CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6440 |
0.6457 |
0.0017 |
0.3% |
0.6435 |
| High |
0.6465 |
0.6513 |
0.0048 |
0.7% |
0.6514 |
| Low |
0.6432 |
0.6428 |
-0.0005 |
-0.1% |
0.6407 |
| Close |
0.6450 |
0.6501 |
0.0051 |
0.8% |
0.6446 |
| Range |
0.0033 |
0.0086 |
0.0053 |
159.1% |
0.0107 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.0% |
0.0000 |
| Volume |
688 |
895 |
207 |
30.1% |
1,555 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6737 |
0.6705 |
0.6548 |
|
| R3 |
0.6652 |
0.6619 |
0.6525 |
|
| R2 |
0.6566 |
0.6566 |
0.6517 |
|
| R1 |
0.6534 |
0.6534 |
0.6509 |
0.6550 |
| PP |
0.6481 |
0.6481 |
0.6481 |
0.6489 |
| S1 |
0.6448 |
0.6448 |
0.6493 |
0.6464 |
| S2 |
0.6395 |
0.6395 |
0.6485 |
|
| S3 |
0.6310 |
0.6363 |
0.6477 |
|
| S4 |
0.6224 |
0.6277 |
0.6454 |
|
|
| 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 |
1.6% |
0.0065 |
1.0% |
88% |
False |
False |
511 |
| 10 |
0.6514 |
0.6392 |
0.0122 |
1.9% |
0.0059 |
0.9% |
90% |
False |
False |
427 |
| 20 |
0.6651 |
0.6392 |
0.0259 |
4.0% |
0.0059 |
0.9% |
42% |
False |
False |
420 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0064 |
1.0% |
20% |
False |
False |
298 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0060 |
0.9% |
20% |
False |
False |
227 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0051 |
0.8% |
20% |
False |
False |
171 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0046 |
0.7% |
20% |
False |
False |
137 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0041 |
0.6% |
20% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6876 |
|
2.618 |
0.6737 |
|
1.618 |
0.6651 |
|
1.000 |
0.6599 |
|
0.618 |
0.6566 |
|
HIGH |
0.6513 |
|
0.618 |
0.6480 |
|
0.500 |
0.6470 |
|
0.382 |
0.6460 |
|
LOW |
0.6428 |
|
0.618 |
0.6375 |
|
1.000 |
0.6342 |
|
1.618 |
0.6289 |
|
2.618 |
0.6204 |
|
4.250 |
0.6064 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6491 |
0.6487 |
| PP |
0.6481 |
0.6474 |
| S1 |
0.6470 |
0.6460 |
|