CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6423 |
0.6411 |
-0.0012 |
-0.2% |
0.6412 |
| High |
0.6447 |
0.6445 |
-0.0002 |
0.0% |
0.6493 |
| Low |
0.6385 |
0.6407 |
0.0022 |
0.3% |
0.6385 |
| Close |
0.6424 |
0.6429 |
0.0005 |
0.1% |
0.6424 |
| Range |
0.0062 |
0.0038 |
-0.0024 |
-38.2% |
0.0108 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
91,351 |
69,865 |
-21,486 |
-23.5% |
371,085 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6541 |
0.6523 |
0.6449 |
|
| R3 |
0.6503 |
0.6485 |
0.6439 |
|
| R2 |
0.6465 |
0.6465 |
0.6435 |
|
| R1 |
0.6447 |
0.6447 |
0.6432 |
0.6456 |
| PP |
0.6427 |
0.6427 |
0.6427 |
0.6431 |
| S1 |
0.6409 |
0.6409 |
0.6425 |
0.6418 |
| S2 |
0.6389 |
0.6389 |
0.6422 |
|
| S3 |
0.6351 |
0.6371 |
0.6418 |
|
| S4 |
0.6313 |
0.6333 |
0.6408 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6758 |
0.6699 |
0.6483 |
|
| R3 |
0.6650 |
0.6591 |
0.6454 |
|
| R2 |
0.6542 |
0.6542 |
0.6444 |
|
| R1 |
0.6483 |
0.6483 |
0.6434 |
0.6513 |
| PP |
0.6434 |
0.6434 |
0.6434 |
0.6449 |
| S1 |
0.6375 |
0.6375 |
0.6414 |
0.6405 |
| S2 |
0.6326 |
0.6326 |
0.6404 |
|
| S3 |
0.6218 |
0.6267 |
0.6394 |
|
| S4 |
0.6110 |
0.6159 |
0.6365 |
|
|
| 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% |
0.0060 |
0.9% |
40% |
False |
False |
76,262 |
| 10 |
0.6529 |
0.6371 |
0.0158 |
2.5% |
0.0061 |
0.9% |
36% |
False |
False |
77,458 |
| 20 |
0.6734 |
0.6371 |
0.0363 |
5.6% |
0.0066 |
1.0% |
16% |
False |
False |
79,362 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.4% |
0.0070 |
1.1% |
11% |
False |
False |
84,643 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0070 |
1.1% |
11% |
False |
False |
79,598 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0067 |
1.0% |
11% |
False |
False |
59,806 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0064 |
1.0% |
11% |
False |
False |
47,855 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.5% |
0.0062 |
1.0% |
11% |
False |
False |
39,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6607 |
|
2.618 |
0.6544 |
|
1.618 |
0.6506 |
|
1.000 |
0.6483 |
|
0.618 |
0.6468 |
|
HIGH |
0.6445 |
|
0.618 |
0.6430 |
|
0.500 |
0.6426 |
|
0.382 |
0.6422 |
|
LOW |
0.6407 |
|
0.618 |
0.6384 |
|
1.000 |
0.6369 |
|
1.618 |
0.6346 |
|
2.618 |
0.6308 |
|
4.250 |
0.6246 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6428 |
0.6439 |
| PP |
0.6427 |
0.6436 |
| S1 |
0.6426 |
0.6432 |
|