CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6435 |
0.6439 |
0.0004 |
0.1% |
0.6523 |
| High |
0.6447 |
0.6483 |
0.0036 |
0.6% |
0.6541 |
| Low |
0.6415 |
0.6434 |
0.0019 |
0.3% |
0.6392 |
| Close |
0.6443 |
0.6450 |
0.0008 |
0.1% |
0.6433 |
| Range |
0.0032 |
0.0049 |
0.0017 |
54.0% |
0.0149 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
211 |
370 |
159 |
75.4% |
2,110 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6601 |
0.6574 |
0.6477 |
|
| R3 |
0.6553 |
0.6526 |
0.6463 |
|
| R2 |
0.6504 |
0.6504 |
0.6459 |
|
| R1 |
0.6477 |
0.6477 |
0.6454 |
0.6491 |
| PP |
0.6456 |
0.6456 |
0.6456 |
0.6462 |
| S1 |
0.6429 |
0.6429 |
0.6446 |
0.6442 |
| S2 |
0.6407 |
0.6407 |
0.6441 |
|
| S3 |
0.6359 |
0.6380 |
0.6437 |
|
| S4 |
0.6310 |
0.6332 |
0.6423 |
|
|
| 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 |
0.6505 |
0.6392 |
0.0113 |
1.8% |
0.0054 |
0.8% |
51% |
False |
False |
344 |
| 10 |
0.6642 |
0.6392 |
0.0250 |
3.9% |
0.0056 |
0.9% |
23% |
False |
False |
337 |
| 20 |
0.6851 |
0.6392 |
0.0459 |
7.1% |
0.0065 |
1.0% |
13% |
False |
False |
353 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0063 |
1.0% |
11% |
False |
False |
260 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0057 |
0.9% |
11% |
False |
False |
185 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0049 |
0.8% |
11% |
False |
False |
140 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0045 |
0.7% |
11% |
False |
False |
112 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0039 |
0.6% |
11% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6689 |
|
2.618 |
0.6609 |
|
1.618 |
0.6561 |
|
1.000 |
0.6531 |
|
0.618 |
0.6512 |
|
HIGH |
0.6483 |
|
0.618 |
0.6464 |
|
0.500 |
0.6458 |
|
0.382 |
0.6453 |
|
LOW |
0.6434 |
|
0.618 |
0.6404 |
|
1.000 |
0.6386 |
|
1.618 |
0.6356 |
|
2.618 |
0.6307 |
|
4.250 |
0.6228 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6458 |
0.6448 |
| PP |
0.6456 |
0.6446 |
| S1 |
0.6453 |
0.6444 |
|