CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6431 |
0.6330 |
-0.0101 |
-1.6% |
0.6375 |
| High |
0.6446 |
0.6349 |
-0.0097 |
-1.5% |
0.6461 |
| Low |
0.6323 |
0.6301 |
-0.0022 |
-0.3% |
0.6301 |
| Close |
0.6327 |
0.6313 |
-0.0014 |
-0.2% |
0.6313 |
| Range |
0.0124 |
0.0048 |
-0.0076 |
-61.1% |
0.0160 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
107,066 |
116,852 |
9,786 |
9.1% |
509,434 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6465 |
0.6437 |
0.6339 |
|
| R3 |
0.6417 |
0.6389 |
0.6326 |
|
| R2 |
0.6369 |
0.6369 |
0.6321 |
|
| R1 |
0.6341 |
0.6341 |
0.6317 |
0.6331 |
| PP |
0.6321 |
0.6321 |
0.6321 |
0.6316 |
| S1 |
0.6293 |
0.6293 |
0.6308 |
0.6283 |
| S2 |
0.6273 |
0.6273 |
0.6304 |
|
| S3 |
0.6225 |
0.6245 |
0.6299 |
|
| S4 |
0.6177 |
0.6197 |
0.6286 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6838 |
0.6735 |
0.6401 |
|
| R3 |
0.6678 |
0.6575 |
0.6357 |
|
| R2 |
0.6518 |
0.6518 |
0.6342 |
|
| R1 |
0.6415 |
0.6415 |
0.6327 |
0.6387 |
| PP |
0.6358 |
0.6358 |
0.6358 |
0.6344 |
| S1 |
0.6255 |
0.6255 |
0.6298 |
0.6227 |
| S2 |
0.6198 |
0.6198 |
0.6283 |
|
| S3 |
0.6038 |
0.6095 |
0.6269 |
|
| S4 |
0.5878 |
0.5935 |
0.6225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0069 |
1.1% |
7% |
False |
True |
101,886 |
| 10 |
0.6463 |
0.6301 |
0.0162 |
2.6% |
0.0071 |
1.1% |
7% |
False |
True |
117,310 |
| 20 |
0.6531 |
0.6301 |
0.0230 |
3.6% |
0.0066 |
1.0% |
5% |
False |
True |
116,117 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0061 |
1.0% |
5% |
False |
True |
69,907 |
| 60 |
0.6851 |
0.6301 |
0.0550 |
8.7% |
0.0063 |
1.0% |
2% |
False |
True |
46,717 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0063 |
1.0% |
2% |
False |
True |
35,077 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0058 |
0.9% |
2% |
False |
True |
28,067 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0052 |
0.8% |
2% |
False |
True |
23,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6553 |
|
2.618 |
0.6475 |
|
1.618 |
0.6427 |
|
1.000 |
0.6397 |
|
0.618 |
0.6379 |
|
HIGH |
0.6349 |
|
0.618 |
0.6331 |
|
0.500 |
0.6325 |
|
0.382 |
0.6319 |
|
LOW |
0.6301 |
|
0.618 |
0.6271 |
|
1.000 |
0.6253 |
|
1.618 |
0.6223 |
|
2.618 |
0.6175 |
|
4.250 |
0.6097 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6325 |
0.6381 |
| PP |
0.6321 |
0.6358 |
| S1 |
0.6317 |
0.6335 |
|