CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6444 |
0.6453 |
0.0009 |
0.1% |
0.6461 |
| High |
0.6519 |
0.6463 |
-0.0056 |
-0.9% |
0.6519 |
| Low |
0.6438 |
0.6379 |
-0.0059 |
-0.9% |
0.6349 |
| Close |
0.6455 |
0.6383 |
-0.0073 |
-1.1% |
0.6455 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0170 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.5% |
0.0000 |
| Volume |
167,545 |
122,168 |
-45,377 |
-27.1% |
630,969 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6659 |
0.6604 |
0.6428 |
|
| R3 |
0.6575 |
0.6521 |
0.6405 |
|
| R2 |
0.6492 |
0.6492 |
0.6398 |
|
| R1 |
0.6437 |
0.6437 |
0.6390 |
0.6423 |
| PP |
0.6408 |
0.6408 |
0.6408 |
0.6401 |
| S1 |
0.6354 |
0.6354 |
0.6375 |
0.6339 |
| S2 |
0.6325 |
0.6325 |
0.6367 |
|
| S3 |
0.6241 |
0.6270 |
0.6360 |
|
| S4 |
0.6158 |
0.6187 |
0.6337 |
|
|
| 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 |
2.7% |
0.0075 |
1.2% |
20% |
False |
False |
134,489 |
| 10 |
0.6531 |
0.6349 |
0.0182 |
2.8% |
0.0066 |
1.0% |
18% |
False |
False |
120,686 |
| 20 |
0.6531 |
0.6349 |
0.0182 |
2.8% |
0.0059 |
0.9% |
18% |
False |
False |
86,933 |
| 40 |
0.6642 |
0.6349 |
0.0293 |
4.6% |
0.0059 |
0.9% |
11% |
False |
False |
43,727 |
| 60 |
0.6928 |
0.6349 |
0.0579 |
9.1% |
0.0062 |
1.0% |
6% |
False |
False |
29,228 |
| 80 |
0.6928 |
0.6349 |
0.0579 |
9.1% |
0.0061 |
1.0% |
6% |
False |
False |
21,945 |
| 100 |
0.6928 |
0.6349 |
0.0579 |
9.1% |
0.0054 |
0.8% |
6% |
False |
False |
17,558 |
| 120 |
0.6928 |
0.6349 |
0.0579 |
9.1% |
0.0050 |
0.8% |
6% |
False |
False |
14,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6817 |
|
2.618 |
0.6681 |
|
1.618 |
0.6598 |
|
1.000 |
0.6546 |
|
0.618 |
0.6514 |
|
HIGH |
0.6463 |
|
0.618 |
0.6431 |
|
0.500 |
0.6421 |
|
0.382 |
0.6411 |
|
LOW |
0.6379 |
|
0.618 |
0.6327 |
|
1.000 |
0.6296 |
|
1.618 |
0.6244 |
|
2.618 |
0.6160 |
|
4.250 |
0.6024 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6421 |
0.6440 |
| PP |
0.6408 |
0.6421 |
| S1 |
0.6395 |
0.6402 |
|