CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6385 |
0.6379 |
-0.0006 |
-0.1% |
0.6452 |
High |
0.6398 |
0.6417 |
0.0019 |
0.3% |
0.6484 |
Low |
0.6365 |
0.6369 |
0.0005 |
0.1% |
0.6360 |
Close |
0.6381 |
0.6374 |
-0.0007 |
-0.1% |
0.6374 |
Range |
0.0033 |
0.0048 |
0.0015 |
43.9% |
0.0124 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
71,928 |
78,900 |
6,972 |
9.7% |
444,341 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6529 |
0.6499 |
0.6400 |
|
R3 |
0.6482 |
0.6452 |
0.6387 |
|
R2 |
0.6434 |
0.6434 |
0.6383 |
|
R1 |
0.6404 |
0.6404 |
0.6378 |
0.6395 |
PP |
0.6387 |
0.6387 |
0.6387 |
0.6382 |
S1 |
0.6357 |
0.6357 |
0.6370 |
0.6348 |
S2 |
0.6339 |
0.6339 |
0.6365 |
|
S3 |
0.6292 |
0.6309 |
0.6361 |
|
S4 |
0.6244 |
0.6262 |
0.6348 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6776 |
0.6699 |
0.6442 |
|
R3 |
0.6653 |
0.6575 |
0.6408 |
|
R2 |
0.6529 |
0.6529 |
0.6397 |
|
R1 |
0.6452 |
0.6452 |
0.6385 |
0.6429 |
PP |
0.6406 |
0.6406 |
0.6406 |
0.6394 |
S1 |
0.6328 |
0.6328 |
0.6363 |
0.6305 |
S2 |
0.6282 |
0.6282 |
0.6351 |
|
S3 |
0.6159 |
0.6205 |
0.6340 |
|
S4 |
0.6035 |
0.6081 |
0.6306 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6526 |
0.6360 |
0.0166 |
2.6% |
0.0067 |
1.1% |
8% |
False |
False |
114,430 |
10 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0064 |
1.0% |
8% |
False |
False |
105,377 |
20 |
0.6541 |
0.6360 |
0.0181 |
2.8% |
0.0062 |
1.0% |
8% |
False |
False |
91,316 |
40 |
0.6910 |
0.6360 |
0.0550 |
8.6% |
0.0068 |
1.1% |
3% |
False |
False |
87,905 |
60 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0071 |
1.1% |
3% |
False |
False |
91,580 |
80 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0068 |
1.1% |
3% |
False |
False |
70,949 |
100 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0065 |
1.0% |
3% |
False |
False |
56,778 |
120 |
0.6915 |
0.6360 |
0.0555 |
8.7% |
0.0063 |
1.0% |
3% |
False |
False |
47,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6618 |
2.618 |
0.6541 |
1.618 |
0.6493 |
1.000 |
0.6464 |
0.618 |
0.6446 |
HIGH |
0.6417 |
0.618 |
0.6398 |
0.500 |
0.6393 |
0.382 |
0.6387 |
LOW |
0.6369 |
0.618 |
0.6340 |
1.000 |
0.6322 |
1.618 |
0.6292 |
2.618 |
0.6245 |
4.250 |
0.6167 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6393 |
0.6388 |
PP |
0.6387 |
0.6384 |
S1 |
0.6380 |
0.6379 |
|