CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6549 |
0.6561 |
0.0012 |
0.2% |
0.6661 |
| High |
0.6578 |
0.6619 |
0.0042 |
0.6% |
0.6751 |
| Low |
0.6524 |
0.6555 |
0.0031 |
0.5% |
0.6524 |
| Close |
0.6557 |
0.6582 |
0.0025 |
0.4% |
0.6582 |
| Range |
0.0054 |
0.0065 |
0.0011 |
19.4% |
0.0228 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
90,474 |
91,661 |
1,187 |
1.3% |
462,945 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6779 |
0.6745 |
0.6617 |
|
| R3 |
0.6714 |
0.6680 |
0.6600 |
|
| R2 |
0.6650 |
0.6650 |
0.6594 |
|
| R1 |
0.6616 |
0.6616 |
0.6588 |
0.6633 |
| PP |
0.6585 |
0.6585 |
0.6585 |
0.6594 |
| S1 |
0.6551 |
0.6551 |
0.6576 |
0.6568 |
| S2 |
0.6521 |
0.6521 |
0.6570 |
|
| S3 |
0.6456 |
0.6487 |
0.6564 |
|
| S4 |
0.6392 |
0.6422 |
0.6547 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7301 |
0.7169 |
0.6707 |
|
| R3 |
0.7074 |
0.6942 |
0.6645 |
|
| R2 |
0.6846 |
0.6846 |
0.6624 |
|
| R1 |
0.6714 |
0.6714 |
0.6603 |
0.6667 |
| PP |
0.6619 |
0.6619 |
0.6619 |
0.6595 |
| S1 |
0.6487 |
0.6487 |
0.6561 |
0.6439 |
| S2 |
0.6391 |
0.6391 |
0.6540 |
|
| S3 |
0.6164 |
0.6259 |
0.6519 |
|
| S4 |
0.5936 |
0.6032 |
0.6457 |
|
|
| 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% |
0.0087 |
1.3% |
26% |
False |
False |
92,589 |
| 10 |
0.6833 |
0.6524 |
0.0310 |
4.7% |
0.0082 |
1.3% |
19% |
False |
False |
94,218 |
| 20 |
0.6910 |
0.6524 |
0.0386 |
5.9% |
0.0077 |
1.2% |
15% |
False |
False |
89,995 |
| 40 |
0.6915 |
0.6524 |
0.0392 |
5.9% |
0.0074 |
1.1% |
15% |
False |
False |
88,586 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0070 |
1.1% |
22% |
False |
False |
59,731 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0066 |
1.0% |
22% |
False |
False |
44,818 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0062 |
0.9% |
22% |
False |
False |
35,882 |
| 120 |
0.7039 |
0.6487 |
0.0552 |
8.4% |
0.0060 |
0.9% |
17% |
False |
False |
29,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6893 |
|
2.618 |
0.6788 |
|
1.618 |
0.6723 |
|
1.000 |
0.6684 |
|
0.618 |
0.6659 |
|
HIGH |
0.6619 |
|
0.618 |
0.6594 |
|
0.500 |
0.6587 |
|
0.382 |
0.6579 |
|
LOW |
0.6555 |
|
0.618 |
0.6515 |
|
1.000 |
0.6490 |
|
1.618 |
0.6450 |
|
2.618 |
0.6386 |
|
4.250 |
0.6280 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6587 |
0.6582 |
| PP |
0.6585 |
0.6582 |
| S1 |
0.6584 |
0.6582 |
|