CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6412 |
0.6421 |
0.0009 |
0.1% |
0.6504 |
| High |
0.6427 |
0.6464 |
0.0037 |
0.6% |
0.6529 |
| Low |
0.6393 |
0.6409 |
0.0016 |
0.3% |
0.6371 |
| Close |
0.6422 |
0.6429 |
0.0007 |
0.1% |
0.6412 |
| Range |
0.0034 |
0.0055 |
0.0021 |
62.7% |
0.0158 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
59,639 |
69,484 |
9,845 |
16.5% |
415,272 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6597 |
0.6567 |
0.6458 |
|
| R3 |
0.6543 |
0.6513 |
0.6443 |
|
| R2 |
0.6488 |
0.6488 |
0.6438 |
|
| R1 |
0.6458 |
0.6458 |
0.6433 |
0.6473 |
| PP |
0.6434 |
0.6434 |
0.6434 |
0.6441 |
| S1 |
0.6404 |
0.6404 |
0.6424 |
0.6419 |
| S2 |
0.6379 |
0.6379 |
0.6419 |
|
| S3 |
0.6325 |
0.6349 |
0.6414 |
|
| S4 |
0.6270 |
0.6295 |
0.6399 |
|
|
| 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 |
0.6487 |
0.6371 |
0.0116 |
1.8% |
0.0058 |
0.9% |
50% |
False |
False |
74,580 |
| 10 |
0.6626 |
0.6371 |
0.0255 |
4.0% |
0.0061 |
1.0% |
23% |
False |
False |
76,463 |
| 20 |
0.6833 |
0.6371 |
0.0462 |
7.2% |
0.0072 |
1.1% |
12% |
False |
False |
83,526 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.4% |
0.0071 |
1.1% |
11% |
False |
False |
86,458 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0071 |
1.1% |
11% |
False |
False |
74,474 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0067 |
1.0% |
11% |
False |
False |
55,913 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0064 |
1.0% |
11% |
False |
False |
44,742 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0062 |
1.0% |
11% |
False |
False |
37,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6695 |
|
2.618 |
0.6606 |
|
1.618 |
0.6552 |
|
1.000 |
0.6518 |
|
0.618 |
0.6497 |
|
HIGH |
0.6464 |
|
0.618 |
0.6443 |
|
0.500 |
0.6436 |
|
0.382 |
0.6430 |
|
LOW |
0.6409 |
|
0.618 |
0.6375 |
|
1.000 |
0.6355 |
|
1.618 |
0.6321 |
|
2.618 |
0.6266 |
|
4.250 |
0.6177 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6436 |
0.6427 |
| PP |
0.6434 |
0.6426 |
| S1 |
0.6431 |
0.6424 |
|