CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 29-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6882 |
0.6868 |
-0.0014 |
-0.2% |
0.6834 |
High |
0.6900 |
0.6875 |
-0.0026 |
-0.4% |
0.6900 |
Low |
0.6856 |
0.6812 |
-0.0044 |
-0.6% |
0.6812 |
Close |
0.6864 |
0.6844 |
-0.0020 |
-0.3% |
0.6844 |
Range |
0.0045 |
0.0063 |
0.0019 |
41.6% |
0.0089 |
ATR |
0.0048 |
0.0049 |
0.0001 |
2.2% |
0.0000 |
Volume |
193 |
131 |
-62 |
-32.1% |
358 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7032 |
0.7001 |
0.6879 |
|
R3 |
0.6969 |
0.6938 |
0.6861 |
|
R2 |
0.6906 |
0.6906 |
0.6856 |
|
R1 |
0.6875 |
0.6875 |
0.6850 |
0.6859 |
PP |
0.6843 |
0.6843 |
0.6843 |
0.6835 |
S1 |
0.6812 |
0.6812 |
0.6838 |
0.6796 |
S2 |
0.6780 |
0.6780 |
0.6832 |
|
S3 |
0.6717 |
0.6749 |
0.6827 |
|
S4 |
0.6654 |
0.6686 |
0.6809 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7117 |
0.7069 |
0.6893 |
|
R3 |
0.7029 |
0.6981 |
0.6868 |
|
R2 |
0.6940 |
0.6940 |
0.6860 |
|
R1 |
0.6892 |
0.6892 |
0.6852 |
0.6916 |
PP |
0.6852 |
0.6852 |
0.6852 |
0.6864 |
S1 |
0.6804 |
0.6804 |
0.6836 |
0.6828 |
S2 |
0.6763 |
0.6763 |
0.6828 |
|
S3 |
0.6675 |
0.6715 |
0.6820 |
|
S4 |
0.6586 |
0.6627 |
0.6795 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6900 |
0.6806 |
0.0095 |
1.4% |
0.0041 |
0.6% |
41% |
False |
False |
95 |
10 |
0.6900 |
0.6700 |
0.0201 |
2.9% |
0.0048 |
0.7% |
72% |
False |
False |
102 |
20 |
0.6900 |
0.6565 |
0.0335 |
4.9% |
0.0053 |
0.8% |
83% |
False |
False |
96 |
40 |
0.6900 |
0.6388 |
0.0513 |
7.5% |
0.0039 |
0.6% |
89% |
False |
False |
62 |
60 |
0.6900 |
0.6345 |
0.0555 |
8.1% |
0.0033 |
0.5% |
90% |
False |
False |
42 |
80 |
0.6900 |
0.6345 |
0.0555 |
8.1% |
0.0029 |
0.4% |
90% |
False |
False |
32 |
100 |
0.6900 |
0.6345 |
0.0555 |
8.1% |
0.0026 |
0.4% |
90% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7142 |
2.618 |
0.7039 |
1.618 |
0.6976 |
1.000 |
0.6938 |
0.618 |
0.6913 |
HIGH |
0.6875 |
0.618 |
0.6850 |
0.500 |
0.6843 |
0.382 |
0.6836 |
LOW |
0.6812 |
0.618 |
0.6773 |
1.000 |
0.6749 |
1.618 |
0.6710 |
2.618 |
0.6647 |
4.250 |
0.6544 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6844 |
0.6856 |
PP |
0.6843 |
0.6852 |
S1 |
0.6843 |
0.6848 |
|