CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6380 |
0.6349 |
-0.0031 |
-0.5% |
0.6375 |
| High |
0.6407 |
0.6370 |
-0.0037 |
-0.6% |
0.6461 |
| Low |
0.6342 |
0.6309 |
-0.0033 |
-0.5% |
0.6301 |
| Close |
0.6351 |
0.6341 |
-0.0010 |
-0.2% |
0.6313 |
| Range |
0.0065 |
0.0061 |
-0.0004 |
-6.2% |
0.0160 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
88,634 |
111,627 |
22,993 |
25.9% |
509,434 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6523 |
0.6493 |
0.6374 |
|
| R3 |
0.6462 |
0.6432 |
0.6357 |
|
| R2 |
0.6401 |
0.6401 |
0.6352 |
|
| R1 |
0.6371 |
0.6371 |
0.6346 |
0.6355 |
| PP |
0.6340 |
0.6340 |
0.6340 |
0.6332 |
| S1 |
0.6310 |
0.6310 |
0.6335 |
0.6294 |
| S2 |
0.6279 |
0.6279 |
0.6329 |
|
| S3 |
0.6218 |
0.6249 |
0.6324 |
|
| S4 |
0.6157 |
0.6188 |
0.6307 |
|
|
| 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 |
0.6407 |
0.6301 |
0.0106 |
1.7% |
0.0053 |
0.8% |
37% |
False |
False |
99,387 |
| 10 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0065 |
1.0% |
25% |
False |
False |
102,931 |
| 20 |
0.6519 |
0.6301 |
0.0218 |
3.4% |
0.0066 |
1.0% |
18% |
False |
False |
114,531 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0062 |
1.0% |
16% |
False |
False |
79,385 |
| 60 |
0.6851 |
0.6301 |
0.0550 |
8.7% |
0.0063 |
1.0% |
7% |
False |
False |
53,041 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0063 |
1.0% |
6% |
False |
False |
39,824 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0059 |
0.9% |
6% |
False |
False |
31,868 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0053 |
0.8% |
6% |
False |
False |
26,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6629 |
|
2.618 |
0.6529 |
|
1.618 |
0.6468 |
|
1.000 |
0.6431 |
|
0.618 |
0.6407 |
|
HIGH |
0.6370 |
|
0.618 |
0.6346 |
|
0.500 |
0.6339 |
|
0.382 |
0.6332 |
|
LOW |
0.6309 |
|
0.618 |
0.6271 |
|
1.000 |
0.6248 |
|
1.618 |
0.6210 |
|
2.618 |
0.6149 |
|
4.250 |
0.6049 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6340 |
0.6358 |
| PP |
0.6340 |
0.6352 |
| S1 |
0.6339 |
0.6346 |
|