CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6429 |
0.6485 |
0.0057 |
0.9% |
0.6504 |
| High |
0.6488 |
0.6493 |
0.0006 |
0.1% |
0.6529 |
| Low |
0.6416 |
0.6418 |
0.0002 |
0.0% |
0.6371 |
| Close |
0.6476 |
0.6427 |
-0.0049 |
-0.8% |
0.6412 |
| Range |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0158 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
78,373 |
72,238 |
-6,135 |
-7.8% |
415,272 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6672 |
0.6625 |
0.6469 |
|
| R3 |
0.6597 |
0.6550 |
0.6448 |
|
| R2 |
0.6521 |
0.6521 |
0.6441 |
|
| R1 |
0.6474 |
0.6474 |
0.6434 |
0.6460 |
| PP |
0.6446 |
0.6446 |
0.6446 |
0.6439 |
| S1 |
0.6399 |
0.6399 |
0.6420 |
0.6385 |
| S2 |
0.6370 |
0.6370 |
0.6413 |
|
| S3 |
0.6295 |
0.6323 |
0.6406 |
|
| S4 |
0.6219 |
0.6248 |
0.6385 |
|
|
| 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 |
0.6493 |
0.6385 |
0.0108 |
1.7% |
0.0057 |
0.9% |
39% |
True |
False |
69,983 |
| 10 |
0.6541 |
0.6371 |
0.0170 |
2.6% |
0.0060 |
0.9% |
33% |
False |
False |
77,255 |
| 20 |
0.6751 |
0.6371 |
0.0380 |
5.9% |
0.0070 |
1.1% |
15% |
False |
False |
80,900 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.4% |
0.0071 |
1.1% |
10% |
False |
False |
85,465 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0071 |
1.1% |
10% |
False |
False |
76,971 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0068 |
1.1% |
10% |
False |
False |
57,794 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0064 |
1.0% |
10% |
False |
False |
46,246 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0063 |
1.0% |
10% |
False |
False |
38,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6814 |
|
2.618 |
0.6691 |
|
1.618 |
0.6615 |
|
1.000 |
0.6569 |
|
0.618 |
0.6540 |
|
HIGH |
0.6493 |
|
0.618 |
0.6464 |
|
0.500 |
0.6455 |
|
0.382 |
0.6446 |
|
LOW |
0.6418 |
|
0.618 |
0.6371 |
|
1.000 |
0.6342 |
|
1.618 |
0.6295 |
|
2.618 |
0.6220 |
|
4.250 |
0.6097 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6455 |
0.6451 |
| PP |
0.6446 |
0.6443 |
| S1 |
0.6436 |
0.6435 |
|