CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6563 |
0.6544 |
-0.0019 |
-0.3% |
0.6603 |
| High |
0.6642 |
0.6561 |
-0.0081 |
-1.2% |
0.6642 |
| Low |
0.6543 |
0.6514 |
-0.0029 |
-0.4% |
0.6514 |
| Close |
0.6566 |
0.6521 |
-0.0045 |
-0.7% |
0.6521 |
| Range |
0.0099 |
0.0047 |
-0.0052 |
-52.5% |
0.0128 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
202 |
213 |
11 |
5.4% |
1,770 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6673 |
0.6644 |
0.6547 |
|
| R3 |
0.6626 |
0.6597 |
0.6534 |
|
| R2 |
0.6579 |
0.6579 |
0.6530 |
|
| R1 |
0.6550 |
0.6550 |
0.6525 |
0.6541 |
| PP |
0.6532 |
0.6532 |
0.6532 |
0.6528 |
| S1 |
0.6503 |
0.6503 |
0.6517 |
0.6494 |
| S2 |
0.6485 |
0.6485 |
0.6512 |
|
| S3 |
0.6438 |
0.6456 |
0.6508 |
|
| S4 |
0.6391 |
0.6409 |
0.6495 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6943 |
0.6860 |
0.6591 |
|
| R3 |
0.6815 |
0.6732 |
0.6556 |
|
| R2 |
0.6687 |
0.6687 |
0.6544 |
|
| R1 |
0.6604 |
0.6604 |
0.6533 |
0.6582 |
| PP |
0.6559 |
0.6559 |
0.6559 |
0.6548 |
| S1 |
0.6476 |
0.6476 |
0.6509 |
0.6454 |
| S2 |
0.6431 |
0.6431 |
0.6498 |
|
| S3 |
0.6303 |
0.6348 |
0.6486 |
|
| S4 |
0.6175 |
0.6220 |
0.6451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6642 |
0.6514 |
0.0128 |
2.0% |
0.0056 |
0.9% |
5% |
False |
True |
354 |
| 10 |
0.6769 |
0.6514 |
0.0255 |
3.9% |
0.0068 |
1.0% |
3% |
False |
True |
356 |
| 20 |
0.6877 |
0.6514 |
0.0363 |
5.6% |
0.0065 |
1.0% |
2% |
False |
True |
275 |
| 40 |
0.6928 |
0.6514 |
0.0414 |
6.3% |
0.0066 |
1.0% |
2% |
False |
True |
207 |
| 60 |
0.6928 |
0.6514 |
0.0414 |
6.3% |
0.0053 |
0.8% |
2% |
False |
True |
141 |
| 80 |
0.6928 |
0.6514 |
0.0414 |
6.3% |
0.0046 |
0.7% |
2% |
False |
True |
106 |
| 100 |
0.6928 |
0.6514 |
0.0414 |
6.3% |
0.0042 |
0.6% |
2% |
False |
True |
85 |
| 120 |
0.6928 |
0.6514 |
0.0414 |
6.3% |
0.0038 |
0.6% |
2% |
False |
True |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6761 |
|
2.618 |
0.6684 |
|
1.618 |
0.6637 |
|
1.000 |
0.6608 |
|
0.618 |
0.6590 |
|
HIGH |
0.6561 |
|
0.618 |
0.6543 |
|
0.500 |
0.6538 |
|
0.382 |
0.6532 |
|
LOW |
0.6514 |
|
0.618 |
0.6485 |
|
1.000 |
0.6467 |
|
1.618 |
0.6438 |
|
2.618 |
0.6391 |
|
4.250 |
0.6314 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6538 |
0.6578 |
| PP |
0.6532 |
0.6559 |
| S1 |
0.6527 |
0.6540 |
|