CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6426 |
0.6423 |
-0.0004 |
-0.1% |
0.6452 |
| High |
0.6436 |
0.6460 |
0.0025 |
0.4% |
0.6484 |
| Low |
0.6381 |
0.6420 |
0.0039 |
0.6% |
0.6360 |
| Close |
0.6419 |
0.6438 |
0.0019 |
0.3% |
0.6374 |
| Range |
0.0055 |
0.0041 |
-0.0014 |
-25.7% |
0.0124 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
229,876 |
141,556 |
-88,320 |
-38.4% |
444,341 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6561 |
0.6540 |
0.6460 |
|
| R3 |
0.6520 |
0.6499 |
0.6449 |
|
| R2 |
0.6480 |
0.6480 |
0.6445 |
|
| R1 |
0.6459 |
0.6459 |
0.6441 |
0.6469 |
| PP |
0.6439 |
0.6439 |
0.6439 |
0.6444 |
| S1 |
0.6418 |
0.6418 |
0.6434 |
0.6429 |
| S2 |
0.6399 |
0.6399 |
0.6430 |
|
| S3 |
0.6358 |
0.6378 |
0.6426 |
|
| S4 |
0.6318 |
0.6337 |
0.6415 |
|
|
| 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 |
0.6460 |
0.6369 |
0.0091 |
1.4% |
0.0049 |
0.8% |
75% |
True |
False |
133,425 |
| 10 |
0.6526 |
0.6360 |
0.0166 |
2.6% |
0.0058 |
0.9% |
47% |
False |
False |
128,188 |
| 20 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0060 |
0.9% |
47% |
False |
False |
104,411 |
| 40 |
0.6860 |
0.6360 |
0.0500 |
7.8% |
0.0067 |
1.0% |
16% |
False |
False |
94,326 |
| 60 |
0.6910 |
0.6360 |
0.0550 |
8.5% |
0.0068 |
1.1% |
14% |
False |
False |
92,759 |
| 80 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0068 |
1.1% |
14% |
False |
False |
78,287 |
| 100 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0066 |
1.0% |
14% |
False |
False |
62,660 |
| 120 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0063 |
1.0% |
14% |
False |
False |
52,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6632 |
|
2.618 |
0.6566 |
|
1.618 |
0.6526 |
|
1.000 |
0.6501 |
|
0.618 |
0.6485 |
|
HIGH |
0.6460 |
|
0.618 |
0.6445 |
|
0.500 |
0.6440 |
|
0.382 |
0.6435 |
|
LOW |
0.6420 |
|
0.618 |
0.6394 |
|
1.000 |
0.6379 |
|
1.618 |
0.6354 |
|
2.618 |
0.6313 |
|
4.250 |
0.6247 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6440 |
0.6432 |
| PP |
0.6439 |
0.6426 |
| S1 |
0.6438 |
0.6421 |
|