CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6560 |
0.6660 |
0.0100 |
1.5% |
0.6675 |
| High |
0.6675 |
0.6729 |
0.0055 |
0.8% |
0.6694 |
| Low |
0.6543 |
0.6660 |
0.0117 |
1.8% |
0.6528 |
| Close |
0.6667 |
0.6698 |
0.0031 |
0.5% |
0.6582 |
| Range |
0.0132 |
0.0070 |
-0.0063 |
-47.3% |
0.0166 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
131,961 |
123,941 |
-8,020 |
-6.1% |
547,988 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6904 |
0.6870 |
0.6736 |
|
| R3 |
0.6834 |
0.6801 |
0.6717 |
|
| R2 |
0.6765 |
0.6765 |
0.6710 |
|
| R1 |
0.6731 |
0.6731 |
0.6704 |
0.6748 |
| PP |
0.6695 |
0.6695 |
0.6695 |
0.6704 |
| S1 |
0.6662 |
0.6662 |
0.6691 |
0.6679 |
| S2 |
0.6626 |
0.6626 |
0.6685 |
|
| S3 |
0.6556 |
0.6592 |
0.6678 |
|
| S4 |
0.6487 |
0.6523 |
0.6659 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7099 |
0.7007 |
0.6673 |
|
| R3 |
0.6933 |
0.6841 |
0.6628 |
|
| R2 |
0.6767 |
0.6767 |
0.6612 |
|
| R1 |
0.6675 |
0.6675 |
0.6597 |
0.6638 |
| PP |
0.6601 |
0.6601 |
0.6601 |
0.6583 |
| S1 |
0.6509 |
0.6509 |
0.6567 |
0.6472 |
| S2 |
0.6435 |
0.6435 |
0.6552 |
|
| S3 |
0.6269 |
0.6343 |
0.6536 |
|
| S4 |
0.6103 |
0.6177 |
0.6491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6729 |
0.6541 |
0.0188 |
2.8% |
0.0074 |
1.1% |
83% |
True |
False |
122,577 |
| 10 |
0.6729 |
0.6528 |
0.0202 |
3.0% |
0.0075 |
1.1% |
84% |
True |
False |
119,393 |
| 20 |
0.6729 |
0.6458 |
0.0271 |
4.0% |
0.0068 |
1.0% |
88% |
True |
False |
112,218 |
| 40 |
0.6729 |
0.6281 |
0.0449 |
6.7% |
0.0067 |
1.0% |
93% |
True |
False |
113,117 |
| 60 |
0.6729 |
0.6281 |
0.0449 |
6.7% |
0.0067 |
1.0% |
93% |
True |
False |
113,889 |
| 80 |
0.6729 |
0.6281 |
0.0449 |
6.7% |
0.0065 |
1.0% |
93% |
True |
False |
94,858 |
| 100 |
0.6851 |
0.6281 |
0.0571 |
8.5% |
0.0065 |
1.0% |
73% |
False |
False |
75,957 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
9.7% |
0.0064 |
1.0% |
64% |
False |
False |
63,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7024 |
|
2.618 |
0.6911 |
|
1.618 |
0.6841 |
|
1.000 |
0.6799 |
|
0.618 |
0.6772 |
|
HIGH |
0.6729 |
|
0.618 |
0.6702 |
|
0.500 |
0.6694 |
|
0.382 |
0.6686 |
|
LOW |
0.6660 |
|
0.618 |
0.6617 |
|
1.000 |
0.6590 |
|
1.618 |
0.6547 |
|
2.618 |
0.6478 |
|
4.250 |
0.6364 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6696 |
0.6677 |
| PP |
0.6695 |
0.6656 |
| S1 |
0.6694 |
0.6635 |
|