CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6438 |
0.6431 |
-0.0007 |
-0.1% |
0.6385 |
| High |
0.6474 |
0.6448 |
-0.0026 |
-0.4% |
0.6474 |
| Low |
0.6425 |
0.6417 |
-0.0008 |
-0.1% |
0.6381 |
| Close |
0.6433 |
0.6425 |
-0.0008 |
-0.1% |
0.6433 |
| Range |
0.0049 |
0.0031 |
-0.0018 |
-36.1% |
0.0093 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
22,211 |
755 |
-21,456 |
-96.6% |
610,436 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6523 |
0.6505 |
0.6442 |
|
| R3 |
0.6492 |
0.6474 |
0.6433 |
|
| R2 |
0.6461 |
0.6461 |
0.6430 |
|
| R1 |
0.6443 |
0.6443 |
0.6427 |
0.6436 |
| PP |
0.6430 |
0.6430 |
0.6430 |
0.6427 |
| S1 |
0.6412 |
0.6412 |
0.6422 |
0.6405 |
| S2 |
0.6399 |
0.6399 |
0.6419 |
|
| S3 |
0.6368 |
0.6381 |
0.6416 |
|
| S4 |
0.6337 |
0.6350 |
0.6407 |
|
|
| 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% |
0.0041 |
0.6% |
47% |
False |
False |
101,294 |
| 10 |
0.6484 |
0.6360 |
0.0124 |
1.9% |
0.0053 |
0.8% |
52% |
False |
False |
105,553 |
| 20 |
0.6527 |
0.6360 |
0.0167 |
2.6% |
0.0058 |
0.9% |
39% |
False |
False |
97,234 |
| 40 |
0.6833 |
0.6360 |
0.0473 |
7.4% |
0.0065 |
1.0% |
14% |
False |
False |
91,148 |
| 60 |
0.6910 |
0.6360 |
0.0550 |
8.6% |
0.0067 |
1.0% |
12% |
False |
False |
90,650 |
| 80 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0068 |
1.1% |
12% |
False |
False |
78,570 |
| 100 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0065 |
1.0% |
12% |
False |
False |
62,887 |
| 120 |
0.6915 |
0.6360 |
0.0555 |
8.6% |
0.0063 |
1.0% |
12% |
False |
False |
52,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6580 |
|
2.618 |
0.6529 |
|
1.618 |
0.6498 |
|
1.000 |
0.6479 |
|
0.618 |
0.6467 |
|
HIGH |
0.6448 |
|
0.618 |
0.6436 |
|
0.500 |
0.6433 |
|
0.382 |
0.6429 |
|
LOW |
0.6417 |
|
0.618 |
0.6398 |
|
1.000 |
0.6386 |
|
1.618 |
0.6367 |
|
2.618 |
0.6336 |
|
4.250 |
0.6285 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6433 |
0.6445 |
| PP |
0.6430 |
0.6438 |
| S1 |
0.6427 |
0.6431 |
|