CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6320 |
0.6333 |
0.0014 |
0.2% |
0.6326 |
| High |
0.6342 |
0.6379 |
0.0037 |
0.6% |
0.6412 |
| Low |
0.6281 |
0.6333 |
0.0053 |
0.8% |
0.6281 |
| Close |
0.6339 |
0.6346 |
0.0007 |
0.1% |
0.6346 |
| Range |
0.0062 |
0.0046 |
-0.0016 |
-25.2% |
0.0131 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
156,972 |
95,858 |
-61,114 |
-38.9% |
552,083 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6491 |
0.6464 |
0.6371 |
|
| R3 |
0.6445 |
0.6418 |
0.6358 |
|
| R2 |
0.6399 |
0.6399 |
0.6354 |
|
| R1 |
0.6372 |
0.6372 |
0.6350 |
0.6385 |
| PP |
0.6353 |
0.6353 |
0.6353 |
0.6359 |
| S1 |
0.6326 |
0.6326 |
0.6341 |
0.6339 |
| S2 |
0.6307 |
0.6307 |
0.6337 |
|
| S3 |
0.6261 |
0.6280 |
0.6333 |
|
| S4 |
0.6215 |
0.6234 |
0.6320 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6739 |
0.6673 |
0.6418 |
|
| R3 |
0.6608 |
0.6542 |
0.6382 |
|
| R2 |
0.6477 |
0.6477 |
0.6370 |
|
| R1 |
0.6411 |
0.6411 |
0.6358 |
0.6444 |
| PP |
0.6346 |
0.6346 |
0.6346 |
0.6362 |
| S1 |
0.6280 |
0.6280 |
0.6333 |
0.6313 |
| S2 |
0.6215 |
0.6215 |
0.6321 |
|
| S3 |
0.6084 |
0.6149 |
0.6309 |
|
| S4 |
0.5953 |
0.6018 |
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% |
0.0062 |
1.0% |
50% |
False |
False |
110,416 |
| 10 |
0.6412 |
0.6281 |
0.0131 |
2.1% |
0.0056 |
0.9% |
50% |
False |
False |
100,078 |
| 20 |
0.6463 |
0.6281 |
0.0182 |
2.9% |
0.0063 |
1.0% |
36% |
False |
False |
108,694 |
| 40 |
0.6546 |
0.6281 |
0.0266 |
4.2% |
0.0061 |
1.0% |
24% |
False |
False |
94,809 |
| 60 |
0.6642 |
0.6281 |
0.0362 |
5.7% |
0.0060 |
0.9% |
18% |
False |
False |
63,352 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0063 |
1.0% |
10% |
False |
False |
47,569 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0061 |
1.0% |
10% |
False |
False |
38,074 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0055 |
0.9% |
10% |
False |
False |
31,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6575 |
|
2.618 |
0.6499 |
|
1.618 |
0.6453 |
|
1.000 |
0.6425 |
|
0.618 |
0.6407 |
|
HIGH |
0.6379 |
|
0.618 |
0.6361 |
|
0.500 |
0.6356 |
|
0.382 |
0.6351 |
|
LOW |
0.6333 |
|
0.618 |
0.6305 |
|
1.000 |
0.6287 |
|
1.618 |
0.6259 |
|
2.618 |
0.6213 |
|
4.250 |
0.6138 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6356 |
0.6346 |
| PP |
0.6353 |
0.6346 |
| S1 |
0.6349 |
0.6346 |
|