CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6386 |
0.6375 |
-0.0012 |
-0.2% |
0.6453 |
| High |
0.6417 |
0.6431 |
0.0014 |
0.2% |
0.6463 |
| Low |
0.6329 |
0.6359 |
0.0031 |
0.5% |
0.6303 |
| Close |
0.6412 |
0.6428 |
0.0016 |
0.2% |
0.6412 |
| Range |
0.0089 |
0.0072 |
-0.0017 |
-18.6% |
0.0160 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
139,792 |
92,241 |
-47,551 |
-34.0% |
663,674 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6622 |
0.6597 |
0.6468 |
|
| R3 |
0.6550 |
0.6525 |
0.6448 |
|
| R2 |
0.6478 |
0.6478 |
0.6441 |
|
| R1 |
0.6453 |
0.6453 |
0.6435 |
0.6466 |
| PP |
0.6406 |
0.6406 |
0.6406 |
0.6412 |
| S1 |
0.6381 |
0.6381 |
0.6421 |
0.6394 |
| S2 |
0.6334 |
0.6334 |
0.6415 |
|
| S3 |
0.6262 |
0.6309 |
0.6408 |
|
| S4 |
0.6190 |
0.6237 |
0.6388 |
|
|
| 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 |
0.6431 |
0.6303 |
0.0128 |
2.0% |
0.0070 |
1.1% |
98% |
True |
False |
126,749 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.4% |
0.0072 |
1.1% |
58% |
False |
False |
130,619 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.5% |
0.0061 |
0.9% |
55% |
False |
False |
115,352 |
| 40 |
0.6547 |
0.6303 |
0.0244 |
3.8% |
0.0061 |
0.9% |
51% |
False |
False |
59,526 |
| 60 |
0.6877 |
0.6303 |
0.0574 |
8.9% |
0.0062 |
1.0% |
22% |
False |
False |
39,776 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0063 |
1.0% |
20% |
False |
False |
29,867 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0056 |
0.9% |
20% |
False |
False |
23,895 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0051 |
0.8% |
20% |
False |
False |
19,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6737 |
|
2.618 |
0.6619 |
|
1.618 |
0.6547 |
|
1.000 |
0.6503 |
|
0.618 |
0.6475 |
|
HIGH |
0.6431 |
|
0.618 |
0.6403 |
|
0.500 |
0.6395 |
|
0.382 |
0.6387 |
|
LOW |
0.6359 |
|
0.618 |
0.6315 |
|
1.000 |
0.6287 |
|
1.618 |
0.6243 |
|
2.618 |
0.6171 |
|
4.250 |
0.6053 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6417 |
0.6412 |
| PP |
0.6406 |
0.6396 |
| S1 |
0.6395 |
0.6380 |
|