CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6591 |
0.6572 |
-0.0019 |
-0.3% |
0.6686 |
| High |
0.6591 |
0.6597 |
0.0006 |
0.1% |
0.6769 |
| Low |
0.6529 |
0.6556 |
0.0027 |
0.4% |
0.6548 |
| Close |
0.6568 |
0.6568 |
-0.0001 |
0.0% |
0.6603 |
| Range |
0.0062 |
0.0041 |
-0.0021 |
-33.9% |
0.0221 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
600 |
266 |
-334 |
-55.7% |
1,794 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6697 |
0.6673 |
0.6590 |
|
| R3 |
0.6656 |
0.6632 |
0.6579 |
|
| R2 |
0.6615 |
0.6615 |
0.6575 |
|
| R1 |
0.6591 |
0.6591 |
0.6571 |
0.6582 |
| PP |
0.6574 |
0.6574 |
0.6574 |
0.6569 |
| S1 |
0.6550 |
0.6550 |
0.6564 |
0.6541 |
| S2 |
0.6533 |
0.6533 |
0.6560 |
|
| S3 |
0.6492 |
0.6509 |
0.6556 |
|
| S4 |
0.6451 |
0.6468 |
0.6545 |
|
|
| 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 |
0.6637 |
0.6529 |
0.0108 |
1.6% |
0.0049 |
0.7% |
36% |
False |
False |
453 |
| 10 |
0.6851 |
0.6529 |
0.0322 |
4.9% |
0.0074 |
1.1% |
12% |
False |
False |
373 |
| 20 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0066 |
1.0% |
10% |
False |
False |
269 |
| 40 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0064 |
1.0% |
10% |
False |
False |
197 |
| 60 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0051 |
0.8% |
10% |
False |
False |
134 |
| 80 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0044 |
0.7% |
10% |
False |
False |
101 |
| 100 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0040 |
0.6% |
10% |
False |
False |
81 |
| 120 |
0.6949 |
0.6529 |
0.0420 |
6.4% |
0.0037 |
0.6% |
9% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6771 |
|
2.618 |
0.6704 |
|
1.618 |
0.6663 |
|
1.000 |
0.6638 |
|
0.618 |
0.6622 |
|
HIGH |
0.6597 |
|
0.618 |
0.6581 |
|
0.500 |
0.6577 |
|
0.382 |
0.6572 |
|
LOW |
0.6556 |
|
0.618 |
0.6531 |
|
1.000 |
0.6515 |
|
1.618 |
0.6490 |
|
2.618 |
0.6449 |
|
4.250 |
0.6382 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6577 |
0.6574 |
| PP |
0.6574 |
0.6572 |
| S1 |
0.6571 |
0.6570 |
|