CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6582 |
0.6691 |
0.0109 |
1.7% |
0.6698 |
| High |
0.6704 |
0.6753 |
0.0049 |
0.7% |
0.6698 |
| Low |
0.6582 |
0.6691 |
0.0109 |
1.7% |
0.6565 |
| Close |
0.6699 |
0.6730 |
0.0031 |
0.5% |
0.6614 |
| Range |
0.0123 |
0.0063 |
-0.0060 |
-49.0% |
0.0133 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
| Volume |
23 |
262 |
239 |
1,039.1% |
303 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6912 |
0.6883 |
0.6764 |
|
| R3 |
0.6849 |
0.6821 |
0.6747 |
|
| R2 |
0.6787 |
0.6787 |
0.6741 |
|
| R1 |
0.6758 |
0.6758 |
0.6735 |
0.6773 |
| PP |
0.6724 |
0.6724 |
0.6724 |
0.6732 |
| S1 |
0.6696 |
0.6696 |
0.6724 |
0.6710 |
| S2 |
0.6662 |
0.6662 |
0.6718 |
|
| S3 |
0.6599 |
0.6633 |
0.6712 |
|
| S4 |
0.6537 |
0.6571 |
0.6695 |
|
|
| 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 |
0.6753 |
0.6578 |
0.0175 |
2.6% |
0.0059 |
0.9% |
87% |
True |
False |
100 |
| 10 |
0.6753 |
0.6565 |
0.0188 |
2.8% |
0.0059 |
0.9% |
88% |
True |
False |
91 |
| 20 |
0.6753 |
0.6491 |
0.0263 |
3.9% |
0.0044 |
0.7% |
91% |
True |
False |
65 |
| 40 |
0.6753 |
0.6345 |
0.0408 |
6.1% |
0.0030 |
0.4% |
94% |
True |
False |
36 |
| 60 |
0.6753 |
0.6345 |
0.0408 |
6.1% |
0.0029 |
0.4% |
94% |
True |
False |
26 |
| 80 |
0.6753 |
0.6345 |
0.0408 |
6.1% |
0.0025 |
0.4% |
94% |
True |
False |
20 |
| 100 |
0.6840 |
0.6345 |
0.0495 |
7.4% |
0.0021 |
0.3% |
78% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7019 |
|
2.618 |
0.6917 |
|
1.618 |
0.6854 |
|
1.000 |
0.6816 |
|
0.618 |
0.6792 |
|
HIGH |
0.6753 |
|
0.618 |
0.6729 |
|
0.500 |
0.6722 |
|
0.382 |
0.6714 |
|
LOW |
0.6691 |
|
0.618 |
0.6652 |
|
1.000 |
0.6628 |
|
1.618 |
0.6589 |
|
2.618 |
0.6527 |
|
4.250 |
0.6425 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6727 |
0.6708 |
| PP |
0.6724 |
0.6687 |
| S1 |
0.6722 |
0.6666 |
|