CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6630 |
0.6642 |
0.0012 |
0.2% |
0.6610 |
High |
0.6658 |
0.6703 |
0.0045 |
0.7% |
0.6703 |
Low |
0.6630 |
0.6635 |
0.0005 |
0.1% |
0.6610 |
Close |
0.6641 |
0.6703 |
0.0062 |
0.9% |
0.6703 |
Range |
0.0028 |
0.0069 |
0.0041 |
144.6% |
0.0093 |
ATR |
0.0040 |
0.0042 |
0.0002 |
5.1% |
0.0000 |
Volume |
132 |
138 |
6 |
4.5% |
346 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6886 |
0.6863 |
0.6741 |
|
R3 |
0.6817 |
0.6794 |
0.6722 |
|
R2 |
0.6749 |
0.6749 |
0.6716 |
|
R1 |
0.6726 |
0.6726 |
0.6709 |
0.6737 |
PP |
0.6680 |
0.6680 |
0.6680 |
0.6686 |
S1 |
0.6657 |
0.6657 |
0.6697 |
0.6669 |
S2 |
0.6612 |
0.6612 |
0.6690 |
|
S3 |
0.6543 |
0.6589 |
0.6684 |
|
S4 |
0.6475 |
0.6520 |
0.6665 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6951 |
0.6920 |
0.6754 |
|
R3 |
0.6858 |
0.6827 |
0.6729 |
|
R2 |
0.6765 |
0.6765 |
0.6720 |
|
R1 |
0.6734 |
0.6734 |
0.6712 |
0.6750 |
PP |
0.6672 |
0.6672 |
0.6672 |
0.6680 |
S1 |
0.6641 |
0.6641 |
0.6694 |
0.6657 |
S2 |
0.6579 |
0.6579 |
0.6686 |
|
S3 |
0.6486 |
0.6548 |
0.6677 |
|
S4 |
0.6393 |
0.6455 |
0.6652 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6703 |
0.6610 |
0.0093 |
1.4% |
0.0032 |
0.5% |
100% |
True |
False |
69 |
10 |
0.6703 |
0.6491 |
0.0213 |
3.2% |
0.0035 |
0.5% |
100% |
True |
False |
53 |
20 |
0.6703 |
0.6388 |
0.0316 |
4.7% |
0.0027 |
0.4% |
100% |
True |
False |
33 |
40 |
0.6703 |
0.6345 |
0.0358 |
5.3% |
0.0024 |
0.4% |
100% |
True |
False |
18 |
60 |
0.6703 |
0.6345 |
0.0358 |
5.3% |
0.0022 |
0.3% |
100% |
True |
False |
13 |
80 |
0.6703 |
0.6345 |
0.0358 |
5.3% |
0.0020 |
0.3% |
100% |
True |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6994 |
2.618 |
0.6882 |
1.618 |
0.6814 |
1.000 |
0.6772 |
0.618 |
0.6745 |
HIGH |
0.6703 |
0.618 |
0.6677 |
0.500 |
0.6669 |
0.382 |
0.6661 |
LOW |
0.6635 |
0.618 |
0.6592 |
1.000 |
0.6566 |
1.618 |
0.6524 |
2.618 |
0.6455 |
4.250 |
0.6343 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6692 |
0.6691 |
PP |
0.6680 |
0.6679 |
S1 |
0.6669 |
0.6667 |
|