CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6409 |
0.6412 |
0.0003 |
0.0% |
0.6504 |
| High |
0.6435 |
0.6427 |
-0.0009 |
-0.1% |
0.6529 |
| Low |
0.6385 |
0.6393 |
0.0008 |
0.1% |
0.6371 |
| Close |
0.6412 |
0.6422 |
0.0010 |
0.2% |
0.6412 |
| Range |
0.0050 |
0.0034 |
-0.0017 |
-33.0% |
0.0158 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
70,185 |
59,639 |
-10,546 |
-15.0% |
415,272 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6514 |
0.6501 |
0.6440 |
|
| R3 |
0.6481 |
0.6468 |
0.6431 |
|
| R2 |
0.6447 |
0.6447 |
0.6428 |
|
| R1 |
0.6434 |
0.6434 |
0.6425 |
0.6441 |
| PP |
0.6414 |
0.6414 |
0.6414 |
0.6417 |
| S1 |
0.6401 |
0.6401 |
0.6418 |
0.6407 |
| S2 |
0.6380 |
0.6380 |
0.6415 |
|
| S3 |
0.6347 |
0.6367 |
0.6412 |
|
| S4 |
0.6313 |
0.6334 |
0.6403 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6819 |
0.6498 |
|
| R3 |
0.6753 |
0.6661 |
0.6455 |
|
| R2 |
0.6595 |
0.6595 |
0.6440 |
|
| R1 |
0.6503 |
0.6503 |
0.6426 |
0.6470 |
| PP |
0.6437 |
0.6437 |
0.6437 |
0.6421 |
| S1 |
0.6345 |
0.6345 |
0.6397 |
0.6312 |
| S2 |
0.6279 |
0.6279 |
0.6383 |
|
| S3 |
0.6121 |
0.6187 |
0.6368 |
|
| S4 |
0.5963 |
0.6029 |
0.6325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6529 |
0.6371 |
0.0158 |
2.5% |
0.0061 |
0.9% |
32% |
False |
False |
78,655 |
| 10 |
0.6626 |
0.6371 |
0.0255 |
4.0% |
0.0064 |
1.0% |
20% |
False |
False |
76,822 |
| 20 |
0.6833 |
0.6371 |
0.0462 |
7.2% |
0.0073 |
1.1% |
11% |
False |
False |
83,650 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.4% |
0.0070 |
1.1% |
9% |
False |
False |
86,412 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0071 |
1.1% |
9% |
False |
False |
73,325 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0067 |
1.0% |
9% |
False |
False |
55,044 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0064 |
1.0% |
9% |
False |
False |
44,047 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0062 |
1.0% |
9% |
False |
False |
36,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6569 |
|
2.618 |
0.6514 |
|
1.618 |
0.6481 |
|
1.000 |
0.6460 |
|
0.618 |
0.6447 |
|
HIGH |
0.6427 |
|
0.618 |
0.6414 |
|
0.500 |
0.6410 |
|
0.382 |
0.6406 |
|
LOW |
0.6393 |
|
0.618 |
0.6372 |
|
1.000 |
0.6360 |
|
1.618 |
0.6339 |
|
2.618 |
0.6305 |
|
4.250 |
0.6251 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6418 |
0.6419 |
| PP |
0.6414 |
0.6416 |
| S1 |
0.6410 |
0.6414 |
|