CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6405 |
0.6456 |
0.0051 |
0.8% |
0.6475 |
| High |
0.6471 |
0.6462 |
-0.0009 |
-0.1% |
0.6504 |
| Low |
0.6403 |
0.6431 |
0.0028 |
0.4% |
0.6381 |
| Close |
0.6449 |
0.6446 |
-0.0003 |
0.0% |
0.6394 |
| Range |
0.0068 |
0.0032 |
-0.0037 |
-53.7% |
0.0123 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
20,464 |
59,673 |
39,209 |
191.6% |
44,896 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6541 |
0.6525 |
0.6463 |
|
| R3 |
0.6509 |
0.6493 |
0.6455 |
|
| R2 |
0.6478 |
0.6478 |
0.6452 |
|
| R1 |
0.6462 |
0.6462 |
0.6449 |
0.6454 |
| PP |
0.6446 |
0.6446 |
0.6446 |
0.6442 |
| S1 |
0.6430 |
0.6430 |
0.6443 |
0.6423 |
| S2 |
0.6415 |
0.6415 |
0.6440 |
|
| S3 |
0.6383 |
0.6399 |
0.6437 |
|
| S4 |
0.6352 |
0.6367 |
0.6429 |
|
|
| 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 |
0.6471 |
0.6382 |
0.0089 |
1.4% |
0.0045 |
0.7% |
72% |
False |
False |
21,673 |
| 10 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0063 |
1.0% |
39% |
False |
False |
12,932 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0060 |
0.9% |
39% |
False |
False |
6,645 |
| 40 |
0.6877 |
0.6381 |
0.0496 |
7.7% |
0.0062 |
1.0% |
13% |
False |
False |
3,473 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0063 |
1.0% |
12% |
False |
False |
2,365 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0055 |
0.9% |
12% |
False |
False |
1,777 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0049 |
0.8% |
12% |
False |
False |
1,421 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0045 |
0.7% |
12% |
False |
False |
1,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6596 |
|
2.618 |
0.6544 |
|
1.618 |
0.6513 |
|
1.000 |
0.6494 |
|
0.618 |
0.6481 |
|
HIGH |
0.6462 |
|
0.618 |
0.6450 |
|
0.500 |
0.6446 |
|
0.382 |
0.6443 |
|
LOW |
0.6431 |
|
0.618 |
0.6411 |
|
1.000 |
0.6399 |
|
1.618 |
0.6380 |
|
2.618 |
0.6348 |
|
4.250 |
0.6297 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6446 |
0.6441 |
| PP |
0.6446 |
0.6436 |
| S1 |
0.6446 |
0.6431 |
|