CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6381 |
0.6320 |
-0.0062 |
-1.0% |
0.6461 |
| High |
0.6384 |
0.6360 |
-0.0024 |
-0.4% |
0.6519 |
| Low |
0.6303 |
0.6304 |
0.0001 |
0.0% |
0.6349 |
| Close |
0.6322 |
0.6339 |
0.0017 |
0.3% |
0.6455 |
| Range |
0.0081 |
0.0056 |
-0.0025 |
-30.4% |
0.0170 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
157,695 |
135,503 |
-22,192 |
-14.1% |
630,969 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6502 |
0.6476 |
0.6369 |
|
| R3 |
0.6446 |
0.6420 |
0.6354 |
|
| R2 |
0.6390 |
0.6390 |
0.6349 |
|
| R1 |
0.6364 |
0.6364 |
0.6344 |
0.6377 |
| PP |
0.6334 |
0.6334 |
0.6334 |
0.6340 |
| S1 |
0.6308 |
0.6308 |
0.6333 |
0.6321 |
| S2 |
0.6278 |
0.6278 |
0.6328 |
|
| S3 |
0.6222 |
0.6252 |
0.6323 |
|
| S4 |
0.6166 |
0.6196 |
0.6308 |
|
|
| 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% |
0.0078 |
1.2% |
16% |
False |
False |
146,584 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.4% |
0.0068 |
1.1% |
16% |
False |
False |
128,249 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.6% |
0.0058 |
0.9% |
16% |
False |
False |
100,359 |
| 40 |
0.6642 |
0.6303 |
0.0339 |
5.3% |
0.0060 |
0.9% |
10% |
False |
False |
51,029 |
| 60 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0063 |
1.0% |
6% |
False |
False |
34,109 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0061 |
1.0% |
6% |
False |
False |
25,610 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0055 |
0.9% |
6% |
False |
False |
20,490 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0050 |
0.8% |
6% |
False |
False |
17,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6598 |
|
2.618 |
0.6506 |
|
1.618 |
0.6450 |
|
1.000 |
0.6416 |
|
0.618 |
0.6394 |
|
HIGH |
0.6360 |
|
0.618 |
0.6338 |
|
0.500 |
0.6332 |
|
0.382 |
0.6325 |
|
LOW |
0.6304 |
|
0.618 |
0.6269 |
|
1.000 |
0.6248 |
|
1.618 |
0.6213 |
|
2.618 |
0.6157 |
|
4.250 |
0.6066 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6336 |
0.6383 |
| PP |
0.6334 |
0.6368 |
| S1 |
0.6332 |
0.6353 |
|