CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6432 |
0.6484 |
0.0052 |
0.8% |
0.6412 |
| High |
0.6492 |
0.6527 |
0.0035 |
0.5% |
0.6493 |
| Low |
0.6406 |
0.6453 |
0.0048 |
0.7% |
0.6385 |
| Close |
0.6480 |
0.6486 |
0.0006 |
0.1% |
0.6424 |
| Range |
0.0086 |
0.0074 |
-0.0013 |
-14.5% |
0.0108 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.7% |
0.0000 |
| Volume |
101,088 |
97,806 |
-3,282 |
-3.2% |
371,085 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6709 |
0.6671 |
0.6526 |
|
| R3 |
0.6636 |
0.6598 |
0.6506 |
|
| R2 |
0.6562 |
0.6562 |
0.6499 |
|
| R1 |
0.6524 |
0.6524 |
0.6493 |
0.6543 |
| PP |
0.6489 |
0.6489 |
0.6489 |
0.6498 |
| S1 |
0.6451 |
0.6451 |
0.6479 |
0.6470 |
| S2 |
0.6415 |
0.6415 |
0.6473 |
|
| S3 |
0.6342 |
0.6377 |
0.6466 |
|
| S4 |
0.6268 |
0.6304 |
0.6446 |
|
|
| 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 |
0.6527 |
0.6385 |
0.0142 |
2.2% |
0.0067 |
1.0% |
71% |
True |
False |
86,469 |
| 10 |
0.6527 |
0.6371 |
0.0156 |
2.4% |
0.0063 |
1.0% |
74% |
True |
False |
80,634 |
| 20 |
0.6626 |
0.6371 |
0.0255 |
3.9% |
0.0063 |
1.0% |
45% |
False |
False |
79,052 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.3% |
0.0071 |
1.1% |
21% |
False |
False |
84,640 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0071 |
1.1% |
21% |
False |
False |
82,856 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0068 |
1.0% |
21% |
False |
False |
62,286 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0064 |
1.0% |
21% |
False |
False |
49,844 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0062 |
1.0% |
21% |
False |
False |
41,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6839 |
|
2.618 |
0.6719 |
|
1.618 |
0.6645 |
|
1.000 |
0.6600 |
|
0.618 |
0.6572 |
|
HIGH |
0.6527 |
|
0.618 |
0.6498 |
|
0.500 |
0.6490 |
|
0.382 |
0.6481 |
|
LOW |
0.6453 |
|
0.618 |
0.6408 |
|
1.000 |
0.6380 |
|
1.618 |
0.6334 |
|
2.618 |
0.6261 |
|
4.250 |
0.6141 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6490 |
0.6479 |
| PP |
0.6489 |
0.6473 |
| S1 |
0.6487 |
0.6466 |
|