CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6731 |
0.6734 |
0.0003 |
0.0% |
0.6605 |
High |
0.6766 |
0.6804 |
0.0038 |
0.6% |
0.6761 |
Low |
0.6725 |
0.6734 |
0.0009 |
0.1% |
0.6578 |
Close |
0.6735 |
0.6792 |
0.0057 |
0.8% |
0.6740 |
Range |
0.0041 |
0.0071 |
0.0030 |
72.0% |
0.0183 |
ATR |
0.0051 |
0.0053 |
0.0001 |
2.7% |
0.0000 |
Volume |
69 |
212 |
143 |
207.2% |
510 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6988 |
0.6961 |
0.6831 |
|
R3 |
0.6918 |
0.6890 |
0.6811 |
|
R2 |
0.6847 |
0.6847 |
0.6805 |
|
R1 |
0.6820 |
0.6820 |
0.6798 |
0.6833 |
PP |
0.6777 |
0.6777 |
0.6777 |
0.6783 |
S1 |
0.6749 |
0.6749 |
0.6786 |
0.6763 |
S2 |
0.6706 |
0.6706 |
0.6779 |
|
S3 |
0.6636 |
0.6679 |
0.6773 |
|
S4 |
0.6565 |
0.6608 |
0.6753 |
|
|
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 |
0.6804 |
0.6582 |
0.0223 |
3.3% |
0.0072 |
1.1% |
95% |
True |
False |
120 |
10 |
0.6804 |
0.6565 |
0.0239 |
3.5% |
0.0058 |
0.9% |
95% |
True |
False |
95 |
20 |
0.6804 |
0.6561 |
0.0243 |
3.6% |
0.0048 |
0.7% |
95% |
True |
False |
76 |
40 |
0.6804 |
0.6353 |
0.0452 |
6.6% |
0.0032 |
0.5% |
97% |
True |
False |
44 |
60 |
0.6804 |
0.6345 |
0.0459 |
6.8% |
0.0031 |
0.5% |
97% |
True |
False |
31 |
80 |
0.6804 |
0.6345 |
0.0459 |
6.8% |
0.0027 |
0.4% |
97% |
True |
False |
24 |
100 |
0.6804 |
0.6345 |
0.0459 |
6.8% |
0.0023 |
0.3% |
97% |
True |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7104 |
2.618 |
0.6989 |
1.618 |
0.6918 |
1.000 |
0.6875 |
0.618 |
0.6848 |
HIGH |
0.6804 |
0.618 |
0.6777 |
0.500 |
0.6769 |
0.382 |
0.6760 |
LOW |
0.6734 |
0.618 |
0.6690 |
1.000 |
0.6663 |
1.618 |
0.6619 |
2.618 |
0.6549 |
4.250 |
0.6434 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6784 |
0.6779 |
PP |
0.6777 |
0.6765 |
S1 |
0.6769 |
0.6752 |
|