CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6456 |
0.6447 |
-0.0009 |
-0.1% |
0.6475 |
| High |
0.6462 |
0.6455 |
-0.0007 |
-0.1% |
0.6504 |
| Low |
0.6431 |
0.6402 |
-0.0029 |
-0.5% |
0.6381 |
| Close |
0.6446 |
0.6439 |
-0.0008 |
-0.1% |
0.6394 |
| Range |
0.0032 |
0.0054 |
0.0022 |
69.8% |
0.0123 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
59,673 |
157,026 |
97,353 |
163.1% |
44,896 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6592 |
0.6569 |
0.6468 |
|
| R3 |
0.6539 |
0.6515 |
0.6453 |
|
| R2 |
0.6485 |
0.6485 |
0.6448 |
|
| R1 |
0.6462 |
0.6462 |
0.6443 |
0.6447 |
| PP |
0.6432 |
0.6432 |
0.6432 |
0.6424 |
| S1 |
0.6408 |
0.6408 |
0.6434 |
0.6393 |
| S2 |
0.6378 |
0.6378 |
0.6429 |
|
| S3 |
0.6325 |
0.6355 |
0.6424 |
|
| S4 |
0.6271 |
0.6301 |
0.6409 |
|
|
| 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 |
0.6386 |
0.0085 |
1.3% |
0.0046 |
0.7% |
62% |
False |
False |
51,477 |
| 10 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0060 |
0.9% |
35% |
False |
False |
28,545 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0059 |
0.9% |
35% |
False |
False |
14,486 |
| 40 |
0.6877 |
0.6381 |
0.0496 |
7.7% |
0.0063 |
1.0% |
12% |
False |
False |
7,396 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0063 |
1.0% |
11% |
False |
False |
4,979 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0056 |
0.9% |
11% |
False |
False |
3,739 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0049 |
0.8% |
11% |
False |
False |
2,992 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0046 |
0.7% |
11% |
False |
False |
2,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6682 |
|
2.618 |
0.6595 |
|
1.618 |
0.6542 |
|
1.000 |
0.6509 |
|
0.618 |
0.6488 |
|
HIGH |
0.6455 |
|
0.618 |
0.6435 |
|
0.500 |
0.6428 |
|
0.382 |
0.6422 |
|
LOW |
0.6402 |
|
0.618 |
0.6368 |
|
1.000 |
0.6348 |
|
1.618 |
0.6315 |
|
2.618 |
0.6261 |
|
4.250 |
0.6174 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6435 |
0.6438 |
| PP |
0.6432 |
0.6437 |
| S1 |
0.6428 |
0.6436 |
|