CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6370 |
0.6444 |
0.0075 |
1.2% |
0.6461 |
| High |
0.6449 |
0.6519 |
0.0070 |
1.1% |
0.6519 |
| Low |
0.6362 |
0.6438 |
0.0077 |
1.2% |
0.6349 |
| Close |
0.6440 |
0.6455 |
0.0016 |
0.2% |
0.6455 |
| Range |
0.0088 |
0.0081 |
-0.0007 |
-8.0% |
0.0170 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.3% |
0.0000 |
| Volume |
150,012 |
167,545 |
17,533 |
11.7% |
630,969 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6712 |
0.6664 |
0.6499 |
|
| R3 |
0.6632 |
0.6584 |
0.6477 |
|
| R2 |
0.6551 |
0.6551 |
0.6470 |
|
| R1 |
0.6503 |
0.6503 |
0.6462 |
0.6527 |
| PP |
0.6471 |
0.6471 |
0.6471 |
0.6483 |
| S1 |
0.6423 |
0.6423 |
0.6448 |
0.6447 |
| S2 |
0.6390 |
0.6390 |
0.6440 |
|
| S3 |
0.6310 |
0.6342 |
0.6433 |
|
| S4 |
0.6229 |
0.6262 |
0.6411 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6949 |
0.6872 |
0.6548 |
|
| R3 |
0.6780 |
0.6702 |
0.6502 |
|
| R2 |
0.6610 |
0.6610 |
0.6486 |
|
| R1 |
0.6533 |
0.6533 |
0.6471 |
0.6487 |
| PP |
0.6441 |
0.6441 |
0.6441 |
0.6418 |
| S1 |
0.6363 |
0.6363 |
0.6439 |
0.6317 |
| S2 |
0.6271 |
0.6271 |
0.6424 |
|
| S3 |
0.6102 |
0.6194 |
0.6408 |
|
| S4 |
0.5932 |
0.6024 |
0.6362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6519 |
0.6349 |
0.0170 |
2.6% |
0.0066 |
1.0% |
63% |
True |
False |
126,193 |
| 10 |
0.6531 |
0.6349 |
0.0182 |
2.8% |
0.0061 |
0.9% |
58% |
False |
False |
114,924 |
| 20 |
0.6546 |
0.6349 |
0.0197 |
3.1% |
0.0059 |
0.9% |
54% |
False |
False |
80,923 |
| 40 |
0.6642 |
0.6349 |
0.0293 |
4.5% |
0.0058 |
0.9% |
36% |
False |
False |
40,681 |
| 60 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0062 |
1.0% |
18% |
False |
False |
27,194 |
| 80 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0061 |
0.9% |
18% |
False |
False |
20,418 |
| 100 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0053 |
0.8% |
18% |
False |
False |
16,336 |
| 120 |
0.6928 |
0.6349 |
0.0579 |
9.0% |
0.0049 |
0.8% |
18% |
False |
False |
13,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6861 |
|
2.618 |
0.6729 |
|
1.618 |
0.6649 |
|
1.000 |
0.6599 |
|
0.618 |
0.6568 |
|
HIGH |
0.6519 |
|
0.618 |
0.6488 |
|
0.500 |
0.6478 |
|
0.382 |
0.6469 |
|
LOW |
0.6438 |
|
0.618 |
0.6388 |
|
1.000 |
0.6358 |
|
1.618 |
0.6308 |
|
2.618 |
0.6227 |
|
4.250 |
0.6096 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6478 |
0.6448 |
| PP |
0.6471 |
0.6441 |
| S1 |
0.6463 |
0.6434 |
|