CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6445 |
0.6440 |
-0.0005 |
-0.1% |
0.6435 |
| High |
0.6467 |
0.6465 |
-0.0002 |
0.0% |
0.6514 |
| Low |
0.6407 |
0.6432 |
0.0026 |
0.4% |
0.6407 |
| Close |
0.6446 |
0.6450 |
0.0005 |
0.1% |
0.6446 |
| Range |
0.0061 |
0.0033 |
-0.0028 |
-45.5% |
0.0107 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
376 |
688 |
312 |
83.0% |
1,555 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6548 |
0.6532 |
0.6468 |
|
| R3 |
0.6515 |
0.6499 |
0.6459 |
|
| R2 |
0.6482 |
0.6482 |
0.6456 |
|
| R1 |
0.6466 |
0.6466 |
0.6453 |
0.6474 |
| PP |
0.6449 |
0.6449 |
0.6449 |
0.6453 |
| S1 |
0.6433 |
0.6433 |
0.6447 |
0.6441 |
| S2 |
0.6416 |
0.6416 |
0.6444 |
|
| S3 |
0.6383 |
0.6400 |
0.6441 |
|
| S4 |
0.6350 |
0.6367 |
0.6432 |
|
|
| 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% |
41% |
False |
False |
406 |
| 10 |
0.6541 |
0.6392 |
0.0149 |
2.3% |
0.0056 |
0.9% |
39% |
False |
False |
358 |
| 20 |
0.6753 |
0.6392 |
0.0361 |
5.6% |
0.0060 |
0.9% |
16% |
False |
False |
387 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0064 |
1.0% |
11% |
False |
False |
277 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0059 |
0.9% |
11% |
False |
False |
212 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0050 |
0.8% |
11% |
False |
False |
160 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0046 |
0.7% |
11% |
False |
False |
129 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0040 |
0.6% |
11% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6605 |
|
2.618 |
0.6551 |
|
1.618 |
0.6518 |
|
1.000 |
0.6498 |
|
0.618 |
0.6485 |
|
HIGH |
0.6465 |
|
0.618 |
0.6452 |
|
0.500 |
0.6449 |
|
0.382 |
0.6445 |
|
LOW |
0.6432 |
|
0.618 |
0.6412 |
|
1.000 |
0.6399 |
|
1.618 |
0.6379 |
|
2.618 |
0.6346 |
|
4.250 |
0.6292 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6450 |
0.6460 |
| PP |
0.6449 |
0.6457 |
| S1 |
0.6449 |
0.6453 |
|