CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 27-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6834 |
0.6859 |
0.0025 |
0.4% |
0.6731 |
High |
0.6854 |
0.6882 |
0.0028 |
0.4% |
0.6856 |
Low |
0.6834 |
0.6852 |
0.0018 |
0.3% |
0.6725 |
Close |
0.6854 |
0.6872 |
0.0018 |
0.3% |
0.6833 |
Range |
0.0020 |
0.0030 |
0.0010 |
51.3% |
0.0131 |
ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
20 |
14 |
-6 |
-30.0% |
630 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6957 |
0.6944 |
0.6888 |
|
R3 |
0.6927 |
0.6914 |
0.6880 |
|
R2 |
0.6898 |
0.6898 |
0.6877 |
|
R1 |
0.6885 |
0.6885 |
0.6874 |
0.6891 |
PP |
0.6868 |
0.6868 |
0.6868 |
0.6872 |
S1 |
0.6855 |
0.6855 |
0.6869 |
0.6862 |
S2 |
0.6839 |
0.6839 |
0.6866 |
|
S3 |
0.6809 |
0.6826 |
0.6863 |
|
S4 |
0.6780 |
0.6796 |
0.6855 |
|
|
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 |
0.6882 |
0.6763 |
0.0119 |
1.7% |
0.0039 |
0.6% |
92% |
True |
False |
76 |
10 |
0.6882 |
0.6582 |
0.0300 |
4.4% |
0.0055 |
0.8% |
97% |
True |
False |
98 |
20 |
0.6882 |
0.6565 |
0.0317 |
4.6% |
0.0051 |
0.7% |
97% |
True |
False |
90 |
40 |
0.6882 |
0.6382 |
0.0500 |
7.3% |
0.0036 |
0.5% |
98% |
True |
False |
53 |
60 |
0.6882 |
0.6345 |
0.0537 |
7.8% |
0.0031 |
0.5% |
98% |
True |
False |
37 |
80 |
0.6882 |
0.6345 |
0.0537 |
7.8% |
0.0029 |
0.4% |
98% |
True |
False |
28 |
100 |
0.6882 |
0.6345 |
0.0537 |
7.8% |
0.0025 |
0.4% |
98% |
True |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7007 |
2.618 |
0.6959 |
1.618 |
0.6929 |
1.000 |
0.6911 |
0.618 |
0.6900 |
HIGH |
0.6882 |
0.618 |
0.6870 |
0.500 |
0.6867 |
0.382 |
0.6863 |
LOW |
0.6852 |
0.618 |
0.6834 |
1.000 |
0.6823 |
1.618 |
0.6804 |
2.618 |
0.6775 |
4.250 |
0.6727 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6870 |
0.6862 |
PP |
0.6868 |
0.6853 |
S1 |
0.6867 |
0.6844 |
|