CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6452 |
0.6382 |
-0.0070 |
-1.1% |
0.6411 |
| High |
0.6484 |
0.6408 |
-0.0076 |
-1.2% |
0.6527 |
| Low |
0.6361 |
0.6360 |
-0.0001 |
0.0% |
0.6406 |
| Close |
0.6386 |
0.6382 |
-0.0004 |
-0.1% |
0.6455 |
| Range |
0.0123 |
0.0048 |
-0.0076 |
-61.4% |
0.0121 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
193,027 |
100,486 |
-92,541 |
-47.9% |
518,080 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6526 |
0.6501 |
0.6408 |
|
| R3 |
0.6478 |
0.6454 |
0.6395 |
|
| R2 |
0.6431 |
0.6431 |
0.6390 |
|
| R1 |
0.6406 |
0.6406 |
0.6386 |
0.6395 |
| PP |
0.6383 |
0.6383 |
0.6383 |
0.6377 |
| S1 |
0.6359 |
0.6359 |
0.6377 |
0.6347 |
| S2 |
0.6336 |
0.6336 |
0.6373 |
|
| S3 |
0.6288 |
0.6311 |
0.6368 |
|
| S4 |
0.6241 |
0.6264 |
0.6355 |
|
|
| 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 |
0.6360 |
0.0167 |
2.6% |
0.0075 |
1.2% |
13% |
False |
True |
128,128 |
| 10 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0071 |
1.1% |
13% |
False |
True |
105,355 |
| 20 |
0.6626 |
0.6360 |
0.0266 |
4.2% |
0.0066 |
1.0% |
8% |
False |
True |
90,909 |
| 40 |
0.6910 |
0.6360 |
0.0550 |
8.6% |
0.0072 |
1.1% |
4% |
False |
True |
90,003 |
| 60 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0071 |
1.1% |
4% |
False |
True |
90,856 |
| 80 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0069 |
1.1% |
4% |
False |
True |
69,066 |
| 100 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0066 |
1.0% |
4% |
False |
True |
55,271 |
| 120 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0063 |
1.0% |
4% |
False |
True |
46,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6609 |
|
2.618 |
0.6532 |
|
1.618 |
0.6484 |
|
1.000 |
0.6455 |
|
0.618 |
0.6437 |
|
HIGH |
0.6408 |
|
0.618 |
0.6389 |
|
0.500 |
0.6384 |
|
0.382 |
0.6378 |
|
LOW |
0.6360 |
|
0.618 |
0.6331 |
|
1.000 |
0.6313 |
|
1.618 |
0.6283 |
|
2.618 |
0.6236 |
|
4.250 |
0.6158 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6384 |
0.6443 |
| PP |
0.6383 |
0.6422 |
| S1 |
0.6382 |
0.6402 |
|