CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6343 |
0.6386 |
0.0043 |
0.7% |
0.6453 |
| High |
0.6394 |
0.6417 |
0.0023 |
0.4% |
0.6463 |
| Low |
0.6341 |
0.6329 |
-0.0012 |
-0.2% |
0.6303 |
| Close |
0.6388 |
0.6412 |
0.0024 |
0.4% |
0.6412 |
| Range |
0.0054 |
0.0089 |
0.0035 |
65.4% |
0.0160 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.8% |
0.0000 |
| Volume |
108,516 |
139,792 |
31,276 |
28.8% |
663,674 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6651 |
0.6620 |
0.6461 |
|
| R3 |
0.6563 |
0.6532 |
0.6436 |
|
| R2 |
0.6474 |
0.6474 |
0.6428 |
|
| R1 |
0.6443 |
0.6443 |
0.6420 |
0.6459 |
| PP |
0.6386 |
0.6386 |
0.6386 |
0.6394 |
| S1 |
0.6355 |
0.6355 |
0.6404 |
0.6370 |
| S2 |
0.6297 |
0.6297 |
0.6396 |
|
| S3 |
0.6209 |
0.6266 |
0.6388 |
|
| S4 |
0.6120 |
0.6178 |
0.6363 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6871 |
0.6801 |
0.6500 |
|
| R3 |
0.6712 |
0.6642 |
0.6456 |
|
| R2 |
0.6552 |
0.6552 |
0.6441 |
|
| R1 |
0.6482 |
0.6482 |
0.6427 |
0.6437 |
| PP |
0.6393 |
0.6393 |
0.6393 |
0.6370 |
| S1 |
0.6323 |
0.6323 |
0.6397 |
0.6278 |
| S2 |
0.6233 |
0.6233 |
0.6383 |
|
| S3 |
0.6074 |
0.6163 |
0.6368 |
|
| S4 |
0.5914 |
0.6004 |
0.6324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6463 |
0.6303 |
0.0160 |
2.5% |
0.0072 |
1.1% |
68% |
False |
False |
132,734 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.4% |
0.0069 |
1.1% |
51% |
False |
False |
129,464 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.5% |
0.0061 |
0.9% |
48% |
False |
False |
111,764 |
| 40 |
0.6561 |
0.6303 |
0.0258 |
4.0% |
0.0060 |
0.9% |
42% |
False |
False |
57,225 |
| 60 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0062 |
1.0% |
17% |
False |
False |
38,240 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0063 |
1.0% |
17% |
False |
False |
28,714 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0055 |
0.9% |
17% |
False |
False |
22,973 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0050 |
0.8% |
17% |
False |
False |
19,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6793 |
|
2.618 |
0.6649 |
|
1.618 |
0.6560 |
|
1.000 |
0.6506 |
|
0.618 |
0.6472 |
|
HIGH |
0.6417 |
|
0.618 |
0.6383 |
|
0.500 |
0.6373 |
|
0.382 |
0.6362 |
|
LOW |
0.6329 |
|
0.618 |
0.6274 |
|
1.000 |
0.6240 |
|
1.618 |
0.6185 |
|
2.618 |
0.6097 |
|
4.250 |
0.5952 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6399 |
0.6395 |
| PP |
0.6386 |
0.6378 |
| S1 |
0.6373 |
0.6360 |
|