CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6375 |
0.6428 |
0.0053 |
0.8% |
0.6453 |
| High |
0.6431 |
0.6450 |
0.0019 |
0.3% |
0.6463 |
| Low |
0.6359 |
0.6407 |
0.0048 |
0.8% |
0.6303 |
| Close |
0.6428 |
0.6440 |
0.0012 |
0.2% |
0.6412 |
| Range |
0.0072 |
0.0043 |
-0.0030 |
-41.0% |
0.0160 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
92,241 |
105,511 |
13,270 |
14.4% |
663,674 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6560 |
0.6542 |
0.6463 |
|
| R3 |
0.6517 |
0.6500 |
0.6452 |
|
| R2 |
0.6475 |
0.6475 |
0.6448 |
|
| R1 |
0.6457 |
0.6457 |
0.6444 |
0.6466 |
| PP |
0.6432 |
0.6432 |
0.6432 |
0.6437 |
| S1 |
0.6415 |
0.6415 |
0.6436 |
0.6424 |
| S2 |
0.6390 |
0.6390 |
0.6432 |
|
| S3 |
0.6347 |
0.6372 |
0.6428 |
|
| S4 |
0.6305 |
0.6330 |
0.6417 |
|
|
| 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 |
0.6450 |
0.6304 |
0.0146 |
2.3% |
0.0063 |
1.0% |
93% |
True |
False |
116,312 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.3% |
0.0072 |
1.1% |
64% |
False |
False |
131,781 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.5% |
0.0062 |
1.0% |
60% |
False |
False |
117,644 |
| 40 |
0.6547 |
0.6303 |
0.0244 |
3.8% |
0.0061 |
0.9% |
56% |
False |
False |
62,145 |
| 60 |
0.6877 |
0.6303 |
0.0574 |
8.9% |
0.0062 |
1.0% |
24% |
False |
False |
41,530 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0062 |
1.0% |
22% |
False |
False |
31,185 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0056 |
0.9% |
22% |
False |
False |
24,950 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0051 |
0.8% |
22% |
False |
False |
20,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6630 |
|
2.618 |
0.6561 |
|
1.618 |
0.6518 |
|
1.000 |
0.6492 |
|
0.618 |
0.6476 |
|
HIGH |
0.6450 |
|
0.618 |
0.6433 |
|
0.500 |
0.6428 |
|
0.382 |
0.6423 |
|
LOW |
0.6407 |
|
0.618 |
0.6381 |
|
1.000 |
0.6365 |
|
1.618 |
0.6338 |
|
2.618 |
0.6296 |
|
4.250 |
0.6226 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6436 |
0.6423 |
| PP |
0.6432 |
0.6406 |
| S1 |
0.6428 |
0.6389 |
|