CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6509 |
0.6445 |
-0.0065 |
-1.0% |
0.6435 |
| High |
0.6514 |
0.6467 |
-0.0047 |
-0.7% |
0.6514 |
| Low |
0.6440 |
0.6407 |
-0.0034 |
-0.5% |
0.6407 |
| Close |
0.6449 |
0.6446 |
-0.0003 |
0.0% |
0.6446 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.7% |
0.0107 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
370 |
376 |
6 |
1.6% |
1,555 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6621 |
0.6594 |
0.6479 |
|
| R3 |
0.6561 |
0.6533 |
0.6462 |
|
| R2 |
0.6500 |
0.6500 |
0.6457 |
|
| R1 |
0.6473 |
0.6473 |
0.6451 |
0.6487 |
| PP |
0.6440 |
0.6440 |
0.6440 |
0.6447 |
| S1 |
0.6412 |
0.6412 |
0.6440 |
0.6426 |
| S2 |
0.6379 |
0.6379 |
0.6434 |
|
| S3 |
0.6319 |
0.6352 |
0.6429 |
|
| S4 |
0.6258 |
0.6291 |
0.6412 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6718 |
0.6504 |
|
| R3 |
0.6669 |
0.6611 |
0.6475 |
|
| R2 |
0.6562 |
0.6562 |
0.6465 |
|
| R1 |
0.6504 |
0.6504 |
0.6455 |
0.6533 |
| PP |
0.6455 |
0.6455 |
0.6455 |
0.6470 |
| S1 |
0.6397 |
0.6397 |
0.6436 |
0.6426 |
| S2 |
0.6348 |
0.6348 |
0.6426 |
|
| S3 |
0.6241 |
0.6290 |
0.6416 |
|
| S4 |
0.6134 |
0.6183 |
0.6387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6514 |
0.6407 |
0.0107 |
1.7% |
0.0057 |
0.9% |
36% |
False |
True |
311 |
| 10 |
0.6541 |
0.6392 |
0.0149 |
2.3% |
0.0058 |
0.9% |
36% |
False |
False |
366 |
| 20 |
0.6769 |
0.6392 |
0.0377 |
5.8% |
0.0063 |
1.0% |
14% |
False |
False |
361 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0064 |
1.0% |
10% |
False |
False |
262 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0059 |
0.9% |
10% |
False |
False |
201 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0050 |
0.8% |
10% |
False |
False |
152 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0046 |
0.7% |
10% |
False |
False |
122 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0040 |
0.6% |
10% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6724 |
|
2.618 |
0.6625 |
|
1.618 |
0.6565 |
|
1.000 |
0.6528 |
|
0.618 |
0.6504 |
|
HIGH |
0.6467 |
|
0.618 |
0.6444 |
|
0.500 |
0.6437 |
|
0.382 |
0.6430 |
|
LOW |
0.6407 |
|
0.618 |
0.6369 |
|
1.000 |
0.6346 |
|
1.618 |
0.6309 |
|
2.618 |
0.6248 |
|
4.250 |
0.6149 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6443 |
0.6460 |
| PP |
0.6440 |
0.6455 |
| S1 |
0.6437 |
0.6450 |
|