CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6661 |
0.6729 |
0.0069 |
1.0% |
0.6743 |
| High |
0.6751 |
0.6734 |
-0.0017 |
-0.3% |
0.6833 |
| Low |
0.6660 |
0.6613 |
-0.0047 |
-0.7% |
0.6634 |
| Close |
0.6729 |
0.6619 |
-0.0110 |
-1.6% |
0.6663 |
| Range |
0.0092 |
0.0121 |
0.0030 |
32.2% |
0.0200 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.4% |
0.0000 |
| Volume |
75,699 |
97,713 |
22,014 |
29.1% |
479,236 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6940 |
0.6686 |
|
| R3 |
0.6897 |
0.6819 |
0.6652 |
|
| R2 |
0.6776 |
0.6776 |
0.6641 |
|
| R1 |
0.6698 |
0.6698 |
0.6630 |
0.6677 |
| PP |
0.6655 |
0.6655 |
0.6655 |
0.6645 |
| S1 |
0.6577 |
0.6577 |
0.6608 |
0.6556 |
| S2 |
0.6534 |
0.6534 |
0.6597 |
|
| S3 |
0.6413 |
0.6456 |
0.6586 |
|
| S4 |
0.6292 |
0.6335 |
0.6552 |
|
|
| 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 |
0.6613 |
0.0220 |
3.3% |
0.0098 |
1.5% |
3% |
False |
True |
98,561 |
| 10 |
0.6860 |
0.6613 |
0.0247 |
3.7% |
0.0082 |
1.2% |
2% |
False |
True |
88,425 |
| 20 |
0.6910 |
0.6613 |
0.0297 |
4.5% |
0.0078 |
1.2% |
2% |
False |
True |
90,620 |
| 40 |
0.6915 |
0.6606 |
0.0309 |
4.7% |
0.0074 |
1.1% |
4% |
False |
False |
82,101 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0069 |
1.0% |
31% |
False |
False |
54,909 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0064 |
1.0% |
31% |
False |
False |
41,199 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0062 |
0.9% |
31% |
False |
False |
32,990 |
| 120 |
0.7054 |
0.6487 |
0.0567 |
8.6% |
0.0060 |
0.9% |
23% |
False |
False |
27,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7248 |
|
2.618 |
0.7051 |
|
1.618 |
0.6930 |
|
1.000 |
0.6855 |
|
0.618 |
0.6809 |
|
HIGH |
0.6734 |
|
0.618 |
0.6688 |
|
0.500 |
0.6674 |
|
0.382 |
0.6659 |
|
LOW |
0.6613 |
|
0.618 |
0.6538 |
|
1.000 |
0.6492 |
|
1.618 |
0.6417 |
|
2.618 |
0.6296 |
|
4.250 |
0.6099 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6674 |
0.6682 |
| PP |
0.6655 |
0.6661 |
| S1 |
0.6637 |
0.6640 |
|