CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6462 |
0.6509 |
0.0047 |
0.7% |
0.6523 |
| High |
0.6509 |
0.6514 |
0.0005 |
0.1% |
0.6541 |
| Low |
0.6439 |
0.6440 |
0.0002 |
0.0% |
0.6392 |
| Close |
0.6498 |
0.6449 |
-0.0049 |
-0.8% |
0.6433 |
| Range |
0.0070 |
0.0074 |
0.0004 |
5.0% |
0.0149 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
228 |
370 |
142 |
62.3% |
2,110 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6688 |
0.6642 |
0.6489 |
|
| R3 |
0.6614 |
0.6568 |
0.6469 |
|
| R2 |
0.6541 |
0.6541 |
0.6462 |
|
| R1 |
0.6495 |
0.6495 |
0.6455 |
0.6481 |
| PP |
0.6467 |
0.6467 |
0.6467 |
0.6461 |
| S1 |
0.6421 |
0.6421 |
0.6442 |
0.6408 |
| S2 |
0.6394 |
0.6394 |
0.6435 |
|
| S3 |
0.6320 |
0.6348 |
0.6428 |
|
| S4 |
0.6247 |
0.6274 |
0.6408 |
|
|
| 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 |
0.6514 |
0.6406 |
0.0108 |
1.7% |
0.0054 |
0.8% |
40% |
True |
False |
267 |
| 10 |
0.6561 |
0.6392 |
0.0169 |
2.6% |
0.0056 |
0.9% |
33% |
False |
False |
350 |
| 20 |
0.6769 |
0.6392 |
0.0377 |
5.8% |
0.0064 |
1.0% |
15% |
False |
False |
363 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0064 |
1.0% |
11% |
False |
False |
264 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0058 |
0.9% |
11% |
False |
False |
195 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0050 |
0.8% |
11% |
False |
False |
147 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0046 |
0.7% |
11% |
False |
False |
118 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0040 |
0.6% |
11% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6826 |
|
2.618 |
0.6706 |
|
1.618 |
0.6632 |
|
1.000 |
0.6587 |
|
0.618 |
0.6559 |
|
HIGH |
0.6514 |
|
0.618 |
0.6485 |
|
0.500 |
0.6477 |
|
0.382 |
0.6468 |
|
LOW |
0.6440 |
|
0.618 |
0.6395 |
|
1.000 |
0.6367 |
|
1.618 |
0.6321 |
|
2.618 |
0.6248 |
|
4.250 |
0.6128 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6477 |
0.6474 |
| PP |
0.6467 |
0.6465 |
| S1 |
0.6458 |
0.6457 |
|