CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6734 |
0.6796 |
0.0063 |
0.9% |
0.6605 |
| High |
0.6804 |
0.6803 |
-0.0001 |
0.0% |
0.6761 |
| Low |
0.6734 |
0.6763 |
0.0030 |
0.4% |
0.6578 |
| Close |
0.6792 |
0.6780 |
-0.0013 |
-0.2% |
0.6740 |
| Range |
0.0071 |
0.0040 |
-0.0031 |
-43.3% |
0.0183 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
212 |
74 |
-138 |
-65.1% |
510 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6902 |
0.6881 |
0.6802 |
|
| R3 |
0.6862 |
0.6841 |
0.6791 |
|
| R2 |
0.6822 |
0.6822 |
0.6787 |
|
| R1 |
0.6801 |
0.6801 |
0.6783 |
0.6791 |
| PP |
0.6782 |
0.6782 |
0.6782 |
0.6777 |
| S1 |
0.6761 |
0.6761 |
0.6776 |
0.6751 |
| S2 |
0.6742 |
0.6742 |
0.6772 |
|
| S3 |
0.6702 |
0.6721 |
0.6769 |
|
| S4 |
0.6662 |
0.6681 |
0.6758 |
|
|
| 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 |
0.6691 |
0.0114 |
1.7% |
0.0055 |
0.8% |
78% |
False |
False |
131 |
| 10 |
0.6804 |
0.6565 |
0.0239 |
3.5% |
0.0058 |
0.9% |
90% |
False |
False |
90 |
| 20 |
0.6804 |
0.6561 |
0.0243 |
3.6% |
0.0048 |
0.7% |
90% |
False |
False |
79 |
| 40 |
0.6804 |
0.6353 |
0.0452 |
6.7% |
0.0033 |
0.5% |
95% |
False |
False |
46 |
| 60 |
0.6804 |
0.6345 |
0.0459 |
6.8% |
0.0032 |
0.5% |
95% |
False |
False |
32 |
| 80 |
0.6804 |
0.6345 |
0.0459 |
6.8% |
0.0028 |
0.4% |
95% |
False |
False |
24 |
| 100 |
0.6804 |
0.6345 |
0.0459 |
6.8% |
0.0023 |
0.3% |
95% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6973 |
|
2.618 |
0.6908 |
|
1.618 |
0.6868 |
|
1.000 |
0.6843 |
|
0.618 |
0.6828 |
|
HIGH |
0.6803 |
|
0.618 |
0.6788 |
|
0.500 |
0.6783 |
|
0.382 |
0.6778 |
|
LOW |
0.6763 |
|
0.618 |
0.6738 |
|
1.000 |
0.6723 |
|
1.618 |
0.6698 |
|
2.618 |
0.6658 |
|
4.250 |
0.6593 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6783 |
0.6775 |
| PP |
0.6782 |
0.6770 |
| S1 |
0.6781 |
0.6765 |
|