CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6379 |
0.6385 |
0.0006 |
0.1% |
0.6452 |
| High |
0.6417 |
0.6451 |
0.0035 |
0.5% |
0.6484 |
| Low |
0.6369 |
0.6383 |
0.0014 |
0.2% |
0.6360 |
| Close |
0.6374 |
0.6429 |
0.0055 |
0.9% |
0.6374 |
| Range |
0.0048 |
0.0069 |
0.0021 |
44.2% |
0.0124 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
| Volume |
78,900 |
104,720 |
25,820 |
32.7% |
444,341 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6626 |
0.6596 |
0.6467 |
|
| R3 |
0.6558 |
0.6528 |
0.6448 |
|
| R2 |
0.6489 |
0.6489 |
0.6442 |
|
| R1 |
0.6459 |
0.6459 |
0.6435 |
0.6474 |
| PP |
0.6421 |
0.6421 |
0.6421 |
0.6428 |
| S1 |
0.6391 |
0.6391 |
0.6423 |
0.6406 |
| S2 |
0.6352 |
0.6352 |
0.6416 |
|
| S3 |
0.6284 |
0.6322 |
0.6410 |
|
| S4 |
0.6215 |
0.6254 |
0.6391 |
|
|
| 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 |
0.6484 |
0.6360 |
0.0124 |
1.9% |
0.0064 |
1.0% |
56% |
False |
False |
109,812 |
| 10 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0065 |
1.0% |
41% |
False |
False |
106,714 |
| 20 |
0.6529 |
0.6360 |
0.0169 |
2.6% |
0.0063 |
1.0% |
41% |
False |
False |
92,674 |
| 40 |
0.6860 |
0.6360 |
0.0500 |
7.8% |
0.0068 |
1.1% |
14% |
False |
False |
88,053 |
| 60 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0071 |
1.1% |
12% |
False |
False |
91,090 |
| 80 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0068 |
1.1% |
12% |
False |
False |
72,257 |
| 100 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0066 |
1.0% |
12% |
False |
False |
57,825 |
| 120 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0063 |
1.0% |
12% |
False |
False |
48,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6742 |
|
2.618 |
0.6630 |
|
1.618 |
0.6562 |
|
1.000 |
0.6520 |
|
0.618 |
0.6493 |
|
HIGH |
0.6451 |
|
0.618 |
0.6425 |
|
0.500 |
0.6417 |
|
0.382 |
0.6409 |
|
LOW |
0.6383 |
|
0.618 |
0.6340 |
|
1.000 |
0.6314 |
|
1.618 |
0.6272 |
|
2.618 |
0.6203 |
|
4.250 |
0.6091 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6425 |
0.6422 |
| PP |
0.6421 |
0.6415 |
| S1 |
0.6417 |
0.6408 |
|