CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6827 |
0.6834 |
0.0007 |
0.1% |
0.6731 |
| High |
0.6856 |
0.6854 |
-0.0002 |
0.0% |
0.6856 |
| Low |
0.6806 |
0.6834 |
0.0029 |
0.4% |
0.6725 |
| Close |
0.6833 |
0.6854 |
0.0021 |
0.3% |
0.6833 |
| Range |
0.0050 |
0.0020 |
-0.0031 |
-61.0% |
0.0131 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
120 |
20 |
-100 |
-83.3% |
630 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6906 |
0.6899 |
0.6864 |
|
| R3 |
0.6886 |
0.6880 |
0.6859 |
|
| R2 |
0.6867 |
0.6867 |
0.6857 |
|
| R1 |
0.6860 |
0.6860 |
0.6855 |
0.6863 |
| PP |
0.6847 |
0.6847 |
0.6847 |
0.6849 |
| S1 |
0.6841 |
0.6841 |
0.6852 |
0.6844 |
| S2 |
0.6828 |
0.6828 |
0.6850 |
|
| S3 |
0.6808 |
0.6821 |
0.6848 |
|
| S4 |
0.6789 |
0.6802 |
0.6843 |
|
|
| 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 |
0.6734 |
0.0122 |
1.8% |
0.0047 |
0.7% |
98% |
False |
False |
116 |
| 10 |
0.6856 |
0.6578 |
0.0278 |
4.0% |
0.0057 |
0.8% |
99% |
False |
False |
109 |
| 20 |
0.6856 |
0.6565 |
0.0291 |
4.2% |
0.0049 |
0.7% |
99% |
False |
False |
89 |
| 40 |
0.6856 |
0.6382 |
0.0474 |
6.9% |
0.0036 |
0.5% |
100% |
False |
False |
53 |
| 60 |
0.6856 |
0.6345 |
0.0511 |
7.4% |
0.0032 |
0.5% |
100% |
False |
False |
37 |
| 80 |
0.6856 |
0.6345 |
0.0511 |
7.4% |
0.0029 |
0.4% |
100% |
False |
False |
28 |
| 100 |
0.6856 |
0.6345 |
0.0511 |
7.4% |
0.0024 |
0.4% |
100% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6936 |
|
2.618 |
0.6905 |
|
1.618 |
0.6885 |
|
1.000 |
0.6873 |
|
0.618 |
0.6866 |
|
HIGH |
0.6854 |
|
0.618 |
0.6846 |
|
0.500 |
0.6844 |
|
0.382 |
0.6841 |
|
LOW |
0.6834 |
|
0.618 |
0.6822 |
|
1.000 |
0.6815 |
|
1.618 |
0.6802 |
|
2.618 |
0.6783 |
|
4.250 |
0.6751 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6850 |
0.6840 |
| PP |
0.6847 |
0.6827 |
| S1 |
0.6844 |
0.6814 |
|