CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6411 |
0.6432 |
0.0022 |
0.3% |
0.6412 |
| High |
0.6445 |
0.6492 |
0.0047 |
0.7% |
0.6493 |
| Low |
0.6407 |
0.6406 |
-0.0002 |
0.0% |
0.6385 |
| Close |
0.6429 |
0.6480 |
0.0052 |
0.8% |
0.6424 |
| Range |
0.0038 |
0.0086 |
0.0048 |
126.3% |
0.0108 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
2.2% |
0.0000 |
| Volume |
69,865 |
101,088 |
31,223 |
44.7% |
371,085 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6717 |
0.6685 |
0.6527 |
|
| R3 |
0.6631 |
0.6599 |
0.6504 |
|
| R2 |
0.6545 |
0.6545 |
0.6496 |
|
| R1 |
0.6513 |
0.6513 |
0.6488 |
0.6529 |
| PP |
0.6459 |
0.6459 |
0.6459 |
0.6467 |
| S1 |
0.6427 |
0.6427 |
0.6472 |
0.6443 |
| S2 |
0.6373 |
0.6373 |
0.6464 |
|
| S3 |
0.6287 |
0.6341 |
0.6456 |
|
| S4 |
0.6201 |
0.6255 |
0.6433 |
|
|
| 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% |
0.0067 |
1.0% |
88% |
False |
False |
82,583 |
| 10 |
0.6493 |
0.6371 |
0.0122 |
1.9% |
0.0062 |
1.0% |
89% |
False |
False |
78,581 |
| 20 |
0.6641 |
0.6371 |
0.0270 |
4.2% |
0.0064 |
1.0% |
40% |
False |
False |
79,531 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.3% |
0.0071 |
1.1% |
20% |
False |
False |
85,076 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0071 |
1.1% |
20% |
False |
False |
81,245 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0068 |
1.0% |
20% |
False |
False |
61,064 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0064 |
1.0% |
20% |
False |
False |
48,866 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0063 |
1.0% |
20% |
False |
False |
40,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6857 |
|
2.618 |
0.6717 |
|
1.618 |
0.6631 |
|
1.000 |
0.6578 |
|
0.618 |
0.6545 |
|
HIGH |
0.6492 |
|
0.618 |
0.6459 |
|
0.500 |
0.6449 |
|
0.382 |
0.6438 |
|
LOW |
0.6406 |
|
0.618 |
0.6352 |
|
1.000 |
0.6320 |
|
1.618 |
0.6266 |
|
2.618 |
0.6180 |
|
4.250 |
0.6040 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6470 |
0.6466 |
| PP |
0.6459 |
0.6452 |
| S1 |
0.6449 |
0.6438 |
|