CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6423 |
0.6438 |
0.0015 |
0.2% |
0.6385 |
| High |
0.6460 |
0.6474 |
0.0014 |
0.2% |
0.6474 |
| Low |
0.6420 |
0.6425 |
0.0006 |
0.1% |
0.6381 |
| Close |
0.6438 |
0.6433 |
-0.0005 |
-0.1% |
0.6433 |
| Range |
0.0041 |
0.0049 |
0.0008 |
19.8% |
0.0093 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
141,556 |
22,211 |
-119,345 |
-84.3% |
610,436 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6589 |
0.6559 |
0.6459 |
|
| R3 |
0.6541 |
0.6511 |
0.6446 |
|
| R2 |
0.6492 |
0.6492 |
0.6441 |
|
| R1 |
0.6462 |
0.6462 |
0.6437 |
0.6453 |
| PP |
0.6444 |
0.6444 |
0.6444 |
0.6439 |
| S1 |
0.6414 |
0.6414 |
0.6428 |
0.6405 |
| S2 |
0.6395 |
0.6395 |
0.6424 |
|
| S3 |
0.6347 |
0.6365 |
0.6419 |
|
| S4 |
0.6298 |
0.6317 |
0.6406 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6662 |
0.6483 |
|
| R3 |
0.6614 |
0.6570 |
0.6458 |
|
| R2 |
0.6522 |
0.6522 |
0.6449 |
|
| R1 |
0.6477 |
0.6477 |
0.6441 |
0.6499 |
| PP |
0.6429 |
0.6429 |
0.6429 |
0.6440 |
| S1 |
0.6385 |
0.6385 |
0.6424 |
0.6407 |
| S2 |
0.6337 |
0.6337 |
0.6416 |
|
| S3 |
0.6244 |
0.6292 |
0.6407 |
|
| S4 |
0.6152 |
0.6200 |
0.6382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6474 |
0.6381 |
0.0093 |
1.4% |
0.0049 |
0.8% |
56% |
True |
False |
122,087 |
| 10 |
0.6526 |
0.6360 |
0.0166 |
2.6% |
0.0058 |
0.9% |
44% |
False |
False |
118,258 |
| 20 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0059 |
0.9% |
44% |
False |
False |
100,706 |
| 40 |
0.6833 |
0.6360 |
0.0473 |
7.4% |
0.0066 |
1.0% |
15% |
False |
False |
92,732 |
| 60 |
0.6910 |
0.6360 |
0.0550 |
8.5% |
0.0068 |
1.0% |
13% |
False |
False |
91,813 |
| 80 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0068 |
1.1% |
13% |
False |
False |
78,563 |
| 100 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0066 |
1.0% |
13% |
False |
False |
62,882 |
| 120 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0063 |
1.0% |
13% |
False |
False |
52,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6680 |
|
2.618 |
0.6600 |
|
1.618 |
0.6552 |
|
1.000 |
0.6522 |
|
0.618 |
0.6503 |
|
HIGH |
0.6474 |
|
0.618 |
0.6455 |
|
0.500 |
0.6449 |
|
0.382 |
0.6444 |
|
LOW |
0.6425 |
|
0.618 |
0.6395 |
|
1.000 |
0.6377 |
|
1.618 |
0.6347 |
|
2.618 |
0.6298 |
|
4.250 |
0.6219 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6449 |
0.6431 |
| PP |
0.6444 |
0.6429 |
| S1 |
0.6438 |
0.6427 |
|