CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 21-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6796 |
0.6775 |
-0.0022 |
-0.3% |
0.6605 |
High |
0.6803 |
0.6830 |
0.0027 |
0.4% |
0.6761 |
Low |
0.6763 |
0.6773 |
0.0010 |
0.1% |
0.6578 |
Close |
0.6780 |
0.6830 |
0.0050 |
0.7% |
0.6740 |
Range |
0.0040 |
0.0057 |
0.0017 |
41.3% |
0.0183 |
ATR |
0.0052 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
Volume |
74 |
155 |
81 |
109.5% |
510 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6980 |
0.6961 |
0.6861 |
|
R3 |
0.6924 |
0.6905 |
0.6845 |
|
R2 |
0.6867 |
0.6867 |
0.6840 |
|
R1 |
0.6848 |
0.6848 |
0.6835 |
0.6858 |
PP |
0.6811 |
0.6811 |
0.6811 |
0.6815 |
S1 |
0.6792 |
0.6792 |
0.6824 |
0.6801 |
S2 |
0.6754 |
0.6754 |
0.6819 |
|
S3 |
0.6698 |
0.6735 |
0.6814 |
|
S4 |
0.6641 |
0.6679 |
0.6798 |
|
|
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 |
0.6830 |
0.6700 |
0.0130 |
1.9% |
0.0054 |
0.8% |
100% |
True |
False |
109 |
10 |
0.6830 |
0.6578 |
0.0252 |
3.7% |
0.0056 |
0.8% |
100% |
True |
False |
104 |
20 |
0.6830 |
0.6565 |
0.0265 |
3.9% |
0.0050 |
0.7% |
100% |
True |
False |
86 |
40 |
0.6830 |
0.6370 |
0.0460 |
6.7% |
0.0034 |
0.5% |
100% |
True |
False |
50 |
60 |
0.6830 |
0.6345 |
0.0485 |
7.1% |
0.0032 |
0.5% |
100% |
True |
False |
34 |
80 |
0.6830 |
0.6345 |
0.0485 |
7.1% |
0.0028 |
0.4% |
100% |
True |
False |
26 |
100 |
0.6830 |
0.6345 |
0.0485 |
7.1% |
0.0024 |
0.3% |
100% |
True |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7070 |
2.618 |
0.6977 |
1.618 |
0.6921 |
1.000 |
0.6886 |
0.618 |
0.6864 |
HIGH |
0.6830 |
0.618 |
0.6808 |
0.500 |
0.6801 |
0.382 |
0.6795 |
LOW |
0.6773 |
0.618 |
0.6738 |
1.000 |
0.6717 |
1.618 |
0.6682 |
2.618 |
0.6625 |
4.250 |
0.6533 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6820 |
0.6814 |
PP |
0.6811 |
0.6798 |
S1 |
0.6801 |
0.6782 |
|