CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6484 |
0.6479 |
-0.0006 |
-0.1% |
0.6412 |
| High |
0.6527 |
0.6511 |
-0.0016 |
-0.2% |
0.6493 |
| Low |
0.6453 |
0.6464 |
0.0011 |
0.2% |
0.6385 |
| Close |
0.6486 |
0.6478 |
-0.0008 |
-0.1% |
0.6424 |
| Range |
0.0074 |
0.0047 |
-0.0027 |
-36.1% |
0.0108 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
97,806 |
121,509 |
23,703 |
24.2% |
371,085 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6625 |
0.6599 |
0.6504 |
|
| R3 |
0.6578 |
0.6552 |
0.6491 |
|
| R2 |
0.6531 |
0.6531 |
0.6487 |
|
| R1 |
0.6505 |
0.6505 |
0.6482 |
0.6495 |
| PP |
0.6484 |
0.6484 |
0.6484 |
0.6479 |
| S1 |
0.6458 |
0.6458 |
0.6474 |
0.6448 |
| S2 |
0.6437 |
0.6437 |
0.6469 |
|
| S3 |
0.6390 |
0.6411 |
0.6465 |
|
| S4 |
0.6343 |
0.6364 |
0.6452 |
|
|
| 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% |
0.0061 |
0.9% |
66% |
False |
False |
96,323 |
| 10 |
0.6527 |
0.6385 |
0.0142 |
2.2% |
0.0059 |
0.9% |
66% |
False |
False |
83,153 |
| 20 |
0.6626 |
0.6371 |
0.0255 |
3.9% |
0.0062 |
1.0% |
42% |
False |
False |
80,603 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.3% |
0.0070 |
1.1% |
20% |
False |
False |
85,326 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0070 |
1.1% |
20% |
False |
False |
84,496 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0068 |
1.0% |
20% |
False |
False |
63,804 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0064 |
1.0% |
20% |
False |
False |
51,059 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0062 |
1.0% |
20% |
False |
False |
42,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6711 |
|
2.618 |
0.6634 |
|
1.618 |
0.6587 |
|
1.000 |
0.6558 |
|
0.618 |
0.6540 |
|
HIGH |
0.6511 |
|
0.618 |
0.6493 |
|
0.500 |
0.6488 |
|
0.382 |
0.6482 |
|
LOW |
0.6464 |
|
0.618 |
0.6435 |
|
1.000 |
0.6417 |
|
1.618 |
0.6388 |
|
2.618 |
0.6341 |
|
4.250 |
0.6264 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6488 |
0.6474 |
| PP |
0.6484 |
0.6470 |
| S1 |
0.6481 |
0.6466 |
|