CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6494 |
0.6462 |
-0.0032 |
-0.5% |
0.6580 |
| High |
0.6529 |
0.6487 |
-0.0042 |
-0.6% |
0.6626 |
| Low |
0.6458 |
0.6422 |
-0.0036 |
-0.6% |
0.6492 |
| Close |
0.6469 |
0.6433 |
-0.0037 |
-0.6% |
0.6501 |
| Range |
0.0071 |
0.0065 |
-0.0006 |
-8.5% |
0.0134 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
89,856 |
77,283 |
-12,573 |
-14.0% |
343,791 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6642 |
0.6602 |
0.6468 |
|
| R3 |
0.6577 |
0.6537 |
0.6450 |
|
| R2 |
0.6512 |
0.6512 |
0.6444 |
|
| R1 |
0.6472 |
0.6472 |
0.6438 |
0.6460 |
| PP |
0.6447 |
0.6447 |
0.6447 |
0.6441 |
| S1 |
0.6407 |
0.6407 |
0.6427 |
0.6395 |
| S2 |
0.6382 |
0.6382 |
0.6421 |
|
| S3 |
0.6317 |
0.6342 |
0.6415 |
|
| S4 |
0.6252 |
0.6277 |
0.6397 |
|
|
| 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 |
0.6422 |
0.0204 |
3.2% |
0.0068 |
1.1% |
5% |
False |
True |
82,343 |
| 10 |
0.6626 |
0.6422 |
0.0204 |
3.2% |
0.0063 |
1.0% |
5% |
False |
True |
77,470 |
| 20 |
0.6860 |
0.6422 |
0.0438 |
6.8% |
0.0074 |
1.1% |
2% |
False |
True |
84,241 |
| 40 |
0.6910 |
0.6422 |
0.0488 |
7.6% |
0.0071 |
1.1% |
2% |
False |
True |
86,933 |
| 60 |
0.6915 |
0.6422 |
0.0493 |
7.7% |
0.0071 |
1.1% |
2% |
False |
True |
69,579 |
| 80 |
0.6915 |
0.6422 |
0.0493 |
7.7% |
0.0067 |
1.0% |
2% |
False |
True |
52,222 |
| 100 |
0.6915 |
0.6422 |
0.0493 |
7.7% |
0.0063 |
1.0% |
2% |
False |
True |
41,787 |
| 120 |
0.6915 |
0.6422 |
0.0493 |
7.7% |
0.0060 |
0.9% |
2% |
False |
True |
34,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6763 |
|
2.618 |
0.6657 |
|
1.618 |
0.6592 |
|
1.000 |
0.6552 |
|
0.618 |
0.6527 |
|
HIGH |
0.6487 |
|
0.618 |
0.6462 |
|
0.500 |
0.6455 |
|
0.382 |
0.6447 |
|
LOW |
0.6422 |
|
0.618 |
0.6382 |
|
1.000 |
0.6357 |
|
1.618 |
0.6317 |
|
2.618 |
0.6252 |
|
4.250 |
0.6146 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6455 |
0.6476 |
| PP |
0.6447 |
0.6461 |
| S1 |
0.6440 |
0.6447 |
|