CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6691 |
0.6734 |
0.0043 |
0.6% |
0.6605 |
High |
0.6753 |
0.6761 |
0.0008 |
0.1% |
0.6761 |
Low |
0.6691 |
0.6700 |
0.0009 |
0.1% |
0.6578 |
Close |
0.6730 |
0.6740 |
0.0010 |
0.1% |
0.6740 |
Range |
0.0063 |
0.0061 |
-0.0002 |
-2.4% |
0.0183 |
ATR |
0.0052 |
0.0052 |
0.0001 |
1.3% |
0.0000 |
Volume |
262 |
38 |
-224 |
-85.5% |
510 |
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6916 |
0.6889 |
0.6773 |
|
R3 |
0.6855 |
0.6828 |
0.6756 |
|
R2 |
0.6794 |
0.6794 |
0.6751 |
|
R1 |
0.6767 |
0.6767 |
0.6745 |
0.6781 |
PP |
0.6733 |
0.6733 |
0.6733 |
0.6740 |
S1 |
0.6706 |
0.6706 |
0.6734 |
0.6720 |
S2 |
0.6672 |
0.6672 |
0.6728 |
|
S3 |
0.6611 |
0.6645 |
0.6723 |
|
S4 |
0.6550 |
0.6584 |
0.6706 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7240 |
0.7172 |
0.6840 |
|
R3 |
0.7058 |
0.6990 |
0.6790 |
|
R2 |
0.6875 |
0.6875 |
0.6773 |
|
R1 |
0.6807 |
0.6807 |
0.6756 |
0.6841 |
PP |
0.6693 |
0.6693 |
0.6693 |
0.6710 |
S1 |
0.6625 |
0.6625 |
0.6723 |
0.6659 |
S2 |
0.6510 |
0.6510 |
0.6706 |
|
S3 |
0.6328 |
0.6442 |
0.6689 |
|
S4 |
0.6145 |
0.6260 |
0.6639 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6761 |
0.6578 |
0.0183 |
2.7% |
0.0062 |
0.9% |
88% |
True |
False |
102 |
10 |
0.6761 |
0.6565 |
0.0196 |
2.9% |
0.0058 |
0.9% |
89% |
True |
False |
81 |
20 |
0.6761 |
0.6491 |
0.0270 |
4.0% |
0.0047 |
0.7% |
92% |
True |
False |
67 |
40 |
0.6761 |
0.6349 |
0.0412 |
6.1% |
0.0030 |
0.4% |
95% |
True |
False |
37 |
60 |
0.6761 |
0.6345 |
0.0416 |
6.2% |
0.0029 |
0.4% |
95% |
True |
False |
26 |
80 |
0.6761 |
0.6345 |
0.0416 |
6.2% |
0.0026 |
0.4% |
95% |
True |
False |
20 |
100 |
0.6778 |
0.6345 |
0.0433 |
6.4% |
0.0022 |
0.3% |
91% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7020 |
2.618 |
0.6920 |
1.618 |
0.6859 |
1.000 |
0.6822 |
0.618 |
0.6798 |
HIGH |
0.6761 |
0.618 |
0.6737 |
0.500 |
0.6730 |
0.382 |
0.6723 |
LOW |
0.6700 |
0.618 |
0.6662 |
1.000 |
0.6639 |
1.618 |
0.6601 |
2.618 |
0.6540 |
4.250 |
0.6440 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6736 |
0.6717 |
PP |
0.6733 |
0.6694 |
S1 |
0.6730 |
0.6671 |
|