CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6316 |
0.6356 |
0.0040 |
0.6% |
0.6375 |
| High |
0.6360 |
0.6394 |
0.0034 |
0.5% |
0.6461 |
| Low |
0.6314 |
0.6349 |
0.0035 |
0.6% |
0.6301 |
| Close |
0.6355 |
0.6372 |
0.0017 |
0.3% |
0.6313 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0160 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
74,905 |
104,920 |
30,015 |
40.1% |
509,434 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6505 |
0.6483 |
0.6396 |
|
| R3 |
0.6461 |
0.6439 |
0.6384 |
|
| R2 |
0.6416 |
0.6416 |
0.6380 |
|
| R1 |
0.6394 |
0.6394 |
0.6376 |
0.6405 |
| PP |
0.6372 |
0.6372 |
0.6372 |
0.6377 |
| S1 |
0.6350 |
0.6350 |
0.6368 |
0.6361 |
| S2 |
0.6327 |
0.6327 |
0.6364 |
|
| S3 |
0.6283 |
0.6305 |
0.6360 |
|
| S4 |
0.6238 |
0.6261 |
0.6348 |
|
|
| 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% |
0.0064 |
1.0% |
44% |
False |
False |
98,301 |
| 10 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0063 |
1.0% |
44% |
False |
False |
107,307 |
| 20 |
0.6531 |
0.6301 |
0.0230 |
3.6% |
0.0066 |
1.0% |
31% |
False |
False |
117,012 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0062 |
1.0% |
29% |
False |
False |
74,394 |
| 60 |
0.6851 |
0.6301 |
0.0550 |
8.6% |
0.0063 |
1.0% |
13% |
False |
False |
49,710 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.8% |
0.0062 |
1.0% |
11% |
False |
False |
37,323 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.8% |
0.0059 |
0.9% |
11% |
False |
False |
29,865 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.8% |
0.0053 |
0.8% |
11% |
False |
False |
24,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6583 |
|
2.618 |
0.6510 |
|
1.618 |
0.6466 |
|
1.000 |
0.6438 |
|
0.618 |
0.6421 |
|
HIGH |
0.6394 |
|
0.618 |
0.6377 |
|
0.500 |
0.6371 |
|
0.382 |
0.6366 |
|
LOW |
0.6349 |
|
0.618 |
0.6321 |
|
1.000 |
0.6305 |
|
1.618 |
0.6277 |
|
2.618 |
0.6232 |
|
4.250 |
0.6160 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6372 |
0.6364 |
| PP |
0.6372 |
0.6356 |
| S1 |
0.6371 |
0.6347 |
|