CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6434 |
0.6461 |
0.0027 |
0.4% |
0.6453 |
| High |
0.6484 |
0.6465 |
-0.0019 |
-0.3% |
0.6531 |
| Low |
0.6422 |
0.6423 |
0.0001 |
0.0% |
0.6404 |
| Close |
0.6461 |
0.6439 |
-0.0022 |
-0.3% |
0.6461 |
| Range |
0.0062 |
0.0042 |
-0.0020 |
-32.3% |
0.0127 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
106,468 |
80,688 |
-25,780 |
-24.2% |
518,277 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6568 |
0.6546 |
0.6462 |
|
| R3 |
0.6526 |
0.6504 |
0.6451 |
|
| R2 |
0.6484 |
0.6484 |
0.6447 |
|
| R1 |
0.6462 |
0.6462 |
0.6443 |
0.6452 |
| PP |
0.6442 |
0.6442 |
0.6442 |
0.6438 |
| S1 |
0.6420 |
0.6420 |
0.6435 |
0.6410 |
| S2 |
0.6400 |
0.6400 |
0.6431 |
|
| S3 |
0.6358 |
0.6378 |
0.6427 |
|
| S4 |
0.6316 |
0.6336 |
0.6416 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6781 |
0.6531 |
|
| R3 |
0.6719 |
0.6654 |
0.6496 |
|
| R2 |
0.6592 |
0.6592 |
0.6484 |
|
| R1 |
0.6527 |
0.6527 |
0.6473 |
0.6559 |
| PP |
0.6465 |
0.6465 |
0.6465 |
0.6481 |
| S1 |
0.6400 |
0.6400 |
0.6449 |
0.6432 |
| S2 |
0.6338 |
0.6338 |
0.6438 |
|
| S3 |
0.6211 |
0.6273 |
0.6426 |
|
| S4 |
0.6084 |
0.6146 |
0.6391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6531 |
0.6404 |
0.0127 |
2.0% |
0.0058 |
0.9% |
28% |
False |
False |
106,882 |
| 10 |
0.6531 |
0.6402 |
0.0129 |
2.0% |
0.0050 |
0.8% |
29% |
False |
False |
100,086 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0056 |
0.9% |
35% |
False |
False |
53,560 |
| 40 |
0.6769 |
0.6381 |
0.0388 |
6.0% |
0.0060 |
0.9% |
15% |
False |
False |
26,960 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0062 |
1.0% |
11% |
False |
False |
18,028 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0059 |
0.9% |
11% |
False |
False |
13,541 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0051 |
0.8% |
11% |
False |
False |
10,833 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0048 |
0.7% |
11% |
False |
False |
9,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6644 |
|
2.618 |
0.6575 |
|
1.618 |
0.6533 |
|
1.000 |
0.6507 |
|
0.618 |
0.6491 |
|
HIGH |
0.6465 |
|
0.618 |
0.6449 |
|
0.500 |
0.6444 |
|
0.382 |
0.6439 |
|
LOW |
0.6423 |
|
0.618 |
0.6397 |
|
1.000 |
0.6381 |
|
1.618 |
0.6355 |
|
2.618 |
0.6313 |
|
4.250 |
0.6245 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6444 |
0.6444 |
| PP |
0.6442 |
0.6442 |
| S1 |
0.6441 |
0.6441 |
|