CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6479 |
0.6489 |
0.0010 |
0.2% |
0.6411 |
| High |
0.6511 |
0.6526 |
0.0015 |
0.2% |
0.6527 |
| Low |
0.6464 |
0.6442 |
-0.0023 |
-0.3% |
0.6406 |
| Close |
0.6478 |
0.6455 |
-0.0024 |
-0.4% |
0.6455 |
| Range |
0.0047 |
0.0084 |
0.0037 |
78.7% |
0.0121 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.0% |
0.0000 |
| Volume |
121,509 |
127,812 |
6,303 |
5.2% |
518,080 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6726 |
0.6674 |
0.6501 |
|
| R3 |
0.6642 |
0.6590 |
0.6478 |
|
| R2 |
0.6558 |
0.6558 |
0.6470 |
|
| R1 |
0.6506 |
0.6506 |
0.6462 |
0.6490 |
| PP |
0.6474 |
0.6474 |
0.6474 |
0.6466 |
| S1 |
0.6422 |
0.6422 |
0.6447 |
0.6406 |
| S2 |
0.6390 |
0.6390 |
0.6439 |
|
| S3 |
0.6306 |
0.6338 |
0.6431 |
|
| S4 |
0.6222 |
0.6254 |
0.6408 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6825 |
0.6761 |
0.6521 |
|
| R3 |
0.6704 |
0.6640 |
0.6488 |
|
| R2 |
0.6583 |
0.6583 |
0.6477 |
|
| R1 |
0.6519 |
0.6519 |
0.6466 |
0.6551 |
| PP |
0.6462 |
0.6462 |
0.6462 |
0.6478 |
| S1 |
0.6398 |
0.6398 |
0.6443 |
0.6430 |
| S2 |
0.6341 |
0.6341 |
0.6432 |
|
| S3 |
0.6220 |
0.6277 |
0.6421 |
|
| S4 |
0.6099 |
0.6156 |
0.6388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6527 |
0.6406 |
0.0121 |
1.9% |
0.0066 |
1.0% |
40% |
False |
False |
103,616 |
| 10 |
0.6527 |
0.6385 |
0.0142 |
2.2% |
0.0063 |
1.0% |
49% |
False |
False |
88,916 |
| 20 |
0.6626 |
0.6371 |
0.0255 |
3.9% |
0.0063 |
1.0% |
33% |
False |
False |
82,411 |
| 40 |
0.6910 |
0.6371 |
0.0539 |
8.3% |
0.0070 |
1.1% |
16% |
False |
False |
86,203 |
| 60 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0071 |
1.1% |
15% |
False |
False |
86,527 |
| 80 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0069 |
1.1% |
15% |
False |
False |
65,401 |
| 100 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0065 |
1.0% |
15% |
False |
False |
52,337 |
| 120 |
0.6915 |
0.6371 |
0.0544 |
8.4% |
0.0062 |
1.0% |
15% |
False |
False |
43,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6883 |
|
2.618 |
0.6745 |
|
1.618 |
0.6661 |
|
1.000 |
0.6610 |
|
0.618 |
0.6577 |
|
HIGH |
0.6526 |
|
0.618 |
0.6493 |
|
0.500 |
0.6484 |
|
0.382 |
0.6474 |
|
LOW |
0.6442 |
|
0.618 |
0.6390 |
|
1.000 |
0.6358 |
|
1.618 |
0.6306 |
|
2.618 |
0.6222 |
|
4.250 |
0.6085 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6484 |
0.6484 |
| PP |
0.6474 |
0.6474 |
| S1 |
0.6464 |
0.6464 |
|