CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6645 |
0.6590 |
-0.0056 |
-0.8% |
0.6610 |
| High |
0.6647 |
0.6625 |
-0.0023 |
-0.3% |
0.6703 |
| Low |
0.6584 |
0.6585 |
0.0001 |
0.0% |
0.6610 |
| Close |
0.6585 |
0.6589 |
0.0004 |
0.1% |
0.6703 |
| Range |
0.0063 |
0.0040 |
-0.0024 |
-37.3% |
0.0093 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
52 |
116 |
64 |
123.1% |
346 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6718 |
0.6693 |
0.6610 |
|
| R3 |
0.6678 |
0.6653 |
0.6599 |
|
| R2 |
0.6639 |
0.6639 |
0.6596 |
|
| R1 |
0.6614 |
0.6614 |
0.6592 |
0.6607 |
| PP |
0.6599 |
0.6599 |
0.6599 |
0.6596 |
| S1 |
0.6574 |
0.6574 |
0.6585 |
0.6567 |
| S2 |
0.6560 |
0.6560 |
0.6581 |
|
| S3 |
0.6520 |
0.6535 |
0.6578 |
|
| S4 |
0.6481 |
0.6495 |
0.6567 |
|
|
| 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% |
0.0050 |
0.8% |
4% |
False |
False |
105 |
| 10 |
0.6703 |
0.6561 |
0.0142 |
2.2% |
0.0039 |
0.6% |
19% |
False |
False |
67 |
| 20 |
0.6703 |
0.6388 |
0.0316 |
4.8% |
0.0029 |
0.4% |
64% |
False |
False |
40 |
| 40 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0026 |
0.4% |
68% |
False |
False |
24 |
| 60 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0025 |
0.4% |
68% |
False |
False |
18 |
| 80 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0021 |
0.3% |
68% |
False |
False |
13 |
| 100 |
0.6869 |
0.6345 |
0.0524 |
8.0% |
0.0018 |
0.3% |
46% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6792 |
|
2.618 |
0.6728 |
|
1.618 |
0.6688 |
|
1.000 |
0.6664 |
|
0.618 |
0.6649 |
|
HIGH |
0.6625 |
|
0.618 |
0.6609 |
|
0.500 |
0.6605 |
|
0.382 |
0.6600 |
|
LOW |
0.6585 |
|
0.618 |
0.6561 |
|
1.000 |
0.6546 |
|
1.618 |
0.6521 |
|
2.618 |
0.6482 |
|
4.250 |
0.6417 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6605 |
0.6641 |
| PP |
0.6599 |
0.6623 |
| S1 |
0.6594 |
0.6606 |
|