CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6842 |
0.6863 |
0.0022 |
0.3% |
0.6721 |
| High |
0.6870 |
0.6888 |
0.0018 |
0.3% |
0.6843 |
| Low |
0.6836 |
0.6841 |
0.0005 |
0.1% |
0.6710 |
| Close |
0.6859 |
0.6851 |
-0.0008 |
-0.1% |
0.6821 |
| Range |
0.0034 |
0.0047 |
0.0013 |
38.2% |
0.0134 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
60,739 |
85,434 |
24,695 |
40.7% |
413,631 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7001 |
0.6973 |
0.6876 |
|
| R3 |
0.6954 |
0.6926 |
0.6863 |
|
| R2 |
0.6907 |
0.6907 |
0.6859 |
|
| R1 |
0.6879 |
0.6879 |
0.6855 |
0.6869 |
| PP |
0.6860 |
0.6860 |
0.6860 |
0.6855 |
| S1 |
0.6832 |
0.6832 |
0.6846 |
0.6822 |
| S2 |
0.6813 |
0.6813 |
0.6842 |
|
| S3 |
0.6766 |
0.6785 |
0.6838 |
|
| S4 |
0.6719 |
0.6738 |
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 |
0.6888 |
0.6750 |
0.0138 |
2.0% |
0.0047 |
0.7% |
73% |
True |
False |
70,272 |
| 10 |
0.6888 |
0.6678 |
0.0210 |
3.1% |
0.0054 |
0.8% |
82% |
True |
False |
77,587 |
| 20 |
0.6888 |
0.6546 |
0.0342 |
5.0% |
0.0065 |
0.9% |
89% |
True |
False |
50,288 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
7.8% |
0.0064 |
0.9% |
93% |
True |
False |
25,368 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.6% |
0.0060 |
0.9% |
94% |
True |
False |
16,937 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.6% |
0.0055 |
0.8% |
94% |
True |
False |
12,707 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.6% |
0.0047 |
0.7% |
94% |
True |
False |
10,166 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.3% |
0.0042 |
0.6% |
86% |
False |
False |
8,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7087 |
|
2.618 |
0.7011 |
|
1.618 |
0.6964 |
|
1.000 |
0.6935 |
|
0.618 |
0.6917 |
|
HIGH |
0.6888 |
|
0.618 |
0.6870 |
|
0.500 |
0.6864 |
|
0.382 |
0.6858 |
|
LOW |
0.6841 |
|
0.618 |
0.6811 |
|
1.000 |
0.6794 |
|
1.618 |
0.6764 |
|
2.618 |
0.6717 |
|
4.250 |
0.6641 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6864 |
0.6852 |
| PP |
0.6860 |
0.6851 |
| S1 |
0.6855 |
0.6851 |
|