CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6632 |
0.6549 |
-0.0083 |
-1.2% |
0.6743 |
| High |
0.6641 |
0.6578 |
-0.0063 |
-0.9% |
0.6833 |
| Low |
0.6538 |
0.6524 |
-0.0015 |
-0.2% |
0.6634 |
| Close |
0.6556 |
0.6557 |
0.0002 |
0.0% |
0.6663 |
| Range |
0.0103 |
0.0054 |
-0.0049 |
-47.3% |
0.0200 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
107,398 |
90,474 |
-16,924 |
-15.8% |
479,236 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6715 |
0.6690 |
0.6587 |
|
| R3 |
0.6661 |
0.6636 |
0.6572 |
|
| R2 |
0.6607 |
0.6607 |
0.6567 |
|
| R1 |
0.6582 |
0.6582 |
0.6562 |
0.6594 |
| PP |
0.6553 |
0.6553 |
0.6553 |
0.6559 |
| S1 |
0.6528 |
0.6528 |
0.6552 |
0.6540 |
| S2 |
0.6499 |
0.6499 |
0.6547 |
|
| S3 |
0.6445 |
0.6474 |
0.6542 |
|
| S4 |
0.6391 |
0.6420 |
0.6527 |
|
|
| 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 |
0.6751 |
0.6524 |
0.0228 |
3.5% |
0.0092 |
1.4% |
15% |
False |
True |
97,509 |
| 10 |
0.6833 |
0.6524 |
0.0310 |
4.7% |
0.0083 |
1.3% |
11% |
False |
True |
91,462 |
| 20 |
0.6910 |
0.6524 |
0.0386 |
5.9% |
0.0078 |
1.2% |
9% |
False |
True |
90,048 |
| 40 |
0.6915 |
0.6524 |
0.0392 |
6.0% |
0.0074 |
1.1% |
9% |
False |
True |
86,442 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0070 |
1.1% |
16% |
False |
False |
58,204 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0065 |
1.0% |
16% |
False |
False |
43,672 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0062 |
0.9% |
16% |
False |
False |
34,966 |
| 120 |
0.7039 |
0.6487 |
0.0552 |
8.4% |
0.0060 |
0.9% |
13% |
False |
False |
29,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6807 |
|
2.618 |
0.6719 |
|
1.618 |
0.6665 |
|
1.000 |
0.6632 |
|
0.618 |
0.6611 |
|
HIGH |
0.6578 |
|
0.618 |
0.6557 |
|
0.500 |
0.6551 |
|
0.382 |
0.6544 |
|
LOW |
0.6524 |
|
0.618 |
0.6490 |
|
1.000 |
0.6470 |
|
1.618 |
0.6436 |
|
2.618 |
0.6382 |
|
4.250 |
0.6294 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6555 |
0.6629 |
| PP |
0.6553 |
0.6605 |
| S1 |
0.6551 |
0.6581 |
|