CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6642 |
0.6698 |
0.0056 |
0.8% |
0.6610 |
| High |
0.6703 |
0.6698 |
-0.0006 |
-0.1% |
0.6703 |
| Low |
0.6635 |
0.6645 |
0.0010 |
0.2% |
0.6610 |
| Close |
0.6703 |
0.6650 |
-0.0053 |
-0.8% |
0.6703 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-22.6% |
0.0093 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.8% |
0.0000 |
| Volume |
138 |
91 |
-47 |
-34.1% |
346 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6823 |
0.6790 |
0.6679 |
|
| R3 |
0.6770 |
0.6737 |
0.6665 |
|
| R2 |
0.6717 |
0.6717 |
0.6660 |
|
| R1 |
0.6684 |
0.6684 |
0.6655 |
0.6674 |
| PP |
0.6664 |
0.6664 |
0.6664 |
0.6659 |
| S1 |
0.6631 |
0.6631 |
0.6645 |
0.6621 |
| S2 |
0.6611 |
0.6611 |
0.6640 |
|
| S3 |
0.6558 |
0.6578 |
0.6635 |
|
| S4 |
0.6505 |
0.6525 |
0.6621 |
|
|
| 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 |
0.6630 |
0.0073 |
1.1% |
0.0036 |
0.5% |
27% |
False |
False |
83 |
| 10 |
0.6703 |
0.6561 |
0.0142 |
2.1% |
0.0034 |
0.5% |
63% |
False |
False |
61 |
| 20 |
0.6703 |
0.6388 |
0.0316 |
4.7% |
0.0026 |
0.4% |
83% |
False |
False |
33 |
| 40 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0024 |
0.4% |
85% |
False |
False |
20 |
| 60 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0023 |
0.3% |
85% |
False |
False |
15 |
| 80 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0020 |
0.3% |
85% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6923 |
|
2.618 |
0.6836 |
|
1.618 |
0.6783 |
|
1.000 |
0.6751 |
|
0.618 |
0.6730 |
|
HIGH |
0.6698 |
|
0.618 |
0.6677 |
|
0.500 |
0.6671 |
|
0.382 |
0.6665 |
|
LOW |
0.6645 |
|
0.618 |
0.6612 |
|
1.000 |
0.6592 |
|
1.618 |
0.6559 |
|
2.618 |
0.6506 |
|
4.250 |
0.6419 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6671 |
0.6667 |
| PP |
0.6664 |
0.6661 |
| S1 |
0.6657 |
0.6656 |
|