CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6442 |
0.6461 |
0.0019 |
0.3% |
0.6405 |
| High |
0.6481 |
0.6495 |
0.0014 |
0.2% |
0.6495 |
| Low |
0.6441 |
0.6446 |
0.0005 |
0.1% |
0.6402 |
| Close |
0.6458 |
0.6454 |
-0.0005 |
-0.1% |
0.6454 |
| Range |
0.0040 |
0.0049 |
0.0009 |
22.5% |
0.0093 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
85,021 |
100,177 |
15,156 |
17.8% |
422,361 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6612 |
0.6582 |
0.6480 |
|
| R3 |
0.6563 |
0.6533 |
0.6467 |
|
| R2 |
0.6514 |
0.6514 |
0.6462 |
|
| R1 |
0.6484 |
0.6484 |
0.6458 |
0.6474 |
| PP |
0.6465 |
0.6465 |
0.6465 |
0.6460 |
| S1 |
0.6435 |
0.6435 |
0.6449 |
0.6425 |
| S2 |
0.6416 |
0.6416 |
0.6445 |
|
| S3 |
0.6367 |
0.6386 |
0.6440 |
|
| S4 |
0.6318 |
0.6337 |
0.6427 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6729 |
0.6684 |
0.6505 |
|
| R3 |
0.6636 |
0.6591 |
0.6479 |
|
| R2 |
0.6543 |
0.6543 |
0.6471 |
|
| R1 |
0.6498 |
0.6498 |
0.6462 |
0.6521 |
| PP |
0.6450 |
0.6450 |
0.6450 |
0.6461 |
| S1 |
0.6405 |
0.6405 |
0.6445 |
0.6428 |
| S2 |
0.6357 |
0.6357 |
0.6436 |
|
| S3 |
0.6264 |
0.6312 |
0.6428 |
|
| S4 |
0.6171 |
0.6219 |
0.6402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6495 |
0.6402 |
0.0093 |
1.4% |
0.0048 |
0.7% |
56% |
True |
False |
84,472 |
| 10 |
0.6546 |
0.6381 |
0.0165 |
2.6% |
0.0057 |
0.9% |
44% |
False |
False |
46,923 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0057 |
0.9% |
44% |
False |
False |
23,697 |
| 40 |
0.6851 |
0.6381 |
0.0470 |
7.3% |
0.0062 |
1.0% |
15% |
False |
False |
12,018 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0062 |
1.0% |
13% |
False |
False |
8,064 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0056 |
0.9% |
13% |
False |
False |
6,054 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0050 |
0.8% |
13% |
False |
False |
4,844 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.5% |
0.0046 |
0.7% |
13% |
False |
False |
4,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6703 |
|
2.618 |
0.6623 |
|
1.618 |
0.6574 |
|
1.000 |
0.6544 |
|
0.618 |
0.6525 |
|
HIGH |
0.6495 |
|
0.618 |
0.6476 |
|
0.500 |
0.6470 |
|
0.382 |
0.6464 |
|
LOW |
0.6446 |
|
0.618 |
0.6415 |
|
1.000 |
0.6397 |
|
1.618 |
0.6366 |
|
2.618 |
0.6317 |
|
4.250 |
0.6237 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6470 |
0.6452 |
| PP |
0.6465 |
0.6450 |
| S1 |
0.6459 |
0.6448 |
|