134 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
76,621 |
27,736 |
-48,885 |
-63.8% |
413,631 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6923 |
0.6912 |
0.6858 |
|
| R3 |
0.6893 |
0.6882 |
0.6850 |
|
| R2 |
0.6864 |
0.6864 |
0.6847 |
|
| R1 |
0.6853 |
0.6853 |
0.6844 |
0.6858 |
| PP |
0.6834 |
0.6834 |
0.6834 |
0.6837 |
| S1 |
0.6823 |
0.6823 |
0.6839 |
0.6829 |
| S2 |
0.6805 |
0.6805 |
0.6836 |
|
| S3 |
0.6775 |
0.6794 |
0.6833 |
|
| S4 |
0.6746 |
0.6764 |
0.6825 |
|
|
| 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 |
0.6845 |
0.6719 |
0.0126 |
1.8% |
0.0057 |
0.8% |
97% |
True |
False |
75,241 |
| 10 |
0.6845 |
0.6559 |
0.0286 |
4.2% |
0.0067 |
1.0% |
99% |
True |
False |
79,590 |
| 20 |
0.6845 |
0.6546 |
0.0299 |
4.4% |
0.0068 |
1.0% |
99% |
True |
False |
43,094 |
| 40 |
0.6845 |
0.6344 |
0.0501 |
7.3% |
0.0064 |
0.9% |
99% |
True |
False |
21,717 |
| 60 |
0.6845 |
0.6300 |
0.0545 |
8.0% |
0.0061 |
0.9% |
99% |
True |
False |
14,502 |
| 80 |
0.6845 |
0.6300 |
0.0545 |
8.0% |
0.0055 |
0.8% |
99% |
True |
False |
10,880 |
| 100 |
0.6845 |
0.6300 |
0.0545 |
8.0% |
0.0047 |
0.7% |
99% |
True |
False |
8,705 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.3% |
0.0042 |
0.6% |
85% |
False |
False |
7,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6970 |
|
2.618 |
0.6922 |
|
1.618 |
0.6893 |
|
1.000 |
0.6875 |
|
0.618 |
0.6863 |
|
HIGH |
0.6845 |
|
0.618 |
0.6834 |
|
0.500 |
0.6830 |
|
0.382 |
0.6827 |
|
LOW |
0.6816 |
|
0.618 |
0.6797 |
|
1.000 |
0.6786 |
|
1.618 |
0.6768 |
|
2.618 |
0.6738 |
|
4.250 |
0.6690 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6838 |
0.6827 |
| PP |
0.6834 |
0.6812 |
| S1 |
0.6830 |
0.6798 |
|