CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 22-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6775 |
0.6827 |
0.0053 |
0.8% |
0.6731 |
High |
0.6830 |
0.6856 |
0.0026 |
0.4% |
0.6856 |
Low |
0.6773 |
0.6806 |
0.0033 |
0.5% |
0.6725 |
Close |
0.6830 |
0.6833 |
0.0003 |
0.0% |
0.6833 |
Range |
0.0057 |
0.0050 |
-0.0007 |
-11.5% |
0.0131 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
Volume |
155 |
120 |
-35 |
-22.6% |
630 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6981 |
0.6957 |
0.6860 |
|
R3 |
0.6931 |
0.6907 |
0.6846 |
|
R2 |
0.6881 |
0.6881 |
0.6842 |
|
R1 |
0.6857 |
0.6857 |
0.6837 |
0.6869 |
PP |
0.6831 |
0.6831 |
0.6831 |
0.6837 |
S1 |
0.6807 |
0.6807 |
0.6828 |
0.6819 |
S2 |
0.6781 |
0.6781 |
0.6823 |
|
S3 |
0.6731 |
0.6757 |
0.6819 |
|
S4 |
0.6681 |
0.6707 |
0.6805 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7196 |
0.7145 |
0.6904 |
|
R3 |
0.7065 |
0.7014 |
0.6868 |
|
R2 |
0.6935 |
0.6935 |
0.6856 |
|
R1 |
0.6884 |
0.6884 |
0.6844 |
0.6909 |
PP |
0.6804 |
0.6804 |
0.6804 |
0.6817 |
S1 |
0.6753 |
0.6753 |
0.6821 |
0.6779 |
S2 |
0.6674 |
0.6674 |
0.6809 |
|
S3 |
0.6543 |
0.6623 |
0.6797 |
|
S4 |
0.6413 |
0.6492 |
0.6761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6856 |
0.6725 |
0.0131 |
1.9% |
0.0052 |
0.8% |
82% |
True |
False |
126 |
10 |
0.6856 |
0.6578 |
0.0278 |
4.1% |
0.0057 |
0.8% |
92% |
True |
False |
114 |
20 |
0.6856 |
0.6565 |
0.0291 |
4.3% |
0.0050 |
0.7% |
92% |
True |
False |
89 |
40 |
0.6856 |
0.6370 |
0.0486 |
7.1% |
0.0036 |
0.5% |
95% |
True |
False |
53 |
60 |
0.6856 |
0.6345 |
0.0511 |
7.5% |
0.0033 |
0.5% |
95% |
True |
False |
36 |
80 |
0.6856 |
0.6345 |
0.0511 |
7.5% |
0.0029 |
0.4% |
95% |
True |
False |
28 |
100 |
0.6856 |
0.6345 |
0.0511 |
7.5% |
0.0024 |
0.4% |
95% |
True |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7068 |
2.618 |
0.6986 |
1.618 |
0.6936 |
1.000 |
0.6906 |
0.618 |
0.6886 |
HIGH |
0.6856 |
0.618 |
0.6836 |
0.500 |
0.6831 |
0.382 |
0.6825 |
LOW |
0.6806 |
0.618 |
0.6775 |
1.000 |
0.6756 |
1.618 |
0.6725 |
2.618 |
0.6675 |
4.250 |
0.6593 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6832 |
0.6825 |
PP |
0.6831 |
0.6817 |
S1 |
0.6831 |
0.6809 |
|