CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6572 |
0.6563 |
-0.0010 |
-0.1% |
0.6686 |
| High |
0.6597 |
0.6642 |
0.0045 |
0.7% |
0.6769 |
| Low |
0.6556 |
0.6543 |
-0.0013 |
-0.2% |
0.6548 |
| Close |
0.6568 |
0.6566 |
-0.0002 |
0.0% |
0.6603 |
| Range |
0.0041 |
0.0099 |
0.0058 |
141.5% |
0.0221 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.6% |
0.0000 |
| Volume |
266 |
202 |
-64 |
-24.1% |
1,794 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6881 |
0.6822 |
0.6620 |
|
| R3 |
0.6782 |
0.6723 |
0.6593 |
|
| R2 |
0.6683 |
0.6683 |
0.6584 |
|
| R1 |
0.6624 |
0.6624 |
0.6575 |
0.6654 |
| PP |
0.6584 |
0.6584 |
0.6584 |
0.6598 |
| S1 |
0.6525 |
0.6525 |
0.6557 |
0.6555 |
| S2 |
0.6485 |
0.6485 |
0.6548 |
|
| S3 |
0.6386 |
0.6426 |
0.6539 |
|
| S4 |
0.6287 |
0.6327 |
0.6512 |
|
|
| 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 |
0.6642 |
0.6529 |
0.0113 |
1.7% |
0.0059 |
0.9% |
33% |
True |
False |
377 |
| 10 |
0.6769 |
0.6529 |
0.0240 |
3.7% |
0.0072 |
1.1% |
15% |
False |
False |
376 |
| 20 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0066 |
1.0% |
9% |
False |
False |
269 |
| 40 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0066 |
1.0% |
9% |
False |
False |
202 |
| 60 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0052 |
0.8% |
9% |
False |
False |
137 |
| 80 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0045 |
0.7% |
9% |
False |
False |
103 |
| 100 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0041 |
0.6% |
9% |
False |
False |
83 |
| 120 |
0.6928 |
0.6529 |
0.0399 |
6.1% |
0.0037 |
0.6% |
9% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7063 |
|
2.618 |
0.6901 |
|
1.618 |
0.6802 |
|
1.000 |
0.6741 |
|
0.618 |
0.6703 |
|
HIGH |
0.6642 |
|
0.618 |
0.6604 |
|
0.500 |
0.6593 |
|
0.382 |
0.6581 |
|
LOW |
0.6543 |
|
0.618 |
0.6482 |
|
1.000 |
0.6444 |
|
1.618 |
0.6383 |
|
2.618 |
0.6284 |
|
4.250 |
0.6122 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6593 |
0.6586 |
| PP |
0.6584 |
0.6579 |
| S1 |
0.6575 |
0.6573 |
|