CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 11-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6637 |
0.6605 |
-0.0032 |
-0.5% |
0.6698 |
High |
0.6651 |
0.6605 |
-0.0046 |
-0.7% |
0.6698 |
Low |
0.6606 |
0.6590 |
-0.0017 |
-0.2% |
0.6565 |
Close |
0.6614 |
0.6601 |
-0.0014 |
-0.2% |
0.6614 |
Range |
0.0045 |
0.0016 |
-0.0030 |
-65.6% |
0.0133 |
ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
29 |
64 |
35 |
120.7% |
303 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6645 |
0.6638 |
0.6609 |
|
R3 |
0.6629 |
0.6623 |
0.6605 |
|
R2 |
0.6614 |
0.6614 |
0.6603 |
|
R1 |
0.6607 |
0.6607 |
0.6602 |
0.6603 |
PP |
0.6598 |
0.6598 |
0.6598 |
0.6596 |
S1 |
0.6592 |
0.6592 |
0.6599 |
0.6587 |
S2 |
0.6583 |
0.6583 |
0.6598 |
|
S3 |
0.6567 |
0.6576 |
0.6596 |
|
S4 |
0.6552 |
0.6561 |
0.6592 |
|
|
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 |
0.6651 |
0.6565 |
0.0086 |
1.3% |
0.0047 |
0.7% |
41% |
False |
False |
55 |
10 |
0.6703 |
0.6565 |
0.0138 |
2.1% |
0.0041 |
0.6% |
26% |
False |
False |
69 |
20 |
0.6703 |
0.6410 |
0.0293 |
4.4% |
0.0035 |
0.5% |
65% |
False |
False |
45 |
40 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0026 |
0.4% |
71% |
False |
False |
26 |
60 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0026 |
0.4% |
71% |
False |
False |
19 |
80 |
0.6703 |
0.6345 |
0.0358 |
5.4% |
0.0022 |
0.3% |
71% |
False |
False |
14 |
100 |
0.6840 |
0.6345 |
0.0495 |
7.5% |
0.0019 |
0.3% |
52% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6671 |
2.618 |
0.6646 |
1.618 |
0.6630 |
1.000 |
0.6621 |
0.618 |
0.6615 |
HIGH |
0.6605 |
0.618 |
0.6599 |
0.500 |
0.6597 |
0.382 |
0.6595 |
LOW |
0.6590 |
0.618 |
0.6580 |
1.000 |
0.6574 |
1.618 |
0.6564 |
2.618 |
0.6549 |
4.250 |
0.6524 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6599 |
0.6608 |
PP |
0.6598 |
0.6606 |
S1 |
0.6597 |
0.6603 |
|