CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6340 |
0.6326 |
-0.0014 |
-0.2% |
0.6316 |
High |
0.6342 |
0.6362 |
0.0020 |
0.3% |
0.6407 |
Low |
0.6310 |
0.6301 |
-0.0009 |
-0.1% |
0.6309 |
Close |
0.6327 |
0.6357 |
0.0030 |
0.5% |
0.6327 |
Range |
0.0033 |
0.0061 |
0.0028 |
86.2% |
0.0098 |
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.1% |
0.0000 |
Volume |
68,612 |
89,799 |
21,187 |
30.9% |
448,698 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6521 |
0.6499 |
0.6390 |
|
R3 |
0.6461 |
0.6439 |
0.6373 |
|
R2 |
0.6400 |
0.6400 |
0.6368 |
|
R1 |
0.6378 |
0.6378 |
0.6362 |
0.6389 |
PP |
0.6340 |
0.6340 |
0.6340 |
0.6345 |
S1 |
0.6318 |
0.6318 |
0.6351 |
0.6329 |
S2 |
0.6279 |
0.6279 |
0.6345 |
|
S3 |
0.6219 |
0.6257 |
0.6340 |
|
S4 |
0.6158 |
0.6197 |
0.6323 |
|
|
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 |
0.6301 |
0.0106 |
1.7% |
0.0053 |
0.8% |
53% |
False |
True |
92,718 |
10 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0058 |
0.9% |
35% |
False |
True |
95,569 |
20 |
0.6519 |
0.6301 |
0.0218 |
3.4% |
0.0065 |
1.0% |
26% |
False |
True |
113,094 |
40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0061 |
1.0% |
23% |
False |
True |
83,327 |
60 |
0.6769 |
0.6301 |
0.0468 |
7.4% |
0.0061 |
1.0% |
12% |
False |
True |
55,671 |
80 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0063 |
1.0% |
9% |
False |
True |
41,794 |
100 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0060 |
0.9% |
9% |
False |
True |
33,451 |
120 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0054 |
0.8% |
9% |
False |
True |
27,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6619 |
2.618 |
0.6520 |
1.618 |
0.6459 |
1.000 |
0.6422 |
0.618 |
0.6399 |
HIGH |
0.6362 |
0.618 |
0.6338 |
0.500 |
0.6331 |
0.382 |
0.6324 |
LOW |
0.6301 |
0.618 |
0.6264 |
1.000 |
0.6241 |
1.618 |
0.6203 |
2.618 |
0.6143 |
4.250 |
0.6044 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6348 |
0.6349 |
PP |
0.6340 |
0.6342 |
S1 |
0.6331 |
0.6335 |
|