CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6320 |
0.6343 |
0.0024 |
0.4% |
0.6461 |
| High |
0.6360 |
0.6394 |
0.0035 |
0.5% |
0.6519 |
| Low |
0.6304 |
0.6341 |
0.0037 |
0.6% |
0.6349 |
| Close |
0.6339 |
0.6388 |
0.0050 |
0.8% |
0.6455 |
| Range |
0.0056 |
0.0054 |
-0.0003 |
-4.5% |
0.0170 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
135,503 |
108,516 |
-26,987 |
-19.9% |
630,969 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6535 |
0.6515 |
0.6417 |
|
| R3 |
0.6481 |
0.6461 |
0.6403 |
|
| R2 |
0.6428 |
0.6428 |
0.6398 |
|
| R1 |
0.6408 |
0.6408 |
0.6393 |
0.6418 |
| PP |
0.6374 |
0.6374 |
0.6374 |
0.6379 |
| S1 |
0.6354 |
0.6354 |
0.6383 |
0.6364 |
| S2 |
0.6321 |
0.6321 |
0.6378 |
|
| S3 |
0.6267 |
0.6301 |
0.6373 |
|
| S4 |
0.6214 |
0.6247 |
0.6359 |
|
|
| 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% |
0.0071 |
1.1% |
39% |
False |
False |
138,285 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.4% |
0.0067 |
1.0% |
39% |
False |
False |
126,131 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.6% |
0.0059 |
0.9% |
37% |
False |
False |
105,579 |
| 40 |
0.6642 |
0.6303 |
0.0339 |
5.3% |
0.0060 |
0.9% |
25% |
False |
False |
53,736 |
| 60 |
0.6928 |
0.6303 |
0.0625 |
9.8% |
0.0062 |
1.0% |
14% |
False |
False |
35,913 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.8% |
0.0062 |
1.0% |
14% |
False |
False |
26,966 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.8% |
0.0055 |
0.9% |
14% |
False |
False |
21,575 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.8% |
0.0049 |
0.8% |
14% |
False |
False |
17,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6621 |
|
2.618 |
0.6534 |
|
1.618 |
0.6481 |
|
1.000 |
0.6448 |
|
0.618 |
0.6427 |
|
HIGH |
0.6394 |
|
0.618 |
0.6374 |
|
0.500 |
0.6367 |
|
0.382 |
0.6361 |
|
LOW |
0.6341 |
|
0.618 |
0.6307 |
|
1.000 |
0.6287 |
|
1.618 |
0.6254 |
|
2.618 |
0.6200 |
|
4.250 |
0.6113 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6381 |
0.6375 |
| PP |
0.6374 |
0.6362 |
| S1 |
0.6367 |
0.6349 |
|