CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6462 |
0.6431 |
-0.0032 |
-0.5% |
0.6580 |
| High |
0.6487 |
0.6456 |
-0.0031 |
-0.5% |
0.6626 |
| Low |
0.6422 |
0.6371 |
-0.0051 |
-0.8% |
0.6492 |
| Close |
0.6433 |
0.6402 |
-0.0031 |
-0.5% |
0.6501 |
| Range |
0.0065 |
0.0085 |
0.0020 |
30.8% |
0.0134 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0000 |
| Volume |
77,283 |
96,313 |
19,030 |
24.6% |
343,791 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6665 |
0.6618 |
0.6449 |
|
| R3 |
0.6580 |
0.6533 |
0.6425 |
|
| R2 |
0.6495 |
0.6495 |
0.6418 |
|
| R1 |
0.6448 |
0.6448 |
0.6410 |
0.6429 |
| PP |
0.6410 |
0.6410 |
0.6410 |
0.6400 |
| S1 |
0.6363 |
0.6363 |
0.6394 |
0.6344 |
| S2 |
0.6325 |
0.6325 |
0.6386 |
|
| S3 |
0.6240 |
0.6278 |
0.6379 |
|
| S4 |
0.6155 |
0.6193 |
0.6355 |
|
|
| 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 |
0.6541 |
0.6371 |
0.0170 |
2.7% |
0.0064 |
1.0% |
18% |
False |
True |
84,526 |
| 10 |
0.6626 |
0.6371 |
0.0255 |
4.0% |
0.0066 |
1.0% |
12% |
False |
True |
78,053 |
| 20 |
0.6833 |
0.6371 |
0.0462 |
7.2% |
0.0074 |
1.2% |
7% |
False |
True |
84,758 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.4% |
0.0072 |
1.1% |
6% |
False |
True |
87,366 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0071 |
1.1% |
6% |
False |
True |
71,182 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0068 |
1.1% |
6% |
False |
True |
53,426 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0064 |
1.0% |
6% |
False |
True |
42,749 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0061 |
1.0% |
6% |
False |
True |
35,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6817 |
|
2.618 |
0.6679 |
|
1.618 |
0.6594 |
|
1.000 |
0.6541 |
|
0.618 |
0.6509 |
|
HIGH |
0.6456 |
|
0.618 |
0.6424 |
|
0.500 |
0.6414 |
|
0.382 |
0.6403 |
|
LOW |
0.6371 |
|
0.618 |
0.6318 |
|
1.000 |
0.6286 |
|
1.618 |
0.6233 |
|
2.618 |
0.6148 |
|
4.250 |
0.6010 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6414 |
0.6450 |
| PP |
0.6410 |
0.6434 |
| S1 |
0.6406 |
0.6418 |
|