CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6590 |
0.6572 |
-0.0018 |
-0.3% |
0.6610 |
High |
0.6625 |
0.6638 |
0.0013 |
0.2% |
0.6703 |
Low |
0.6585 |
0.6565 |
-0.0020 |
-0.3% |
0.6610 |
Close |
0.6589 |
0.6637 |
0.0049 |
0.7% |
0.6703 |
Range |
0.0040 |
0.0073 |
0.0033 |
83.5% |
0.0093 |
ATR |
0.0044 |
0.0046 |
0.0002 |
4.5% |
0.0000 |
Volume |
116 |
15 |
-101 |
-87.1% |
346 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6831 |
0.6806 |
0.6677 |
|
R3 |
0.6758 |
0.6734 |
0.6657 |
|
R2 |
0.6686 |
0.6686 |
0.6650 |
|
R1 |
0.6661 |
0.6661 |
0.6644 |
0.6674 |
PP |
0.6613 |
0.6613 |
0.6613 |
0.6619 |
S1 |
0.6589 |
0.6589 |
0.6630 |
0.6601 |
S2 |
0.6541 |
0.6541 |
0.6624 |
|
S3 |
0.6468 |
0.6516 |
0.6617 |
|
S4 |
0.6396 |
0.6444 |
0.6597 |
|
|
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 |
0.6565 |
0.0138 |
2.1% |
0.0059 |
0.9% |
52% |
False |
True |
82 |
10 |
0.6703 |
0.6565 |
0.0138 |
2.1% |
0.0043 |
0.6% |
52% |
False |
True |
67 |
20 |
0.6703 |
0.6388 |
0.0316 |
4.8% |
0.0033 |
0.5% |
79% |
False |
False |
41 |
40 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0027 |
0.4% |
82% |
False |
False |
25 |
60 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0025 |
0.4% |
82% |
False |
False |
18 |
80 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0022 |
0.3% |
82% |
False |
False |
13 |
100 |
0.6840 |
0.6345 |
0.0495 |
7.5% |
0.0018 |
0.3% |
59% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6946 |
2.618 |
0.6827 |
1.618 |
0.6755 |
1.000 |
0.6710 |
0.618 |
0.6682 |
HIGH |
0.6638 |
0.618 |
0.6610 |
0.500 |
0.6601 |
0.382 |
0.6593 |
LOW |
0.6565 |
0.618 |
0.6520 |
1.000 |
0.6493 |
1.618 |
0.6448 |
2.618 |
0.6375 |
4.250 |
0.6257 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6625 |
0.6627 |
PP |
0.6613 |
0.6616 |
S1 |
0.6601 |
0.6606 |
|