CME Australian Dollar Future December 2023
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6510 |
0.6475 |
-0.0036 |
-0.5% |
0.6440 |
High |
0.6546 |
0.6504 |
-0.0043 |
-0.6% |
0.6547 |
Low |
0.6463 |
0.6381 |
-0.0082 |
-1.3% |
0.6428 |
Close |
0.6475 |
0.6407 |
-0.0069 |
-1.1% |
0.6475 |
Range |
0.0084 |
0.0123 |
0.0039 |
46.7% |
0.0120 |
ATR |
0.0063 |
0.0067 |
0.0004 |
6.8% |
0.0000 |
Volume |
1,975 |
16,666 |
14,691 |
743.8% |
4,980 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6798 |
0.6725 |
0.6474 |
|
R3 |
0.6675 |
0.6602 |
0.6440 |
|
R2 |
0.6553 |
0.6553 |
0.6429 |
|
R1 |
0.6480 |
0.6480 |
0.6418 |
0.6455 |
PP |
0.6430 |
0.6430 |
0.6430 |
0.6418 |
S1 |
0.6357 |
0.6357 |
0.6395 |
0.6333 |
S2 |
0.6308 |
0.6308 |
0.6384 |
|
S3 |
0.6185 |
0.6235 |
0.6373 |
|
S4 |
0.6063 |
0.6112 |
0.6339 |
|
|
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 |
0.6381 |
0.0166 |
2.6% |
0.0081 |
1.3% |
15% |
False |
True |
4,191 |
10 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0069 |
1.1% |
15% |
False |
True |
2,299 |
20 |
0.6642 |
0.6381 |
0.0261 |
4.1% |
0.0063 |
1.0% |
10% |
False |
True |
1,329 |
40 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0066 |
1.0% |
5% |
False |
True |
788 |
60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0063 |
1.0% |
5% |
False |
True |
561 |
80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0054 |
0.8% |
5% |
False |
True |
422 |
100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0049 |
0.8% |
5% |
False |
True |
338 |
120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0043 |
0.7% |
5% |
False |
True |
282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7024 |
2.618 |
0.6824 |
1.618 |
0.6702 |
1.000 |
0.6626 |
0.618 |
0.6579 |
HIGH |
0.6504 |
0.618 |
0.6457 |
0.500 |
0.6442 |
0.382 |
0.6428 |
LOW |
0.6381 |
0.618 |
0.6305 |
1.000 |
0.6259 |
1.618 |
0.6183 |
2.618 |
0.6060 |
4.250 |
0.5860 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6442 |
0.6464 |
PP |
0.6430 |
0.6445 |
S1 |
0.6418 |
0.6426 |
|