CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6407 |
0.6401 |
-0.0007 |
-0.1% |
0.6475 |
| High |
0.6418 |
0.6437 |
0.0020 |
0.3% |
0.6504 |
| Low |
0.6386 |
0.6390 |
0.0004 |
0.1% |
0.6381 |
| Close |
0.6401 |
0.6394 |
-0.0007 |
-0.1% |
0.6394 |
| Range |
0.0032 |
0.0047 |
0.0016 |
49.2% |
0.0123 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
4,126 |
16,099 |
11,973 |
290.2% |
44,896 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6548 |
0.6518 |
0.6420 |
|
| R3 |
0.6501 |
0.6471 |
0.6407 |
|
| R2 |
0.6454 |
0.6454 |
0.6403 |
|
| R1 |
0.6424 |
0.6424 |
0.6398 |
0.6416 |
| PP |
0.6407 |
0.6407 |
0.6407 |
0.6403 |
| S1 |
0.6377 |
0.6377 |
0.6390 |
0.6369 |
| S2 |
0.6360 |
0.6360 |
0.6385 |
|
| S3 |
0.6313 |
0.6330 |
0.6381 |
|
| S4 |
0.6266 |
0.6283 |
0.6368 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6794 |
0.6716 |
0.6461 |
|
| R3 |
0.6671 |
0.6594 |
0.6428 |
|
| R2 |
0.6549 |
0.6549 |
0.6416 |
|
| R1 |
0.6471 |
0.6471 |
0.6405 |
0.6449 |
| PP |
0.6426 |
0.6426 |
0.6426 |
0.6415 |
| S1 |
0.6349 |
0.6349 |
0.6383 |
0.6326 |
| S2 |
0.6304 |
0.6304 |
0.6372 |
|
| S3 |
0.6181 |
0.6226 |
0.6360 |
|
| S4 |
0.6059 |
0.6104 |
0.6327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6546 |
0.6381 |
0.0165 |
2.6% |
0.0066 |
1.0% |
8% |
False |
False |
9,374 |
| 10 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0062 |
1.0% |
8% |
False |
False |
5,025 |
| 20 |
0.6561 |
0.6381 |
0.0180 |
2.8% |
0.0059 |
0.9% |
7% |
False |
False |
2,687 |
| 40 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0063 |
1.0% |
2% |
False |
False |
1,478 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0063 |
1.0% |
2% |
False |
False |
1,030 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0054 |
0.8% |
2% |
False |
False |
775 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0048 |
0.7% |
2% |
False |
False |
620 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0044 |
0.7% |
2% |
False |
False |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6637 |
|
2.618 |
0.6560 |
|
1.618 |
0.6513 |
|
1.000 |
0.6484 |
|
0.618 |
0.6466 |
|
HIGH |
0.6437 |
|
0.618 |
0.6419 |
|
0.500 |
0.6414 |
|
0.382 |
0.6408 |
|
LOW |
0.6390 |
|
0.618 |
0.6361 |
|
1.000 |
0.6343 |
|
1.618 |
0.6314 |
|
2.618 |
0.6267 |
|
4.250 |
0.6190 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6414 |
0.6410 |
| PP |
0.6407 |
0.6404 |
| S1 |
0.6401 |
0.6399 |
|