CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6729 |
0.6632 |
-0.0098 |
-1.4% |
0.6743 |
| High |
0.6734 |
0.6641 |
-0.0094 |
-1.4% |
0.6833 |
| Low |
0.6613 |
0.6538 |
-0.0075 |
-1.1% |
0.6634 |
| Close |
0.6619 |
0.6556 |
-0.0064 |
-1.0% |
0.6663 |
| Range |
0.0121 |
0.0103 |
-0.0019 |
-15.3% |
0.0200 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.2% |
0.0000 |
| Volume |
97,713 |
107,398 |
9,685 |
9.9% |
479,236 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6886 |
0.6823 |
0.6612 |
|
| R3 |
0.6783 |
0.6721 |
0.6584 |
|
| R2 |
0.6681 |
0.6681 |
0.6574 |
|
| R1 |
0.6618 |
0.6618 |
0.6565 |
0.6598 |
| PP |
0.6578 |
0.6578 |
0.6578 |
0.6568 |
| S1 |
0.6516 |
0.6516 |
0.6546 |
0.6496 |
| S2 |
0.6476 |
0.6476 |
0.6537 |
|
| S3 |
0.6373 |
0.6413 |
0.6527 |
|
| S4 |
0.6271 |
0.6311 |
0.6499 |
|
|
| 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 |
0.6538 |
0.0295 |
4.5% |
0.0106 |
1.6% |
6% |
False |
True |
102,351 |
| 10 |
0.6860 |
0.6538 |
0.0322 |
4.9% |
0.0085 |
1.3% |
5% |
False |
True |
91,013 |
| 20 |
0.6910 |
0.6538 |
0.0372 |
5.7% |
0.0080 |
1.2% |
5% |
False |
True |
90,228 |
| 40 |
0.6915 |
0.6538 |
0.0377 |
5.8% |
0.0075 |
1.1% |
5% |
False |
True |
84,758 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0070 |
1.1% |
16% |
False |
False |
56,698 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0065 |
1.0% |
16% |
False |
False |
42,542 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0062 |
1.0% |
16% |
False |
False |
34,064 |
| 120 |
0.7039 |
0.6487 |
0.0552 |
8.4% |
0.0060 |
0.9% |
12% |
False |
False |
28,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7076 |
|
2.618 |
0.6909 |
|
1.618 |
0.6806 |
|
1.000 |
0.6743 |
|
0.618 |
0.6704 |
|
HIGH |
0.6641 |
|
0.618 |
0.6601 |
|
0.500 |
0.6589 |
|
0.382 |
0.6577 |
|
LOW |
0.6538 |
|
0.618 |
0.6475 |
|
1.000 |
0.6436 |
|
1.618 |
0.6372 |
|
2.618 |
0.6270 |
|
4.250 |
0.6102 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6589 |
0.6645 |
| PP |
0.6578 |
0.6615 |
| S1 |
0.6567 |
0.6585 |
|