CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6349 |
0.6368 |
0.0020 |
0.3% |
0.6316 |
| High |
0.6391 |
0.6412 |
0.0021 |
0.3% |
0.6407 |
| Low |
0.6345 |
0.6317 |
-0.0029 |
-0.4% |
0.6309 |
| Close |
0.6369 |
0.6320 |
-0.0049 |
-0.8% |
0.6327 |
| Range |
0.0046 |
0.0095 |
0.0049 |
106.5% |
0.0098 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
4.1% |
0.0000 |
| Volume |
90,553 |
118,901 |
28,348 |
31.3% |
448,698 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6634 |
0.6572 |
0.6372 |
|
| R3 |
0.6539 |
0.6477 |
0.6346 |
|
| R2 |
0.6444 |
0.6444 |
0.6337 |
|
| R1 |
0.6382 |
0.6382 |
0.6329 |
0.6366 |
| PP |
0.6349 |
0.6349 |
0.6349 |
0.6341 |
| S1 |
0.6287 |
0.6287 |
0.6311 |
0.6271 |
| S2 |
0.6254 |
0.6254 |
0.6303 |
|
| S3 |
0.6159 |
0.6192 |
0.6294 |
|
| S4 |
0.6064 |
0.6097 |
0.6268 |
|
|
| 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 |
0.6412 |
0.6301 |
0.0111 |
1.7% |
0.0059 |
0.9% |
17% |
True |
False |
95,898 |
| 10 |
0.6446 |
0.6301 |
0.0145 |
2.3% |
0.0062 |
1.0% |
13% |
False |
False |
97,186 |
| 20 |
0.6519 |
0.6301 |
0.0218 |
3.4% |
0.0066 |
1.0% |
9% |
False |
False |
111,930 |
| 40 |
0.6547 |
0.6301 |
0.0246 |
3.9% |
0.0061 |
1.0% |
8% |
False |
False |
88,523 |
| 60 |
0.6651 |
0.6301 |
0.0350 |
5.5% |
0.0060 |
1.0% |
5% |
False |
False |
59,156 |
| 80 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0063 |
1.0% |
3% |
False |
False |
44,411 |
| 100 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0061 |
1.0% |
3% |
False |
False |
35,546 |
| 120 |
0.6928 |
0.6301 |
0.0627 |
9.9% |
0.0054 |
0.9% |
3% |
False |
False |
29,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6815 |
|
2.618 |
0.6660 |
|
1.618 |
0.6565 |
|
1.000 |
0.6507 |
|
0.618 |
0.6470 |
|
HIGH |
0.6412 |
|
0.618 |
0.6375 |
|
0.500 |
0.6364 |
|
0.382 |
0.6353 |
|
LOW |
0.6317 |
|
0.618 |
0.6258 |
|
1.000 |
0.6222 |
|
1.618 |
0.6163 |
|
2.618 |
0.6068 |
|
4.250 |
0.5913 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6364 |
0.6356 |
| PP |
0.6349 |
0.6344 |
| S1 |
0.6335 |
0.6332 |
|