CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6507 |
0.6499 |
-0.0008 |
-0.1% |
0.6435 |
| High |
0.6547 |
0.6531 |
-0.0016 |
-0.2% |
0.6514 |
| Low |
0.6478 |
0.6487 |
0.0009 |
0.1% |
0.6407 |
| Close |
0.6508 |
0.6499 |
-0.0009 |
-0.1% |
0.6446 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-36.0% |
0.0107 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
752 |
670 |
-82 |
-10.9% |
1,555 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6639 |
0.6614 |
0.6523 |
|
| R3 |
0.6595 |
0.6569 |
0.6511 |
|
| R2 |
0.6550 |
0.6550 |
0.6507 |
|
| R1 |
0.6525 |
0.6525 |
0.6503 |
0.6521 |
| PP |
0.6506 |
0.6506 |
0.6506 |
0.6504 |
| S1 |
0.6480 |
0.6480 |
0.6495 |
0.6477 |
| S2 |
0.6461 |
0.6461 |
0.6491 |
|
| S3 |
0.6417 |
0.6436 |
0.6487 |
|
| S4 |
0.6372 |
0.6391 |
0.6475 |
|
|
| 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% |
0.0059 |
0.9% |
66% |
False |
False |
676 |
| 10 |
0.6547 |
0.6406 |
0.0141 |
2.2% |
0.0057 |
0.9% |
66% |
False |
False |
471 |
| 20 |
0.6642 |
0.6392 |
0.0250 |
3.8% |
0.0057 |
0.9% |
43% |
False |
False |
438 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0064 |
1.0% |
20% |
False |
False |
329 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0061 |
0.9% |
20% |
False |
False |
250 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0051 |
0.8% |
20% |
False |
False |
189 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0047 |
0.7% |
20% |
False |
False |
152 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.2% |
0.0042 |
0.6% |
20% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6720 |
|
2.618 |
0.6648 |
|
1.618 |
0.6603 |
|
1.000 |
0.6576 |
|
0.618 |
0.6559 |
|
HIGH |
0.6531 |
|
0.618 |
0.6514 |
|
0.500 |
0.6509 |
|
0.382 |
0.6503 |
|
LOW |
0.6487 |
|
0.618 |
0.6459 |
|
1.000 |
0.6442 |
|
1.618 |
0.6414 |
|
2.618 |
0.6370 |
|
4.250 |
0.6297 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6509 |
0.6495 |
| PP |
0.6506 |
0.6491 |
| S1 |
0.6502 |
0.6487 |
|