CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6439 |
0.6462 |
0.0024 |
0.4% |
0.6523 |
| High |
0.6483 |
0.6509 |
0.0026 |
0.4% |
0.6541 |
| Low |
0.6434 |
0.6439 |
0.0005 |
0.1% |
0.6392 |
| Close |
0.6450 |
0.6498 |
0.0048 |
0.7% |
0.6433 |
| Range |
0.0049 |
0.0070 |
0.0022 |
44.3% |
0.0149 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.0% |
0.0000 |
| Volume |
370 |
228 |
-142 |
-38.4% |
2,110 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6692 |
0.6665 |
0.6536 |
|
| R3 |
0.6622 |
0.6595 |
0.6517 |
|
| R2 |
0.6552 |
0.6552 |
0.6510 |
|
| R1 |
0.6525 |
0.6525 |
0.6504 |
0.6538 |
| PP |
0.6482 |
0.6482 |
0.6482 |
0.6488 |
| S1 |
0.6455 |
0.6455 |
0.6491 |
0.6468 |
| S2 |
0.6412 |
0.6412 |
0.6485 |
|
| S3 |
0.6342 |
0.6385 |
0.6478 |
|
| S4 |
0.6272 |
0.6315 |
0.6459 |
|
|
| 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 |
0.6509 |
0.6392 |
0.0117 |
1.8% |
0.0056 |
0.9% |
91% |
True |
False |
271 |
| 10 |
0.6642 |
0.6392 |
0.0250 |
3.8% |
0.0059 |
0.9% |
42% |
False |
False |
333 |
| 20 |
0.6851 |
0.6392 |
0.0459 |
7.1% |
0.0066 |
1.0% |
23% |
False |
False |
353 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0064 |
1.0% |
20% |
False |
False |
263 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0058 |
0.9% |
20% |
False |
False |
189 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0049 |
0.8% |
20% |
False |
False |
142 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0045 |
0.7% |
20% |
False |
False |
114 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0040 |
0.6% |
20% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6806 |
|
2.618 |
0.6692 |
|
1.618 |
0.6622 |
|
1.000 |
0.6579 |
|
0.618 |
0.6552 |
|
HIGH |
0.6509 |
|
0.618 |
0.6482 |
|
0.500 |
0.6474 |
|
0.382 |
0.6465 |
|
LOW |
0.6439 |
|
0.618 |
0.6395 |
|
1.000 |
0.6369 |
|
1.618 |
0.6325 |
|
2.618 |
0.6255 |
|
4.250 |
0.6141 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6490 |
0.6486 |
| PP |
0.6482 |
0.6474 |
| S1 |
0.6474 |
0.6462 |
|