CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6721 |
0.6661 |
-0.0061 |
-0.9% |
0.6743 |
| High |
0.6725 |
0.6751 |
0.0027 |
0.4% |
0.6833 |
| Low |
0.6634 |
0.6660 |
0.0026 |
0.4% |
0.6634 |
| Close |
0.6663 |
0.6729 |
0.0067 |
1.0% |
0.6663 |
| Range |
0.0091 |
0.0092 |
0.0001 |
0.5% |
0.0200 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.7% |
0.0000 |
| Volume |
116,261 |
75,699 |
-40,562 |
-34.9% |
479,236 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6988 |
0.6950 |
0.6779 |
|
| R3 |
0.6896 |
0.6858 |
0.6754 |
|
| R2 |
0.6805 |
0.6805 |
0.6746 |
|
| R1 |
0.6767 |
0.6767 |
0.6737 |
0.6786 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6723 |
| S1 |
0.6675 |
0.6675 |
0.6721 |
0.6694 |
| S2 |
0.6622 |
0.6622 |
0.6712 |
|
| S3 |
0.6530 |
0.6584 |
0.6704 |
|
| S4 |
0.6439 |
0.6492 |
0.6679 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7308 |
0.7185 |
0.6772 |
|
| R3 |
0.7109 |
0.6985 |
0.6717 |
|
| R2 |
0.6909 |
0.6909 |
0.6699 |
|
| R1 |
0.6786 |
0.6786 |
0.6681 |
0.6748 |
| PP |
0.6710 |
0.6710 |
0.6710 |
0.6691 |
| S1 |
0.6586 |
0.6586 |
0.6644 |
0.6548 |
| S2 |
0.6510 |
0.6510 |
0.6626 |
|
| S3 |
0.6311 |
0.6387 |
0.6608 |
|
| S4 |
0.6111 |
0.6187 |
0.6553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6833 |
0.6634 |
0.0200 |
3.0% |
0.0088 |
1.3% |
48% |
False |
False |
93,411 |
| 10 |
0.6860 |
0.6634 |
0.0226 |
3.4% |
0.0075 |
1.1% |
42% |
False |
False |
87,189 |
| 20 |
0.6910 |
0.6614 |
0.0296 |
4.4% |
0.0075 |
1.1% |
39% |
False |
False |
89,923 |
| 40 |
0.6915 |
0.6596 |
0.0319 |
4.7% |
0.0072 |
1.1% |
42% |
False |
False |
79,715 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0068 |
1.0% |
57% |
False |
False |
53,287 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0063 |
0.9% |
57% |
False |
False |
39,978 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.4% |
0.0061 |
0.9% |
57% |
False |
False |
32,015 |
| 120 |
0.7054 |
0.6487 |
0.0567 |
8.4% |
0.0059 |
0.9% |
43% |
False |
False |
26,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7140 |
|
2.618 |
0.6991 |
|
1.618 |
0.6899 |
|
1.000 |
0.6843 |
|
0.618 |
0.6808 |
|
HIGH |
0.6751 |
|
0.618 |
0.6716 |
|
0.500 |
0.6705 |
|
0.382 |
0.6694 |
|
LOW |
0.6660 |
|
0.618 |
0.6603 |
|
1.000 |
0.6568 |
|
1.618 |
0.6511 |
|
2.618 |
0.6420 |
|
4.250 |
0.6271 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6721 |
0.6733 |
| PP |
0.6713 |
0.6732 |
| S1 |
0.6705 |
0.6730 |
|