CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6475 |
0.6404 |
-0.0071 |
-1.1% |
0.6440 |
| High |
0.6504 |
0.6428 |
-0.0076 |
-1.2% |
0.6547 |
| Low |
0.6381 |
0.6382 |
0.0001 |
0.0% |
0.6428 |
| Close |
0.6407 |
0.6402 |
-0.0005 |
-0.1% |
0.6475 |
| Range |
0.0123 |
0.0046 |
-0.0077 |
-62.4% |
0.0120 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
16,666 |
8,005 |
-8,661 |
-52.0% |
4,980 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6542 |
0.6518 |
0.6427 |
|
| R3 |
0.6496 |
0.6472 |
0.6415 |
|
| R2 |
0.6450 |
0.6450 |
0.6410 |
|
| R1 |
0.6426 |
0.6426 |
0.6406 |
0.6415 |
| PP |
0.6404 |
0.6404 |
0.6404 |
0.6399 |
| S1 |
0.6380 |
0.6380 |
0.6398 |
0.6369 |
| S2 |
0.6358 |
0.6358 |
0.6394 |
|
| S3 |
0.6312 |
0.6334 |
0.6389 |
|
| S4 |
0.6266 |
0.6288 |
0.6377 |
|
|
| 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% |
0.0073 |
1.1% |
13% |
False |
False |
5,613 |
| 10 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0069 |
1.1% |
13% |
False |
False |
3,062 |
| 20 |
0.6642 |
0.6381 |
0.0261 |
4.1% |
0.0062 |
1.0% |
8% |
False |
False |
1,699 |
| 40 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0066 |
1.0% |
4% |
False |
False |
984 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0063 |
1.0% |
4% |
False |
False |
694 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0054 |
0.8% |
4% |
False |
False |
522 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0048 |
0.8% |
4% |
False |
False |
418 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0044 |
0.7% |
4% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6624 |
|
2.618 |
0.6548 |
|
1.618 |
0.6502 |
|
1.000 |
0.6474 |
|
0.618 |
0.6456 |
|
HIGH |
0.6428 |
|
0.618 |
0.6410 |
|
0.500 |
0.6405 |
|
0.382 |
0.6400 |
|
LOW |
0.6382 |
|
0.618 |
0.6354 |
|
1.000 |
0.6336 |
|
1.618 |
0.6308 |
|
2.618 |
0.6262 |
|
4.250 |
0.6187 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6405 |
0.6464 |
| PP |
0.6404 |
0.6443 |
| S1 |
0.6403 |
0.6423 |
|