CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6698 |
0.6645 |
-0.0053 |
-0.8% |
0.6610 |
| High |
0.6698 |
0.6647 |
-0.0051 |
-0.8% |
0.6703 |
| Low |
0.6645 |
0.6584 |
-0.0061 |
-0.9% |
0.6610 |
| Close |
0.6650 |
0.6585 |
-0.0066 |
-1.0% |
0.6703 |
| Range |
0.0053 |
0.0063 |
0.0010 |
18.9% |
0.0093 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
3.8% |
0.0000 |
| Volume |
91 |
52 |
-39 |
-42.9% |
346 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6794 |
0.6752 |
0.6619 |
|
| R3 |
0.6731 |
0.6689 |
0.6602 |
|
| R2 |
0.6668 |
0.6668 |
0.6596 |
|
| R1 |
0.6626 |
0.6626 |
0.6590 |
0.6616 |
| PP |
0.6605 |
0.6605 |
0.6605 |
0.6600 |
| S1 |
0.6563 |
0.6563 |
0.6579 |
0.6553 |
| S2 |
0.6542 |
0.6542 |
0.6573 |
|
| S3 |
0.6479 |
0.6500 |
0.6567 |
|
| S4 |
0.6416 |
0.6437 |
0.6550 |
|
|
| 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 |
0.6584 |
0.0119 |
1.8% |
0.0048 |
0.7% |
0% |
False |
True |
93 |
| 10 |
0.6703 |
0.6561 |
0.0142 |
2.2% |
0.0037 |
0.6% |
17% |
False |
False |
57 |
| 20 |
0.6703 |
0.6388 |
0.0316 |
4.8% |
0.0029 |
0.4% |
62% |
False |
False |
36 |
| 40 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0025 |
0.4% |
67% |
False |
False |
21 |
| 60 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0024 |
0.4% |
67% |
False |
False |
16 |
| 80 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0021 |
0.3% |
67% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6915 |
|
2.618 |
0.6812 |
|
1.618 |
0.6749 |
|
1.000 |
0.6710 |
|
0.618 |
0.6686 |
|
HIGH |
0.6647 |
|
0.618 |
0.6623 |
|
0.500 |
0.6616 |
|
0.382 |
0.6608 |
|
LOW |
0.6584 |
|
0.618 |
0.6545 |
|
1.000 |
0.6521 |
|
1.618 |
0.6482 |
|
2.618 |
0.6419 |
|
4.250 |
0.6316 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6616 |
0.6644 |
| PP |
0.6605 |
0.6624 |
| S1 |
0.6595 |
0.6604 |
|