CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6330 |
0.6316 |
-0.0014 |
-0.2% |
0.6375 |
| High |
0.6349 |
0.6360 |
0.0011 |
0.2% |
0.6461 |
| Low |
0.6301 |
0.6314 |
0.0013 |
0.2% |
0.6301 |
| Close |
0.6313 |
0.6355 |
0.0043 |
0.7% |
0.6313 |
| Range |
0.0048 |
0.0046 |
-0.0003 |
-5.2% |
0.0160 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
116,852 |
74,905 |
-41,947 |
-35.9% |
509,434 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6479 |
0.6463 |
0.6380 |
|
| R3 |
0.6434 |
0.6417 |
0.6368 |
|
| R2 |
0.6388 |
0.6388 |
0.6363 |
|
| R1 |
0.6372 |
0.6372 |
0.6359 |
0.6380 |
| PP |
0.6343 |
0.6343 |
0.6343 |
0.6347 |
| S1 |
0.6326 |
0.6326 |
0.6351 |
0.6335 |
| S2 |
0.6297 |
0.6297 |
0.6347 |
|
| S3 |
0.6252 |
0.6281 |
0.6342 |
|
| S4 |
0.6206 |
0.6235 |
0.6330 |
|
|
| 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% |
0.0063 |
1.0% |
34% |
False |
False |
98,419 |
| 10 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0067 |
1.0% |
34% |
False |
False |
112,584 |
| 20 |
0.6531 |
0.6301 |
0.0230 |
3.6% |
0.0067 |
1.0% |
24% |
False |
False |
116,635 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0061 |
1.0% |
22% |
False |
False |
71,776 |
| 60 |
0.6851 |
0.6301 |
0.0550 |
8.7% |
0.0063 |
1.0% |
10% |
False |
False |
47,964 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0063 |
1.0% |
9% |
False |
False |
36,013 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0059 |
0.9% |
9% |
False |
False |
28,816 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0053 |
0.8% |
9% |
False |
False |
24,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6553 |
|
2.618 |
0.6479 |
|
1.618 |
0.6433 |
|
1.000 |
0.6405 |
|
0.618 |
0.6388 |
|
HIGH |
0.6360 |
|
0.618 |
0.6342 |
|
0.500 |
0.6337 |
|
0.382 |
0.6331 |
|
LOW |
0.6314 |
|
0.618 |
0.6286 |
|
1.000 |
0.6269 |
|
1.618 |
0.6240 |
|
2.618 |
0.6195 |
|
4.250 |
0.6121 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6349 |
0.6374 |
| PP |
0.6343 |
0.6367 |
| S1 |
0.6337 |
0.6361 |
|