CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6326 |
0.6349 |
0.0023 |
0.4% |
0.6316 |
| High |
0.6362 |
0.6391 |
0.0030 |
0.5% |
0.6407 |
| Low |
0.6301 |
0.6345 |
0.0044 |
0.7% |
0.6309 |
| Close |
0.6357 |
0.6369 |
0.0013 |
0.2% |
0.6327 |
| Range |
0.0061 |
0.0046 |
-0.0015 |
-24.0% |
0.0098 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
89,799 |
90,553 |
754 |
0.8% |
448,698 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6506 |
0.6484 |
0.6394 |
|
| R3 |
0.6460 |
0.6438 |
0.6382 |
|
| R2 |
0.6414 |
0.6414 |
0.6377 |
|
| R1 |
0.6392 |
0.6392 |
0.6373 |
0.6403 |
| PP |
0.6368 |
0.6368 |
0.6368 |
0.6374 |
| S1 |
0.6346 |
0.6346 |
0.6365 |
0.6357 |
| S2 |
0.6322 |
0.6322 |
0.6361 |
|
| S3 |
0.6276 |
0.6300 |
0.6356 |
|
| S4 |
0.6230 |
0.6254 |
0.6344 |
|
|
| 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% |
64% |
False |
False |
89,845 |
| 10 |
0.6461 |
0.6301 |
0.0160 |
2.5% |
0.0058 |
0.9% |
43% |
False |
False |
94,073 |
| 20 |
0.6519 |
0.6301 |
0.0218 |
3.4% |
0.0065 |
1.0% |
31% |
False |
False |
112,927 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0061 |
1.0% |
28% |
False |
False |
85,573 |
| 60 |
0.6753 |
0.6301 |
0.0452 |
7.1% |
0.0061 |
1.0% |
15% |
False |
False |
57,178 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.8% |
0.0062 |
1.0% |
11% |
False |
False |
42,925 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.8% |
0.0060 |
0.9% |
11% |
False |
False |
34,357 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.8% |
0.0054 |
0.8% |
11% |
False |
False |
28,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6587 |
|
2.618 |
0.6511 |
|
1.618 |
0.6465 |
|
1.000 |
0.6437 |
|
0.618 |
0.6419 |
|
HIGH |
0.6391 |
|
0.618 |
0.6373 |
|
0.500 |
0.6368 |
|
0.382 |
0.6363 |
|
LOW |
0.6345 |
|
0.618 |
0.6317 |
|
1.000 |
0.6299 |
|
1.618 |
0.6271 |
|
2.618 |
0.6225 |
|
4.250 |
0.6150 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6369 |
0.6361 |
| PP |
0.6368 |
0.6354 |
| S1 |
0.6368 |
0.6346 |
|