CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6415 |
0.6370 |
-0.0046 |
-0.7% |
0.6453 |
| High |
0.6428 |
0.6449 |
0.0022 |
0.3% |
0.6531 |
| Low |
0.6349 |
0.6362 |
0.0013 |
0.2% |
0.6404 |
| Close |
0.6371 |
0.6440 |
0.0069 |
1.1% |
0.6461 |
| Range |
0.0079 |
0.0088 |
0.0009 |
11.5% |
0.0127 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.5% |
0.0000 |
| Volume |
138,832 |
150,012 |
11,180 |
8.1% |
518,277 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6679 |
0.6647 |
0.6488 |
|
| R3 |
0.6592 |
0.6559 |
0.6464 |
|
| R2 |
0.6504 |
0.6504 |
0.6456 |
|
| R1 |
0.6472 |
0.6472 |
0.6448 |
0.6488 |
| PP |
0.6417 |
0.6417 |
0.6417 |
0.6425 |
| S1 |
0.6384 |
0.6384 |
0.6431 |
0.6401 |
| S2 |
0.6329 |
0.6329 |
0.6423 |
|
| S3 |
0.6242 |
0.6297 |
0.6415 |
|
| S4 |
0.6154 |
0.6209 |
0.6391 |
|
|
| 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 |
0.6484 |
0.6349 |
0.0135 |
2.1% |
0.0063 |
1.0% |
67% |
False |
False |
113,978 |
| 10 |
0.6531 |
0.6349 |
0.0182 |
2.8% |
0.0058 |
0.9% |
50% |
False |
False |
108,187 |
| 20 |
0.6546 |
0.6349 |
0.0197 |
3.1% |
0.0057 |
0.9% |
46% |
False |
False |
72,580 |
| 40 |
0.6642 |
0.6349 |
0.0293 |
4.6% |
0.0058 |
0.9% |
31% |
False |
False |
36,507 |
| 60 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0062 |
1.0% |
16% |
False |
False |
24,403 |
| 80 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0060 |
0.9% |
16% |
False |
False |
18,325 |
| 100 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0052 |
0.8% |
16% |
False |
False |
14,660 |
| 120 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0049 |
0.8% |
16% |
False |
False |
12,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6821 |
|
2.618 |
0.6678 |
|
1.618 |
0.6591 |
|
1.000 |
0.6537 |
|
0.618 |
0.6503 |
|
HIGH |
0.6449 |
|
0.618 |
0.6416 |
|
0.500 |
0.6405 |
|
0.382 |
0.6395 |
|
LOW |
0.6362 |
|
0.618 |
0.6307 |
|
1.000 |
0.6274 |
|
1.618 |
0.6220 |
|
2.618 |
0.6132 |
|
4.250 |
0.5990 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6428 |
0.6426 |
| PP |
0.6417 |
0.6413 |
| S1 |
0.6405 |
0.6399 |
|