CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6447 |
0.6442 |
-0.0005 |
-0.1% |
0.6475 |
| High |
0.6455 |
0.6481 |
0.0026 |
0.4% |
0.6504 |
| Low |
0.6402 |
0.6441 |
0.0039 |
0.6% |
0.6381 |
| Close |
0.6439 |
0.6458 |
0.0020 |
0.3% |
0.6394 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-25.2% |
0.0123 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
157,026 |
85,021 |
-72,005 |
-45.9% |
44,896 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6580 |
0.6559 |
0.6480 |
|
| R3 |
0.6540 |
0.6519 |
0.6469 |
|
| R2 |
0.6500 |
0.6500 |
0.6465 |
|
| R1 |
0.6479 |
0.6479 |
0.6462 |
0.6489 |
| PP |
0.6460 |
0.6460 |
0.6460 |
0.6465 |
| S1 |
0.6439 |
0.6439 |
0.6454 |
0.6449 |
| S2 |
0.6420 |
0.6420 |
0.6451 |
|
| S3 |
0.6380 |
0.6399 |
0.6447 |
|
| S4 |
0.6340 |
0.6359 |
0.6436 |
|
|
| 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 |
0.6481 |
0.6390 |
0.0091 |
1.4% |
0.0048 |
0.7% |
75% |
True |
False |
67,656 |
| 10 |
0.6546 |
0.6381 |
0.0165 |
2.6% |
0.0057 |
0.9% |
47% |
False |
False |
36,972 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0058 |
0.9% |
46% |
False |
False |
18,708 |
| 40 |
0.6877 |
0.6381 |
0.0496 |
7.7% |
0.0063 |
1.0% |
16% |
False |
False |
9,519 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0062 |
1.0% |
14% |
False |
False |
6,395 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0056 |
0.9% |
14% |
False |
False |
4,802 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0049 |
0.8% |
14% |
False |
False |
3,842 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0045 |
0.7% |
14% |
False |
False |
3,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6651 |
|
2.618 |
0.6585 |
|
1.618 |
0.6545 |
|
1.000 |
0.6521 |
|
0.618 |
0.6505 |
|
HIGH |
0.6481 |
|
0.618 |
0.6465 |
|
0.500 |
0.6461 |
|
0.382 |
0.6456 |
|
LOW |
0.6441 |
|
0.618 |
0.6416 |
|
1.000 |
0.6401 |
|
1.618 |
0.6376 |
|
2.618 |
0.6336 |
|
4.250 |
0.6271 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6461 |
0.6452 |
| PP |
0.6460 |
0.6447 |
| S1 |
0.6459 |
0.6441 |
|