CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6539 |
0.6524 |
-0.0015 |
-0.2% |
0.6580 |
| High |
0.6626 |
0.6541 |
-0.0085 |
-1.3% |
0.6626 |
| Low |
0.6522 |
0.6492 |
-0.0030 |
-0.5% |
0.6492 |
| Close |
0.6546 |
0.6501 |
-0.0045 |
-0.7% |
0.6501 |
| Range |
0.0104 |
0.0049 |
-0.0055 |
-52.9% |
0.0134 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
85,399 |
77,544 |
-7,855 |
-9.2% |
343,791 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6658 |
0.6628 |
0.6527 |
|
| R3 |
0.6609 |
0.6579 |
0.6514 |
|
| R2 |
0.6560 |
0.6560 |
0.6509 |
|
| R1 |
0.6530 |
0.6530 |
0.6505 |
0.6521 |
| PP |
0.6511 |
0.6511 |
0.6511 |
0.6506 |
| S1 |
0.6481 |
0.6481 |
0.6496 |
0.6472 |
| S2 |
0.6462 |
0.6462 |
0.6492 |
|
| S3 |
0.6413 |
0.6432 |
0.6487 |
|
| S4 |
0.6364 |
0.6383 |
0.6474 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6940 |
0.6854 |
0.6574 |
|
| R3 |
0.6806 |
0.6720 |
0.6537 |
|
| R2 |
0.6673 |
0.6673 |
0.6525 |
|
| R1 |
0.6587 |
0.6587 |
0.6513 |
0.6563 |
| PP |
0.6539 |
0.6539 |
0.6539 |
0.6528 |
| S1 |
0.6453 |
0.6453 |
0.6488 |
0.6430 |
| S2 |
0.6406 |
0.6406 |
0.6476 |
|
| S3 |
0.6272 |
0.6320 |
0.6464 |
|
| S4 |
0.6139 |
0.6186 |
0.6427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6626 |
0.6492 |
0.0134 |
2.1% |
0.0065 |
1.0% |
6% |
False |
True |
68,758 |
| 10 |
0.6751 |
0.6492 |
0.0259 |
4.0% |
0.0076 |
1.2% |
3% |
False |
True |
80,673 |
| 20 |
0.6860 |
0.6492 |
0.0368 |
5.7% |
0.0073 |
1.1% |
2% |
False |
True |
83,431 |
| 40 |
0.6915 |
0.6492 |
0.0423 |
6.5% |
0.0074 |
1.1% |
2% |
False |
True |
90,297 |
| 60 |
0.6915 |
0.6487 |
0.0428 |
6.6% |
0.0070 |
1.1% |
3% |
False |
False |
65,451 |
| 80 |
0.6915 |
0.6487 |
0.0428 |
6.6% |
0.0066 |
1.0% |
3% |
False |
False |
49,113 |
| 100 |
0.6915 |
0.6487 |
0.0428 |
6.6% |
0.0063 |
1.0% |
3% |
False |
False |
39,304 |
| 120 |
0.6915 |
0.6487 |
0.0428 |
6.6% |
0.0060 |
0.9% |
3% |
False |
False |
32,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6749 |
|
2.618 |
0.6669 |
|
1.618 |
0.6620 |
|
1.000 |
0.6590 |
|
0.618 |
0.6571 |
|
HIGH |
0.6541 |
|
0.618 |
0.6522 |
|
0.500 |
0.6517 |
|
0.382 |
0.6511 |
|
LOW |
0.6492 |
|
0.618 |
0.6462 |
|
1.000 |
0.6443 |
|
1.618 |
0.6413 |
|
2.618 |
0.6364 |
|
4.250 |
0.6284 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6517 |
0.6559 |
| PP |
0.6511 |
0.6539 |
| S1 |
0.6506 |
0.6520 |
|