CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6447 |
0.6431 |
-0.0016 |
-0.2% |
0.6453 |
| High |
0.6461 |
0.6446 |
-0.0015 |
-0.2% |
0.6463 |
| Low |
0.6404 |
0.6323 |
-0.0082 |
-1.3% |
0.6303 |
| Close |
0.6422 |
0.6327 |
-0.0096 |
-1.5% |
0.6412 |
| Range |
0.0057 |
0.0124 |
0.0067 |
116.7% |
0.0160 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.7% |
0.0000 |
| Volume |
87,764 |
107,066 |
19,302 |
22.0% |
663,674 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6736 |
0.6655 |
0.6394 |
|
| R3 |
0.6612 |
0.6531 |
0.6360 |
|
| R2 |
0.6489 |
0.6489 |
0.6349 |
|
| R1 |
0.6408 |
0.6408 |
0.6338 |
0.6386 |
| PP |
0.6365 |
0.6365 |
0.6365 |
0.6354 |
| S1 |
0.6284 |
0.6284 |
0.6315 |
0.6263 |
| S2 |
0.6242 |
0.6242 |
0.6304 |
|
| S3 |
0.6118 |
0.6161 |
0.6293 |
|
| S4 |
0.5995 |
0.6037 |
0.6259 |
|
|
| 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 |
0.6323 |
0.0139 |
2.2% |
0.0077 |
1.2% |
3% |
False |
True |
106,474 |
| 10 |
0.6519 |
0.6303 |
0.0216 |
3.4% |
0.0074 |
1.2% |
11% |
False |
False |
122,380 |
| 20 |
0.6531 |
0.6303 |
0.0228 |
3.6% |
0.0066 |
1.0% |
10% |
False |
False |
115,283 |
| 40 |
0.6547 |
0.6303 |
0.0244 |
3.9% |
0.0062 |
1.0% |
10% |
False |
False |
66,996 |
| 60 |
0.6877 |
0.6303 |
0.0574 |
9.1% |
0.0064 |
1.0% |
4% |
False |
False |
44,774 |
| 80 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0063 |
1.0% |
4% |
False |
False |
33,617 |
| 100 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0058 |
0.9% |
4% |
False |
False |
26,898 |
| 120 |
0.6928 |
0.6303 |
0.0625 |
9.9% |
0.0052 |
0.8% |
4% |
False |
False |
22,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6971 |
|
2.618 |
0.6769 |
|
1.618 |
0.6646 |
|
1.000 |
0.6570 |
|
0.618 |
0.6522 |
|
HIGH |
0.6446 |
|
0.618 |
0.6399 |
|
0.500 |
0.6384 |
|
0.382 |
0.6370 |
|
LOW |
0.6323 |
|
0.618 |
0.6246 |
|
1.000 |
0.6199 |
|
1.618 |
0.6123 |
|
2.618 |
0.5999 |
|
4.250 |
0.5798 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6384 |
0.6392 |
| PP |
0.6365 |
0.6370 |
| S1 |
0.6346 |
0.6348 |
|