CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6349 |
0.6340 |
-0.0009 |
-0.1% |
0.6316 |
| High |
0.6370 |
0.6342 |
-0.0028 |
-0.4% |
0.6407 |
| Low |
0.6309 |
0.6310 |
0.0001 |
0.0% |
0.6309 |
| Close |
0.6341 |
0.6327 |
-0.0014 |
-0.2% |
0.6327 |
| Range |
0.0061 |
0.0033 |
-0.0029 |
-46.7% |
0.0098 |
| ATR |
0.0064 |
0.0061 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
111,627 |
68,612 |
-43,015 |
-38.5% |
448,698 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6424 |
0.6408 |
0.6344 |
|
| R3 |
0.6391 |
0.6375 |
0.6335 |
|
| R2 |
0.6359 |
0.6359 |
0.6332 |
|
| R1 |
0.6343 |
0.6343 |
0.6329 |
0.6334 |
| PP |
0.6326 |
0.6326 |
0.6326 |
0.6322 |
| S1 |
0.6310 |
0.6310 |
0.6324 |
0.6302 |
| S2 |
0.6294 |
0.6294 |
0.6321 |
|
| S3 |
0.6261 |
0.6278 |
0.6318 |
|
| S4 |
0.6229 |
0.6245 |
0.6309 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6641 |
0.6582 |
0.6380 |
|
| R3 |
0.6543 |
0.6484 |
0.6353 |
|
| R2 |
0.6445 |
0.6445 |
0.6344 |
|
| R1 |
0.6386 |
0.6386 |
0.6335 |
0.6416 |
| PP |
0.6347 |
0.6347 |
0.6347 |
0.6362 |
| S1 |
0.6288 |
0.6288 |
0.6318 |
0.6318 |
| S2 |
0.6249 |
0.6249 |
0.6309 |
|
| S3 |
0.6151 |
0.6190 |
0.6300 |
|
| S4 |
0.6053 |
0.6092 |
0.6273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6407 |
0.6309 |
0.0098 |
1.5% |
0.0050 |
0.8% |
18% |
False |
False |
89,739 |
| 10 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0059 |
0.9% |
16% |
False |
False |
95,813 |
| 20 |
0.6519 |
0.6301 |
0.0218 |
3.4% |
0.0064 |
1.0% |
12% |
False |
False |
112,638 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0061 |
1.0% |
10% |
False |
False |
81,091 |
| 60 |
0.6769 |
0.6301 |
0.0468 |
7.4% |
0.0062 |
1.0% |
5% |
False |
False |
54,182 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0062 |
1.0% |
4% |
False |
False |
40,677 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0059 |
0.9% |
4% |
False |
False |
32,554 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0054 |
0.8% |
4% |
False |
False |
27,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6480 |
|
2.618 |
0.6427 |
|
1.618 |
0.6395 |
|
1.000 |
0.6375 |
|
0.618 |
0.6362 |
|
HIGH |
0.6342 |
|
0.618 |
0.6330 |
|
0.500 |
0.6326 |
|
0.382 |
0.6322 |
|
LOW |
0.6310 |
|
0.618 |
0.6289 |
|
1.000 |
0.6277 |
|
1.618 |
0.6257 |
|
2.618 |
0.6224 |
|
4.250 |
0.6171 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6326 |
0.6358 |
| PP |
0.6326 |
0.6347 |
| S1 |
0.6326 |
0.6337 |
|