CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6347 |
0.6382 |
0.0035 |
0.6% |
0.6326 |
| High |
0.6395 |
0.6385 |
-0.0010 |
-0.1% |
0.6412 |
| Low |
0.6343 |
0.6325 |
-0.0018 |
-0.3% |
0.6281 |
| Close |
0.6386 |
0.6352 |
-0.0034 |
-0.5% |
0.6346 |
| Range |
0.0052 |
0.0061 |
0.0009 |
16.3% |
0.0131 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.1% |
0.0000 |
| Volume |
84,295 |
117,285 |
32,990 |
39.1% |
552,083 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6535 |
0.6504 |
0.6385 |
|
| R3 |
0.6475 |
0.6444 |
0.6369 |
|
| R2 |
0.6414 |
0.6414 |
0.6363 |
|
| R1 |
0.6383 |
0.6383 |
0.6358 |
0.6369 |
| PP |
0.6354 |
0.6354 |
0.6354 |
0.6347 |
| S1 |
0.6323 |
0.6323 |
0.6346 |
0.6308 |
| S2 |
0.6293 |
0.6293 |
0.6341 |
|
| S3 |
0.6233 |
0.6262 |
0.6335 |
|
| S4 |
0.6172 |
0.6202 |
0.6319 |
|
|
| 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% |
0.0063 |
1.0% |
55% |
False |
False |
114,662 |
| 10 |
0.6412 |
0.6281 |
0.0131 |
2.1% |
0.0058 |
0.9% |
55% |
False |
False |
102,253 |
| 20 |
0.6461 |
0.6281 |
0.0181 |
2.8% |
0.0061 |
1.0% |
40% |
False |
False |
104,780 |
| 40 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0059 |
0.9% |
29% |
False |
False |
99,382 |
| 60 |
0.6642 |
0.6281 |
0.0362 |
5.7% |
0.0060 |
0.9% |
20% |
False |
False |
66,698 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0062 |
1.0% |
11% |
False |
False |
50,085 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0061 |
1.0% |
11% |
False |
False |
40,089 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.2% |
0.0056 |
0.9% |
11% |
False |
False |
33,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6642 |
|
2.618 |
0.6543 |
|
1.618 |
0.6483 |
|
1.000 |
0.6446 |
|
0.618 |
0.6422 |
|
HIGH |
0.6385 |
|
0.618 |
0.6362 |
|
0.500 |
0.6355 |
|
0.382 |
0.6348 |
|
LOW |
0.6325 |
|
0.618 |
0.6287 |
|
1.000 |
0.6264 |
|
1.618 |
0.6227 |
|
2.618 |
0.6166 |
|
4.250 |
0.6067 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6355 |
0.6360 |
| PP |
0.6354 |
0.6357 |
| S1 |
0.6353 |
0.6355 |
|