CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6583 |
0.6553 |
-0.0030 |
-0.4% |
0.6661 |
| High |
0.6586 |
0.6580 |
-0.0006 |
-0.1% |
0.6751 |
| Low |
0.6506 |
0.6529 |
0.0024 |
0.4% |
0.6524 |
| Close |
0.6547 |
0.6547 |
0.0000 |
0.0% |
0.6582 |
| Range |
0.0080 |
0.0051 |
-0.0029 |
-36.3% |
0.0228 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
73,069 |
57,301 |
-15,768 |
-21.6% |
462,945 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6705 |
0.6677 |
0.6575 |
|
| R3 |
0.6654 |
0.6626 |
0.6561 |
|
| R2 |
0.6603 |
0.6603 |
0.6556 |
|
| R1 |
0.6575 |
0.6575 |
0.6552 |
0.6564 |
| PP |
0.6552 |
0.6552 |
0.6552 |
0.6546 |
| S1 |
0.6524 |
0.6524 |
0.6542 |
0.6513 |
| S2 |
0.6501 |
0.6501 |
0.6538 |
|
| S3 |
0.6450 |
0.6473 |
0.6533 |
|
| S4 |
0.6399 |
0.6422 |
0.6519 |
|
|
| 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 |
0.6619 |
0.6506 |
0.0114 |
1.7% |
0.0058 |
0.9% |
37% |
False |
False |
72,596 |
| 10 |
0.6833 |
0.6506 |
0.0328 |
5.0% |
0.0082 |
1.2% |
13% |
False |
False |
87,474 |
| 20 |
0.6910 |
0.6506 |
0.0404 |
6.2% |
0.0074 |
1.1% |
10% |
False |
False |
85,609 |
| 40 |
0.6915 |
0.6506 |
0.0410 |
6.3% |
0.0074 |
1.1% |
10% |
False |
False |
91,107 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0069 |
1.1% |
14% |
False |
False |
62,738 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0065 |
1.0% |
14% |
False |
False |
47,076 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0062 |
0.9% |
14% |
False |
False |
37,679 |
| 120 |
0.6965 |
0.6487 |
0.0478 |
7.3% |
0.0060 |
0.9% |
13% |
False |
False |
31,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6797 |
|
2.618 |
0.6714 |
|
1.618 |
0.6663 |
|
1.000 |
0.6631 |
|
0.618 |
0.6612 |
|
HIGH |
0.6580 |
|
0.618 |
0.6561 |
|
0.500 |
0.6555 |
|
0.382 |
0.6548 |
|
LOW |
0.6529 |
|
0.618 |
0.6497 |
|
1.000 |
0.6478 |
|
1.618 |
0.6446 |
|
2.618 |
0.6395 |
|
4.250 |
0.6312 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6555 |
0.6554 |
| PP |
0.6552 |
0.6552 |
| S1 |
0.6550 |
0.6549 |
|