CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6580 |
0.6583 |
0.0003 |
0.0% |
0.6661 |
| High |
0.6603 |
0.6586 |
-0.0017 |
-0.3% |
0.6751 |
| Low |
0.6564 |
0.6506 |
-0.0059 |
-0.9% |
0.6524 |
| Close |
0.6583 |
0.6547 |
-0.0036 |
-0.5% |
0.6582 |
| Range |
0.0039 |
0.0080 |
0.0042 |
107.8% |
0.0228 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
50,478 |
73,069 |
22,591 |
44.8% |
462,945 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6786 |
0.6747 |
0.6591 |
|
| R3 |
0.6706 |
0.6667 |
0.6569 |
|
| R2 |
0.6626 |
0.6626 |
0.6562 |
|
| R1 |
0.6587 |
0.6587 |
0.6554 |
0.6566 |
| PP |
0.6546 |
0.6546 |
0.6546 |
0.6536 |
| S1 |
0.6507 |
0.6507 |
0.6540 |
0.6486 |
| S2 |
0.6466 |
0.6466 |
0.6532 |
|
| S3 |
0.6386 |
0.6427 |
0.6525 |
|
| S4 |
0.6306 |
0.6347 |
0.6503 |
|
|
| 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 |
0.6641 |
0.6506 |
0.0135 |
2.1% |
0.0068 |
1.0% |
31% |
False |
True |
82,616 |
| 10 |
0.6833 |
0.6506 |
0.0328 |
5.0% |
0.0083 |
1.3% |
13% |
False |
True |
90,588 |
| 20 |
0.6910 |
0.6506 |
0.0404 |
6.2% |
0.0077 |
1.2% |
10% |
False |
True |
89,096 |
| 40 |
0.6915 |
0.6506 |
0.0410 |
6.3% |
0.0074 |
1.1% |
10% |
False |
True |
90,829 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0069 |
1.1% |
14% |
False |
False |
61,786 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0066 |
1.0% |
14% |
False |
False |
46,361 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0062 |
0.9% |
14% |
False |
False |
37,109 |
| 120 |
0.6972 |
0.6487 |
0.0485 |
7.4% |
0.0060 |
0.9% |
12% |
False |
False |
30,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6926 |
|
2.618 |
0.6795 |
|
1.618 |
0.6715 |
|
1.000 |
0.6666 |
|
0.618 |
0.6635 |
|
HIGH |
0.6586 |
|
0.618 |
0.6555 |
|
0.500 |
0.6546 |
|
0.382 |
0.6536 |
|
LOW |
0.6506 |
|
0.618 |
0.6456 |
|
1.000 |
0.6426 |
|
1.618 |
0.6376 |
|
2.618 |
0.6296 |
|
4.250 |
0.6166 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6547 |
0.6562 |
| PP |
0.6546 |
0.6557 |
| S1 |
0.6546 |
0.6552 |
|