CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6553 |
0.6539 |
-0.0015 |
-0.2% |
0.6661 |
| High |
0.6580 |
0.6626 |
0.0046 |
0.7% |
0.6751 |
| Low |
0.6529 |
0.6522 |
-0.0008 |
-0.1% |
0.6524 |
| Close |
0.6547 |
0.6546 |
-0.0002 |
0.0% |
0.6582 |
| Range |
0.0051 |
0.0104 |
0.0053 |
103.9% |
0.0228 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.0% |
0.0000 |
| Volume |
57,301 |
85,399 |
28,098 |
49.0% |
462,945 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6876 |
0.6815 |
0.6603 |
|
| R3 |
0.6772 |
0.6711 |
0.6574 |
|
| R2 |
0.6668 |
0.6668 |
0.6565 |
|
| R1 |
0.6607 |
0.6607 |
0.6555 |
0.6638 |
| PP |
0.6564 |
0.6564 |
0.6564 |
0.6580 |
| S1 |
0.6503 |
0.6503 |
0.6536 |
0.6534 |
| S2 |
0.6460 |
0.6460 |
0.6526 |
|
| S3 |
0.6356 |
0.6399 |
0.6517 |
|
| S4 |
0.6252 |
0.6295 |
0.6488 |
|
|
| 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 |
0.6626 |
0.6506 |
0.0120 |
1.8% |
0.0068 |
1.0% |
33% |
True |
False |
71,581 |
| 10 |
0.6751 |
0.6506 |
0.0246 |
3.8% |
0.0080 |
1.2% |
16% |
False |
False |
84,545 |
| 20 |
0.6910 |
0.6506 |
0.0404 |
6.2% |
0.0074 |
1.1% |
10% |
False |
False |
84,495 |
| 40 |
0.6915 |
0.6506 |
0.0410 |
6.3% |
0.0075 |
1.1% |
10% |
False |
False |
91,712 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0070 |
1.1% |
14% |
False |
False |
64,160 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0066 |
1.0% |
14% |
False |
False |
48,143 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.5% |
0.0063 |
1.0% |
14% |
False |
False |
38,530 |
| 120 |
0.6965 |
0.6487 |
0.0478 |
7.3% |
0.0060 |
0.9% |
12% |
False |
False |
32,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7068 |
|
2.618 |
0.6898 |
|
1.618 |
0.6794 |
|
1.000 |
0.6730 |
|
0.618 |
0.6690 |
|
HIGH |
0.6626 |
|
0.618 |
0.6586 |
|
0.500 |
0.6574 |
|
0.382 |
0.6561 |
|
LOW |
0.6522 |
|
0.618 |
0.6457 |
|
1.000 |
0.6418 |
|
1.618 |
0.6353 |
|
2.618 |
0.6249 |
|
4.250 |
0.6080 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6574 |
0.6566 |
| PP |
0.6564 |
0.6559 |
| S1 |
0.6555 |
0.6552 |
|