CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6572 |
0.6637 |
0.0065 |
1.0% |
0.6698 |
| High |
0.6638 |
0.6651 |
0.0014 |
0.2% |
0.6698 |
| Low |
0.6565 |
0.6606 |
0.0041 |
0.6% |
0.6565 |
| Close |
0.6637 |
0.6614 |
-0.0023 |
-0.3% |
0.6614 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-37.9% |
0.0133 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
15 |
29 |
14 |
93.3% |
303 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6759 |
0.6731 |
0.6639 |
|
| R3 |
0.6714 |
0.6686 |
0.6626 |
|
| R2 |
0.6669 |
0.6669 |
0.6622 |
|
| R1 |
0.6641 |
0.6641 |
0.6618 |
0.6633 |
| PP |
0.6624 |
0.6624 |
0.6624 |
0.6619 |
| S1 |
0.6596 |
0.6596 |
0.6610 |
0.6588 |
| S2 |
0.6579 |
0.6579 |
0.6606 |
|
| S3 |
0.6534 |
0.6551 |
0.6602 |
|
| S4 |
0.6489 |
0.6506 |
0.6589 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7023 |
0.6951 |
0.6687 |
|
| R3 |
0.6891 |
0.6819 |
0.6650 |
|
| R2 |
0.6758 |
0.6758 |
0.6638 |
|
| R1 |
0.6686 |
0.6686 |
0.6626 |
0.6656 |
| PP |
0.6626 |
0.6626 |
0.6626 |
0.6610 |
| S1 |
0.6554 |
0.6554 |
0.6602 |
0.6523 |
| S2 |
0.6493 |
0.6493 |
0.6590 |
|
| S3 |
0.6361 |
0.6421 |
0.6578 |
|
| S4 |
0.6228 |
0.6289 |
0.6541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6698 |
0.6565 |
0.0133 |
2.0% |
0.0055 |
0.8% |
37% |
False |
False |
60 |
| 10 |
0.6703 |
0.6565 |
0.0138 |
2.1% |
0.0043 |
0.7% |
36% |
False |
False |
64 |
| 20 |
0.6703 |
0.6388 |
0.0316 |
4.8% |
0.0035 |
0.5% |
72% |
False |
False |
42 |
| 40 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0026 |
0.4% |
75% |
False |
False |
25 |
| 60 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0026 |
0.4% |
75% |
False |
False |
18 |
| 80 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0022 |
0.3% |
75% |
False |
False |
14 |
| 100 |
0.6840 |
0.6345 |
0.0495 |
7.5% |
0.0019 |
0.3% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6842 |
|
2.618 |
0.6769 |
|
1.618 |
0.6724 |
|
1.000 |
0.6696 |
|
0.618 |
0.6679 |
|
HIGH |
0.6651 |
|
0.618 |
0.6634 |
|
0.500 |
0.6629 |
|
0.382 |
0.6623 |
|
LOW |
0.6606 |
|
0.618 |
0.6578 |
|
1.000 |
0.6561 |
|
1.618 |
0.6533 |
|
2.618 |
0.6488 |
|
4.250 |
0.6415 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6629 |
0.6612 |
| PP |
0.6624 |
0.6610 |
| S1 |
0.6619 |
0.6608 |
|