CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6428 |
0.6447 |
0.0019 |
0.3% |
0.6453 |
| High |
0.6450 |
0.6461 |
0.0012 |
0.2% |
0.6463 |
| Low |
0.6407 |
0.6404 |
-0.0003 |
0.0% |
0.6303 |
| Close |
0.6440 |
0.6422 |
-0.0018 |
-0.3% |
0.6412 |
| Range |
0.0043 |
0.0057 |
0.0015 |
34.1% |
0.0160 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
105,511 |
87,764 |
-17,747 |
-16.8% |
663,674 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6600 |
0.6568 |
0.6453 |
|
| R3 |
0.6543 |
0.6511 |
0.6438 |
|
| R2 |
0.6486 |
0.6486 |
0.6432 |
|
| R1 |
0.6454 |
0.6454 |
0.6427 |
0.6442 |
| PP |
0.6429 |
0.6429 |
0.6429 |
0.6423 |
| S1 |
0.6397 |
0.6397 |
0.6417 |
0.6385 |
| S2 |
0.6372 |
0.6372 |
0.6412 |
|
| S3 |
0.6315 |
0.6340 |
0.6406 |
|
| S4 |
0.6258 |
0.6283 |
0.6391 |
|
|
| 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 |
0.6461 |
0.6329 |
0.0133 |
2.1% |
0.0063 |
1.0% |
71% |
True |
False |
106,764 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.4% |
0.0070 |
1.1% |
55% |
False |
False |
126,674 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.5% |
0.0062 |
1.0% |
52% |
False |
False |
114,181 |
| 40 |
0.6547 |
0.6303 |
0.0244 |
3.8% |
0.0061 |
0.9% |
49% |
False |
False |
64,334 |
| 60 |
0.6877 |
0.6303 |
0.0574 |
8.9% |
0.0062 |
1.0% |
21% |
False |
False |
42,991 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0063 |
1.0% |
19% |
False |
False |
32,279 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0057 |
0.9% |
19% |
False |
False |
25,828 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.7% |
0.0051 |
0.8% |
19% |
False |
False |
21,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6703 |
|
2.618 |
0.6610 |
|
1.618 |
0.6553 |
|
1.000 |
0.6518 |
|
0.618 |
0.6496 |
|
HIGH |
0.6461 |
|
0.618 |
0.6439 |
|
0.500 |
0.6433 |
|
0.382 |
0.6426 |
|
LOW |
0.6404 |
|
0.618 |
0.6369 |
|
1.000 |
0.6347 |
|
1.618 |
0.6312 |
|
2.618 |
0.6255 |
|
4.250 |
0.6162 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6433 |
0.6418 |
| PP |
0.6429 |
0.6414 |
| S1 |
0.6426 |
0.6410 |
|