CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6607 |
0.6582 |
-0.0025 |
-0.4% |
0.6698 |
| High |
0.6628 |
0.6704 |
0.0076 |
1.1% |
0.6698 |
| Low |
0.6578 |
0.6582 |
0.0004 |
0.1% |
0.6565 |
| Close |
0.6590 |
0.6699 |
0.0110 |
1.7% |
0.6614 |
| Range |
0.0050 |
0.0123 |
0.0073 |
145.0% |
0.0133 |
| ATR |
0.0045 |
0.0051 |
0.0006 |
12.2% |
0.0000 |
| Volume |
123 |
23 |
-100 |
-81.3% |
303 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7029 |
0.6987 |
0.6766 |
|
| R3 |
0.6907 |
0.6864 |
0.6733 |
|
| R2 |
0.6784 |
0.6784 |
0.6721 |
|
| R1 |
0.6742 |
0.6742 |
0.6710 |
0.6763 |
| PP |
0.6662 |
0.6662 |
0.6662 |
0.6672 |
| S1 |
0.6619 |
0.6619 |
0.6688 |
0.6640 |
| S2 |
0.6539 |
0.6539 |
0.6677 |
|
| S3 |
0.6417 |
0.6497 |
0.6665 |
|
| S4 |
0.6294 |
0.6374 |
0.6632 |
|
|
| 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 |
0.6704 |
0.6565 |
0.0139 |
2.1% |
0.0061 |
0.9% |
96% |
True |
False |
50 |
| 10 |
0.6704 |
0.6565 |
0.0139 |
2.1% |
0.0056 |
0.8% |
96% |
True |
False |
78 |
| 20 |
0.6704 |
0.6491 |
0.0214 |
3.2% |
0.0041 |
0.6% |
98% |
True |
False |
52 |
| 40 |
0.6704 |
0.6345 |
0.0359 |
5.4% |
0.0029 |
0.4% |
99% |
True |
False |
30 |
| 60 |
0.6704 |
0.6345 |
0.0359 |
5.4% |
0.0029 |
0.4% |
99% |
True |
False |
22 |
| 80 |
0.6704 |
0.6345 |
0.0359 |
5.4% |
0.0024 |
0.4% |
99% |
True |
False |
16 |
| 100 |
0.6840 |
0.6345 |
0.0495 |
7.4% |
0.0021 |
0.3% |
72% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7225 |
|
2.618 |
0.7025 |
|
1.618 |
0.6902 |
|
1.000 |
0.6827 |
|
0.618 |
0.6780 |
|
HIGH |
0.6704 |
|
0.618 |
0.6657 |
|
0.500 |
0.6643 |
|
0.382 |
0.6628 |
|
LOW |
0.6582 |
|
0.618 |
0.6506 |
|
1.000 |
0.6459 |
|
1.618 |
0.6383 |
|
2.618 |
0.6261 |
|
4.250 |
0.6061 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6680 |
0.6680 |
| PP |
0.6662 |
0.6660 |
| S1 |
0.6643 |
0.6641 |
|