CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6603 |
0.6591 |
-0.0012 |
-0.2% |
0.6686 |
High |
0.6618 |
0.6591 |
-0.0027 |
-0.4% |
0.6769 |
Low |
0.6586 |
0.6529 |
-0.0057 |
-0.9% |
0.6548 |
Close |
0.6604 |
0.6568 |
-0.0036 |
-0.5% |
0.6603 |
Range |
0.0032 |
0.0062 |
0.0030 |
93.8% |
0.0221 |
ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
Volume |
489 |
600 |
111 |
22.7% |
1,794 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6749 |
0.6720 |
0.6602 |
|
R3 |
0.6687 |
0.6658 |
0.6585 |
|
R2 |
0.6625 |
0.6625 |
0.6579 |
|
R1 |
0.6596 |
0.6596 |
0.6574 |
0.6580 |
PP |
0.6563 |
0.6563 |
0.6563 |
0.6554 |
S1 |
0.6534 |
0.6534 |
0.6562 |
0.6518 |
S2 |
0.6501 |
0.6501 |
0.6557 |
|
S3 |
0.6439 |
0.6472 |
0.6551 |
|
S4 |
0.6377 |
0.6410 |
0.6534 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7303 |
0.7174 |
0.6724 |
|
R3 |
0.7082 |
0.6953 |
0.6663 |
|
R2 |
0.6861 |
0.6861 |
0.6643 |
|
R1 |
0.6732 |
0.6732 |
0.6623 |
0.6686 |
PP |
0.6640 |
0.6640 |
0.6640 |
0.6617 |
S1 |
0.6511 |
0.6511 |
0.6582 |
0.6465 |
S2 |
0.6419 |
0.6419 |
0.6562 |
|
S3 |
0.6198 |
0.6290 |
0.6542 |
|
S4 |
0.5977 |
0.6069 |
0.6481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6651 |
0.6529 |
0.0122 |
1.9% |
0.0059 |
0.9% |
32% |
False |
True |
494 |
10 |
0.6851 |
0.6529 |
0.0322 |
4.9% |
0.0075 |
1.1% |
12% |
False |
True |
370 |
20 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0069 |
1.1% |
10% |
False |
True |
268 |
40 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0063 |
1.0% |
10% |
False |
True |
191 |
60 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0051 |
0.8% |
10% |
False |
True |
130 |
80 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0045 |
0.7% |
10% |
False |
True |
97 |
100 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0040 |
0.6% |
10% |
False |
True |
78 |
120 |
0.6978 |
0.6529 |
0.0449 |
6.8% |
0.0037 |
0.6% |
9% |
False |
True |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6855 |
2.618 |
0.6753 |
1.618 |
0.6691 |
1.000 |
0.6653 |
0.618 |
0.6629 |
HIGH |
0.6591 |
0.618 |
0.6567 |
0.500 |
0.6560 |
0.382 |
0.6553 |
LOW |
0.6529 |
0.618 |
0.6491 |
1.000 |
0.6467 |
1.618 |
0.6429 |
2.618 |
0.6367 |
4.250 |
0.6266 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6565 |
0.6583 |
PP |
0.6563 |
0.6578 |
S1 |
0.6560 |
0.6573 |
|