CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 28-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6859 |
0.6882 |
0.0023 |
0.3% |
0.6731 |
High |
0.6882 |
0.6900 |
0.0019 |
0.3% |
0.6856 |
Low |
0.6852 |
0.6856 |
0.0004 |
0.1% |
0.6725 |
Close |
0.6872 |
0.6864 |
-0.0008 |
-0.1% |
0.6833 |
Range |
0.0030 |
0.0045 |
0.0015 |
50.8% |
0.0131 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-0.6% |
0.0000 |
Volume |
14 |
193 |
179 |
1,278.6% |
630 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7007 |
0.6980 |
0.6888 |
|
R3 |
0.6962 |
0.6935 |
0.6876 |
|
R2 |
0.6918 |
0.6918 |
0.6872 |
|
R1 |
0.6891 |
0.6891 |
0.6868 |
0.6882 |
PP |
0.6873 |
0.6873 |
0.6873 |
0.6869 |
S1 |
0.6846 |
0.6846 |
0.6859 |
0.6837 |
S2 |
0.6829 |
0.6829 |
0.6855 |
|
S3 |
0.6784 |
0.6802 |
0.6851 |
|
S4 |
0.6740 |
0.6757 |
0.6839 |
|
|
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 |
0.6900 |
0.6773 |
0.0127 |
1.9% |
0.0040 |
0.6% |
71% |
True |
False |
100 |
10 |
0.6900 |
0.6691 |
0.0210 |
3.1% |
0.0048 |
0.7% |
83% |
True |
False |
115 |
20 |
0.6900 |
0.6565 |
0.0335 |
4.9% |
0.0052 |
0.8% |
89% |
True |
False |
97 |
40 |
0.6900 |
0.6388 |
0.0513 |
7.5% |
0.0037 |
0.5% |
93% |
True |
False |
58 |
60 |
0.6900 |
0.6345 |
0.0555 |
8.1% |
0.0032 |
0.5% |
93% |
True |
False |
40 |
80 |
0.6900 |
0.6345 |
0.0555 |
8.1% |
0.0028 |
0.4% |
93% |
True |
False |
31 |
100 |
0.6900 |
0.6345 |
0.0555 |
8.1% |
0.0025 |
0.4% |
93% |
True |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7089 |
2.618 |
0.7017 |
1.618 |
0.6972 |
1.000 |
0.6945 |
0.618 |
0.6928 |
HIGH |
0.6900 |
0.618 |
0.6883 |
0.500 |
0.6878 |
0.382 |
0.6872 |
LOW |
0.6856 |
0.618 |
0.6828 |
1.000 |
0.6811 |
1.618 |
0.6783 |
2.618 |
0.6739 |
4.250 |
0.6666 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6878 |
0.6867 |
PP |
0.6873 |
0.6866 |
S1 |
0.6868 |
0.6865 |
|