CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6432 |
0.6426 |
-0.0006 |
-0.1% |
0.6452 |
| High |
0.6442 |
0.6436 |
-0.0006 |
-0.1% |
0.6484 |
| Low |
0.6410 |
0.6381 |
-0.0029 |
-0.4% |
0.6360 |
| Close |
0.6426 |
0.6419 |
-0.0007 |
-0.1% |
0.6374 |
| Range |
0.0032 |
0.0055 |
0.0023 |
70.3% |
0.0124 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
112,073 |
229,876 |
117,803 |
105.1% |
444,341 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6575 |
0.6551 |
0.6448 |
|
| R3 |
0.6521 |
0.6497 |
0.6433 |
|
| R2 |
0.6466 |
0.6466 |
0.6428 |
|
| R1 |
0.6442 |
0.6442 |
0.6423 |
0.6427 |
| PP |
0.6412 |
0.6412 |
0.6412 |
0.6404 |
| S1 |
0.6388 |
0.6388 |
0.6414 |
0.6373 |
| S2 |
0.6357 |
0.6357 |
0.6409 |
|
| S3 |
0.6303 |
0.6333 |
0.6404 |
|
| S4 |
0.6248 |
0.6279 |
0.6389 |
|
|
| 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 |
0.6451 |
0.6365 |
0.0087 |
1.3% |
0.0047 |
0.7% |
62% |
False |
False |
119,499 |
| 10 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0061 |
1.0% |
35% |
False |
False |
123,813 |
| 20 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0062 |
1.0% |
35% |
False |
False |
101,197 |
| 40 |
0.6860 |
0.6360 |
0.0500 |
7.8% |
0.0068 |
1.1% |
12% |
False |
False |
92,825 |
| 60 |
0.6910 |
0.6360 |
0.0550 |
8.6% |
0.0069 |
1.1% |
11% |
False |
False |
92,861 |
| 80 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0068 |
1.1% |
11% |
False |
False |
76,518 |
| 100 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0066 |
1.0% |
11% |
False |
False |
61,244 |
| 120 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0063 |
1.0% |
11% |
False |
False |
51,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6667 |
|
2.618 |
0.6578 |
|
1.618 |
0.6524 |
|
1.000 |
0.6490 |
|
0.618 |
0.6469 |
|
HIGH |
0.6436 |
|
0.618 |
0.6415 |
|
0.500 |
0.6408 |
|
0.382 |
0.6402 |
|
LOW |
0.6381 |
|
0.618 |
0.6347 |
|
1.000 |
0.6327 |
|
1.618 |
0.6293 |
|
2.618 |
0.6238 |
|
4.250 |
0.6149 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6415 |
0.6418 |
| PP |
0.6412 |
0.6417 |
| S1 |
0.6408 |
0.6416 |
|