CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6368 |
0.6320 |
-0.0049 |
-0.8% |
0.6316 |
| High |
0.6412 |
0.6342 |
-0.0070 |
-1.1% |
0.6407 |
| Low |
0.6317 |
0.6281 |
-0.0036 |
-0.6% |
0.6309 |
| Close |
0.6320 |
0.6339 |
0.0019 |
0.3% |
0.6327 |
| Range |
0.0095 |
0.0062 |
-0.0034 |
-35.3% |
0.0098 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
118,901 |
156,972 |
38,071 |
32.0% |
448,698 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6505 |
0.6484 |
0.6373 |
|
| R3 |
0.6444 |
0.6422 |
0.6356 |
|
| R2 |
0.6382 |
0.6382 |
0.6350 |
|
| R1 |
0.6361 |
0.6361 |
0.6345 |
0.6371 |
| PP |
0.6321 |
0.6321 |
0.6321 |
0.6326 |
| S1 |
0.6299 |
0.6299 |
0.6333 |
0.6310 |
| S2 |
0.6259 |
0.6259 |
0.6328 |
|
| S3 |
0.6198 |
0.6238 |
0.6322 |
|
| S4 |
0.6136 |
0.6176 |
0.6305 |
|
|
| 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 |
0.6281 |
0.0131 |
2.1% |
0.0059 |
0.9% |
45% |
False |
True |
104,967 |
| 10 |
0.6412 |
0.6281 |
0.0131 |
2.1% |
0.0056 |
0.9% |
45% |
False |
True |
102,177 |
| 20 |
0.6519 |
0.6281 |
0.0238 |
3.8% |
0.0065 |
1.0% |
25% |
False |
True |
112,278 |
| 40 |
0.6546 |
0.6281 |
0.0266 |
4.2% |
0.0061 |
1.0% |
22% |
False |
True |
92,429 |
| 60 |
0.6642 |
0.6281 |
0.0362 |
5.7% |
0.0060 |
0.9% |
16% |
False |
True |
61,764 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0063 |
1.0% |
9% |
False |
True |
46,372 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0061 |
1.0% |
9% |
False |
True |
37,115 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0054 |
0.9% |
9% |
False |
True |
30,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6603 |
|
2.618 |
0.6503 |
|
1.618 |
0.6442 |
|
1.000 |
0.6404 |
|
0.618 |
0.6380 |
|
HIGH |
0.6342 |
|
0.618 |
0.6319 |
|
0.500 |
0.6311 |
|
0.382 |
0.6304 |
|
LOW |
0.6281 |
|
0.618 |
0.6242 |
|
1.000 |
0.6219 |
|
1.618 |
0.6181 |
|
2.618 |
0.6119 |
|
4.250 |
0.6019 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6330 |
0.6346 |
| PP |
0.6321 |
0.6344 |
| S1 |
0.6311 |
0.6341 |
|