CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6453 |
0.6381 |
-0.0072 |
-1.1% |
0.6461 |
| High |
0.6463 |
0.6384 |
-0.0079 |
-1.2% |
0.6519 |
| Low |
0.6379 |
0.6303 |
-0.0076 |
-1.2% |
0.6349 |
| Close |
0.6383 |
0.6322 |
-0.0061 |
-1.0% |
0.6455 |
| Range |
0.0084 |
0.0081 |
-0.0003 |
-3.6% |
0.0170 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.9% |
0.0000 |
| Volume |
122,168 |
157,695 |
35,527 |
29.1% |
630,969 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6578 |
0.6530 |
0.6366 |
|
| R3 |
0.6497 |
0.6450 |
0.6344 |
|
| R2 |
0.6417 |
0.6417 |
0.6336 |
|
| R1 |
0.6369 |
0.6369 |
0.6329 |
0.6353 |
| PP |
0.6336 |
0.6336 |
0.6336 |
0.6328 |
| S1 |
0.6289 |
0.6289 |
0.6314 |
0.6272 |
| S2 |
0.6256 |
0.6256 |
0.6307 |
|
| S3 |
0.6175 |
0.6208 |
0.6299 |
|
| S4 |
0.6095 |
0.6128 |
0.6277 |
|
|
| 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 |
0.6303 |
0.0216 |
3.4% |
0.0082 |
1.3% |
9% |
False |
True |
147,250 |
| 10 |
0.6531 |
0.6303 |
0.0228 |
3.6% |
0.0070 |
1.1% |
8% |
False |
True |
126,718 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.6% |
0.0057 |
0.9% |
8% |
False |
True |
93,985 |
| 40 |
0.6642 |
0.6303 |
0.0339 |
5.4% |
0.0060 |
1.0% |
5% |
False |
True |
47,657 |
| 60 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0063 |
1.0% |
3% |
False |
True |
31,853 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0061 |
1.0% |
3% |
False |
True |
23,917 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0055 |
0.9% |
3% |
False |
True |
19,135 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0050 |
0.8% |
3% |
False |
True |
15,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6726 |
|
2.618 |
0.6594 |
|
1.618 |
0.6514 |
|
1.000 |
0.6464 |
|
0.618 |
0.6433 |
|
HIGH |
0.6384 |
|
0.618 |
0.6353 |
|
0.500 |
0.6343 |
|
0.382 |
0.6334 |
|
LOW |
0.6303 |
|
0.618 |
0.6253 |
|
1.000 |
0.6223 |
|
1.618 |
0.6173 |
|
2.618 |
0.6092 |
|
4.250 |
0.5961 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6343 |
0.6411 |
| PP |
0.6336 |
0.6381 |
| S1 |
0.6329 |
0.6351 |
|