CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6544 |
0.6523 |
-0.0021 |
-0.3% |
0.6603 |
High |
0.6561 |
0.6528 |
-0.0034 |
-0.5% |
0.6642 |
Low |
0.6514 |
0.6484 |
-0.0030 |
-0.5% |
0.6514 |
Close |
0.6521 |
0.6507 |
-0.0014 |
-0.2% |
0.6521 |
Range |
0.0047 |
0.0044 |
-0.0004 |
-7.4% |
0.0128 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
213 |
765 |
552 |
259.2% |
1,770 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6637 |
0.6615 |
0.6531 |
|
R3 |
0.6593 |
0.6572 |
0.6519 |
|
R2 |
0.6550 |
0.6550 |
0.6515 |
|
R1 |
0.6528 |
0.6528 |
0.6511 |
0.6517 |
PP |
0.6506 |
0.6506 |
0.6506 |
0.6501 |
S1 |
0.6485 |
0.6485 |
0.6503 |
0.6474 |
S2 |
0.6463 |
0.6463 |
0.6499 |
|
S3 |
0.6419 |
0.6441 |
0.6495 |
|
S4 |
0.6376 |
0.6398 |
0.6483 |
|
|
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 |
0.6484 |
0.0158 |
2.4% |
0.0059 |
0.9% |
15% |
False |
True |
409 |
10 |
0.6753 |
0.6484 |
0.0269 |
4.1% |
0.0064 |
1.0% |
9% |
False |
True |
415 |
20 |
0.6877 |
0.6484 |
0.0393 |
6.0% |
0.0065 |
1.0% |
6% |
False |
True |
301 |
40 |
0.6928 |
0.6484 |
0.0444 |
6.8% |
0.0064 |
1.0% |
5% |
False |
True |
226 |
60 |
0.6928 |
0.6484 |
0.0444 |
6.8% |
0.0053 |
0.8% |
5% |
False |
True |
154 |
80 |
0.6928 |
0.6484 |
0.0444 |
6.8% |
0.0046 |
0.7% |
5% |
False |
True |
116 |
100 |
0.6928 |
0.6484 |
0.0444 |
6.8% |
0.0042 |
0.6% |
5% |
False |
True |
93 |
120 |
0.6928 |
0.6484 |
0.0444 |
6.8% |
0.0038 |
0.6% |
5% |
False |
True |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6712 |
2.618 |
0.6641 |
1.618 |
0.6598 |
1.000 |
0.6571 |
0.618 |
0.6554 |
HIGH |
0.6528 |
0.618 |
0.6511 |
0.500 |
0.6506 |
0.382 |
0.6501 |
LOW |
0.6484 |
0.618 |
0.6457 |
1.000 |
0.6441 |
1.618 |
0.6414 |
2.618 |
0.6370 |
4.250 |
0.6299 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6507 |
0.6563 |
PP |
0.6506 |
0.6544 |
S1 |
0.6506 |
0.6526 |
|