CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6734 |
0.6731 |
-0.0003 |
0.0% |
0.6605 |
| High |
0.6761 |
0.6766 |
0.0006 |
0.1% |
0.6761 |
| Low |
0.6700 |
0.6725 |
0.0026 |
0.4% |
0.6578 |
| Close |
0.6740 |
0.6735 |
-0.0005 |
-0.1% |
0.6740 |
| Range |
0.0061 |
0.0041 |
-0.0020 |
-32.8% |
0.0183 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
38 |
69 |
31 |
81.6% |
510 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6865 |
0.6841 |
0.6758 |
|
| R3 |
0.6824 |
0.6800 |
0.6746 |
|
| R2 |
0.6783 |
0.6783 |
0.6743 |
|
| R1 |
0.6759 |
0.6759 |
0.6739 |
0.6771 |
| PP |
0.6742 |
0.6742 |
0.6742 |
0.6748 |
| S1 |
0.6718 |
0.6718 |
0.6731 |
0.6730 |
| S2 |
0.6701 |
0.6701 |
0.6727 |
|
| S3 |
0.6660 |
0.6677 |
0.6724 |
|
| S4 |
0.6619 |
0.6636 |
0.6712 |
|
|
| 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 |
0.6766 |
0.6578 |
0.0188 |
2.8% |
0.0067 |
1.0% |
84% |
True |
False |
103 |
| 10 |
0.6766 |
0.6565 |
0.0201 |
3.0% |
0.0057 |
0.9% |
85% |
True |
False |
79 |
| 20 |
0.6766 |
0.6561 |
0.0205 |
3.0% |
0.0046 |
0.7% |
85% |
True |
False |
70 |
| 40 |
0.6766 |
0.6353 |
0.0414 |
6.1% |
0.0031 |
0.5% |
93% |
True |
False |
39 |
| 60 |
0.6766 |
0.6345 |
0.0421 |
6.3% |
0.0030 |
0.4% |
93% |
True |
False |
27 |
| 80 |
0.6766 |
0.6345 |
0.0421 |
6.3% |
0.0026 |
0.4% |
93% |
True |
False |
21 |
| 100 |
0.6778 |
0.6345 |
0.0433 |
6.4% |
0.0022 |
0.3% |
90% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6940 |
|
2.618 |
0.6873 |
|
1.618 |
0.6832 |
|
1.000 |
0.6807 |
|
0.618 |
0.6791 |
|
HIGH |
0.6766 |
|
0.618 |
0.6750 |
|
0.500 |
0.6746 |
|
0.382 |
0.6741 |
|
LOW |
0.6725 |
|
0.618 |
0.6700 |
|
1.000 |
0.6684 |
|
1.618 |
0.6659 |
|
2.618 |
0.6618 |
|
4.250 |
0.6551 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6746 |
0.6733 |
| PP |
0.6742 |
0.6731 |
| S1 |
0.6739 |
0.6728 |
|