CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6561 |
0.6580 |
0.0019 |
0.3% |
0.6661 |
| High |
0.6619 |
0.6603 |
-0.0017 |
-0.2% |
0.6751 |
| Low |
0.6555 |
0.6564 |
0.0010 |
0.1% |
0.6524 |
| Close |
0.6582 |
0.6583 |
0.0001 |
0.0% |
0.6582 |
| Range |
0.0065 |
0.0039 |
-0.0026 |
-40.3% |
0.0228 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
91,661 |
50,478 |
-41,183 |
-44.9% |
462,945 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6699 |
0.6679 |
0.6604 |
|
| R3 |
0.6660 |
0.6641 |
0.6594 |
|
| R2 |
0.6622 |
0.6622 |
0.6590 |
|
| R1 |
0.6602 |
0.6602 |
0.6587 |
0.6612 |
| PP |
0.6583 |
0.6583 |
0.6583 |
0.6588 |
| S1 |
0.6564 |
0.6564 |
0.6579 |
0.6574 |
| S2 |
0.6545 |
0.6545 |
0.6576 |
|
| S3 |
0.6506 |
0.6525 |
0.6572 |
|
| S4 |
0.6468 |
0.6487 |
0.6562 |
|
|
| 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 |
0.6734 |
0.6524 |
0.0211 |
3.2% |
0.0076 |
1.2% |
28% |
False |
False |
87,544 |
| 10 |
0.6833 |
0.6524 |
0.0310 |
4.7% |
0.0082 |
1.2% |
19% |
False |
False |
90,477 |
| 20 |
0.6910 |
0.6524 |
0.0386 |
5.9% |
0.0076 |
1.1% |
15% |
False |
False |
88,870 |
| 40 |
0.6915 |
0.6524 |
0.0392 |
5.9% |
0.0074 |
1.1% |
15% |
False |
False |
89,681 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0070 |
1.1% |
22% |
False |
False |
60,571 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0066 |
1.0% |
22% |
False |
False |
45,449 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0061 |
0.9% |
22% |
False |
False |
36,381 |
| 120 |
0.7025 |
0.6487 |
0.0538 |
8.2% |
0.0060 |
0.9% |
18% |
False |
False |
30,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6766 |
|
2.618 |
0.6703 |
|
1.618 |
0.6665 |
|
1.000 |
0.6641 |
|
0.618 |
0.6626 |
|
HIGH |
0.6603 |
|
0.618 |
0.6588 |
|
0.500 |
0.6583 |
|
0.382 |
0.6579 |
|
LOW |
0.6564 |
|
0.618 |
0.6540 |
|
1.000 |
0.6526 |
|
1.618 |
0.6502 |
|
2.618 |
0.6463 |
|
4.250 |
0.6400 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6583 |
0.6579 |
| PP |
0.6583 |
0.6575 |
| S1 |
0.6583 |
0.6571 |
|