CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6523 |
0.6514 |
-0.0010 |
-0.1% |
0.6603 |
High |
0.6528 |
0.6541 |
0.0014 |
0.2% |
0.6642 |
Low |
0.6484 |
0.6481 |
-0.0003 |
0.0% |
0.6514 |
Close |
0.6507 |
0.6490 |
-0.0018 |
-0.3% |
0.6521 |
Range |
0.0044 |
0.0060 |
0.0017 |
37.9% |
0.0128 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
Volume |
765 |
204 |
-561 |
-73.3% |
1,770 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6684 |
0.6647 |
0.6523 |
|
R3 |
0.6624 |
0.6587 |
0.6506 |
|
R2 |
0.6564 |
0.6564 |
0.6501 |
|
R1 |
0.6527 |
0.6527 |
0.6495 |
0.6515 |
PP |
0.6504 |
0.6504 |
0.6504 |
0.6498 |
S1 |
0.6467 |
0.6467 |
0.6484 |
0.6455 |
S2 |
0.6444 |
0.6444 |
0.6479 |
|
S3 |
0.6384 |
0.6407 |
0.6473 |
|
S4 |
0.6324 |
0.6347 |
0.6457 |
|
|
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 |
0.6481 |
0.0161 |
2.5% |
0.0058 |
0.9% |
5% |
False |
True |
330 |
10 |
0.6651 |
0.6481 |
0.0170 |
2.6% |
0.0058 |
0.9% |
5% |
False |
True |
412 |
20 |
0.6877 |
0.6481 |
0.0396 |
6.1% |
0.0066 |
1.0% |
2% |
False |
True |
305 |
40 |
0.6928 |
0.6481 |
0.0447 |
6.9% |
0.0065 |
1.0% |
2% |
False |
True |
225 |
60 |
0.6928 |
0.6481 |
0.0447 |
6.9% |
0.0054 |
0.8% |
2% |
False |
True |
157 |
80 |
0.6928 |
0.6481 |
0.0447 |
6.9% |
0.0047 |
0.7% |
2% |
False |
True |
118 |
100 |
0.6928 |
0.6481 |
0.0447 |
6.9% |
0.0043 |
0.7% |
2% |
False |
True |
95 |
120 |
0.6928 |
0.6481 |
0.0447 |
6.9% |
0.0038 |
0.6% |
2% |
False |
True |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6796 |
2.618 |
0.6698 |
1.618 |
0.6638 |
1.000 |
0.6601 |
0.618 |
0.6578 |
HIGH |
0.6541 |
0.618 |
0.6518 |
0.500 |
0.6511 |
0.382 |
0.6504 |
LOW |
0.6481 |
0.618 |
0.6444 |
1.000 |
0.6421 |
1.618 |
0.6384 |
2.618 |
0.6324 |
4.250 |
0.6226 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6511 |
0.6521 |
PP |
0.6504 |
0.6511 |
S1 |
0.6497 |
0.6500 |
|