CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6457 |
0.6507 |
0.0050 |
0.8% |
0.6435 |
| High |
0.6513 |
0.6547 |
0.0034 |
0.5% |
0.6514 |
| Low |
0.6428 |
0.6478 |
0.0050 |
0.8% |
0.6407 |
| Close |
0.6501 |
0.6508 |
0.0007 |
0.1% |
0.6446 |
| Range |
0.0086 |
0.0070 |
-0.0016 |
-18.7% |
0.0107 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
895 |
752 |
-143 |
-16.0% |
1,555 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6719 |
0.6683 |
0.6546 |
|
| R3 |
0.6650 |
0.6613 |
0.6527 |
|
| R2 |
0.6580 |
0.6580 |
0.6520 |
|
| R1 |
0.6544 |
0.6544 |
0.6514 |
0.6562 |
| PP |
0.6511 |
0.6511 |
0.6511 |
0.6520 |
| S1 |
0.6474 |
0.6474 |
0.6501 |
0.6493 |
| S2 |
0.6441 |
0.6441 |
0.6495 |
|
| S3 |
0.6372 |
0.6405 |
0.6488 |
|
| S4 |
0.6302 |
0.6335 |
0.6469 |
|
|
| 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 |
0.6547 |
0.6407 |
0.0141 |
2.2% |
0.0064 |
1.0% |
72% |
True |
False |
616 |
| 10 |
0.6547 |
0.6392 |
0.0155 |
2.4% |
0.0060 |
0.9% |
75% |
True |
False |
443 |
| 20 |
0.6642 |
0.6392 |
0.0250 |
3.8% |
0.0058 |
0.9% |
46% |
False |
False |
434 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0065 |
1.0% |
22% |
False |
False |
314 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0061 |
0.9% |
22% |
False |
False |
240 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0051 |
0.8% |
22% |
False |
False |
181 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0047 |
0.7% |
22% |
False |
False |
145 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0041 |
0.6% |
22% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6842 |
|
2.618 |
0.6729 |
|
1.618 |
0.6659 |
|
1.000 |
0.6617 |
|
0.618 |
0.6590 |
|
HIGH |
0.6547 |
|
0.618 |
0.6520 |
|
0.500 |
0.6512 |
|
0.382 |
0.6504 |
|
LOW |
0.6478 |
|
0.618 |
0.6435 |
|
1.000 |
0.6408 |
|
1.618 |
0.6365 |
|
2.618 |
0.6296 |
|
4.250 |
0.6182 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6512 |
0.6501 |
| PP |
0.6511 |
0.6494 |
| S1 |
0.6509 |
0.6487 |
|