CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6499 |
0.6510 |
0.0011 |
0.2% |
0.6440 |
| High |
0.6531 |
0.6546 |
0.0015 |
0.2% |
0.6547 |
| Low |
0.6487 |
0.6463 |
-0.0024 |
-0.4% |
0.6428 |
| Close |
0.6499 |
0.6475 |
-0.0024 |
-0.4% |
0.6475 |
| Range |
0.0045 |
0.0084 |
0.0039 |
87.6% |
0.0120 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
670 |
1,975 |
1,305 |
194.8% |
4,980 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6745 |
0.6694 |
0.6521 |
|
| R3 |
0.6662 |
0.6610 |
0.6498 |
|
| R2 |
0.6578 |
0.6578 |
0.6490 |
|
| R1 |
0.6527 |
0.6527 |
0.6483 |
0.6511 |
| PP |
0.6495 |
0.6495 |
0.6495 |
0.6487 |
| S1 |
0.6443 |
0.6443 |
0.6467 |
0.6427 |
| S2 |
0.6411 |
0.6411 |
0.6460 |
|
| S3 |
0.6328 |
0.6360 |
0.6452 |
|
| S4 |
0.6244 |
0.6276 |
0.6429 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6842 |
0.6778 |
0.6541 |
|
| R3 |
0.6722 |
0.6658 |
0.6508 |
|
| R2 |
0.6603 |
0.6603 |
0.6497 |
|
| R1 |
0.6539 |
0.6539 |
0.6486 |
0.6571 |
| PP |
0.6483 |
0.6483 |
0.6483 |
0.6499 |
| S1 |
0.6419 |
0.6419 |
0.6464 |
0.6451 |
| S2 |
0.6364 |
0.6364 |
0.6453 |
|
| S3 |
0.6244 |
0.6300 |
0.6442 |
|
| S4 |
0.6125 |
0.6180 |
0.6409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6547 |
0.6428 |
0.0120 |
1.8% |
0.0063 |
1.0% |
40% |
False |
False |
996 |
| 10 |
0.6547 |
0.6407 |
0.0141 |
2.2% |
0.0060 |
0.9% |
49% |
False |
False |
653 |
| 20 |
0.6642 |
0.6392 |
0.0250 |
3.9% |
0.0059 |
0.9% |
33% |
False |
False |
520 |
| 40 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0064 |
1.0% |
15% |
False |
False |
376 |
| 60 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0062 |
1.0% |
15% |
False |
False |
283 |
| 80 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0052 |
0.8% |
15% |
False |
False |
214 |
| 100 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0048 |
0.7% |
15% |
False |
False |
171 |
| 120 |
0.6928 |
0.6392 |
0.0536 |
8.3% |
0.0042 |
0.7% |
15% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6901 |
|
2.618 |
0.6765 |
|
1.618 |
0.6681 |
|
1.000 |
0.6630 |
|
0.618 |
0.6598 |
|
HIGH |
0.6546 |
|
0.618 |
0.6514 |
|
0.500 |
0.6504 |
|
0.382 |
0.6494 |
|
LOW |
0.6463 |
|
0.618 |
0.6411 |
|
1.000 |
0.6379 |
|
1.618 |
0.6327 |
|
2.618 |
0.6244 |
|
4.250 |
0.6108 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6504 |
0.6505 |
| PP |
0.6495 |
0.6495 |
| S1 |
0.6485 |
0.6485 |
|