CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6452 |
0.6428 |
-0.0024 |
-0.4% |
0.6523 |
High |
0.6473 |
0.6455 |
-0.0019 |
-0.3% |
0.6541 |
Low |
0.6392 |
0.6406 |
0.0014 |
0.2% |
0.6392 |
Close |
0.6423 |
0.6433 |
0.0010 |
0.2% |
0.6433 |
Range |
0.0081 |
0.0049 |
-0.0033 |
-40.1% |
0.0149 |
ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
390 |
157 |
-233 |
-59.7% |
2,110 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6577 |
0.6553 |
0.6459 |
|
R3 |
0.6528 |
0.6505 |
0.6446 |
|
R2 |
0.6480 |
0.6480 |
0.6441 |
|
R1 |
0.6456 |
0.6456 |
0.6437 |
0.6468 |
PP |
0.6431 |
0.6431 |
0.6431 |
0.6437 |
S1 |
0.6408 |
0.6408 |
0.6428 |
0.6419 |
S2 |
0.6383 |
0.6383 |
0.6424 |
|
S3 |
0.6334 |
0.6359 |
0.6419 |
|
S4 |
0.6286 |
0.6311 |
0.6406 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6902 |
0.6816 |
0.6514 |
|
R3 |
0.6753 |
0.6667 |
0.6473 |
|
R2 |
0.6604 |
0.6604 |
0.6460 |
|
R1 |
0.6518 |
0.6518 |
0.6446 |
0.6487 |
PP |
0.6455 |
0.6455 |
0.6455 |
0.6439 |
S1 |
0.6369 |
0.6369 |
0.6419 |
0.6338 |
S2 |
0.6306 |
0.6306 |
0.6405 |
|
S3 |
0.6157 |
0.6220 |
0.6392 |
|
S4 |
0.6008 |
0.6071 |
0.6351 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6541 |
0.6392 |
0.0149 |
2.3% |
0.0058 |
0.9% |
27% |
False |
False |
422 |
10 |
0.6642 |
0.6392 |
0.0250 |
3.9% |
0.0057 |
0.9% |
16% |
False |
False |
388 |
20 |
0.6851 |
0.6392 |
0.0459 |
7.1% |
0.0066 |
1.0% |
9% |
False |
False |
342 |
40 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0065 |
1.0% |
8% |
False |
False |
251 |
60 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0057 |
0.9% |
8% |
False |
False |
176 |
80 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0048 |
0.7% |
8% |
False |
False |
132 |
100 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0044 |
0.7% |
8% |
False |
False |
106 |
120 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0039 |
0.6% |
8% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6661 |
2.618 |
0.6581 |
1.618 |
0.6533 |
1.000 |
0.6503 |
0.618 |
0.6484 |
HIGH |
0.6455 |
0.618 |
0.6436 |
0.500 |
0.6430 |
0.382 |
0.6425 |
LOW |
0.6406 |
0.618 |
0.6376 |
1.000 |
0.6358 |
1.618 |
0.6328 |
2.618 |
0.6279 |
4.250 |
0.6200 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6432 |
0.6449 |
PP |
0.6431 |
0.6443 |
S1 |
0.6430 |
0.6438 |
|