CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6453 |
0.6457 |
0.0005 |
0.1% |
0.6405 |
| High |
0.6470 |
0.6494 |
0.0025 |
0.4% |
0.6495 |
| Low |
0.6437 |
0.6448 |
0.0011 |
0.2% |
0.6402 |
| Close |
0.6454 |
0.6476 |
0.0022 |
0.3% |
0.6454 |
| Range |
0.0033 |
0.0047 |
0.0014 |
43.1% |
0.0093 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,552 |
97,368 |
32,816 |
50.8% |
422,361 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6612 |
0.6591 |
0.6502 |
|
| R3 |
0.6566 |
0.6544 |
0.6489 |
|
| R2 |
0.6519 |
0.6519 |
0.6485 |
|
| R1 |
0.6498 |
0.6498 |
0.6480 |
0.6508 |
| PP |
0.6473 |
0.6473 |
0.6473 |
0.6478 |
| S1 |
0.6451 |
0.6451 |
0.6472 |
0.6462 |
| S2 |
0.6426 |
0.6426 |
0.6467 |
|
| S3 |
0.6380 |
0.6405 |
0.6463 |
|
| S4 |
0.6333 |
0.6358 |
0.6450 |
|
|
| 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% |
0.0044 |
0.7% |
80% |
False |
False |
100,828 |
| 10 |
0.6495 |
0.6382 |
0.0113 |
1.7% |
0.0045 |
0.7% |
84% |
False |
False |
61,251 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0057 |
0.9% |
57% |
False |
False |
31,775 |
| 40 |
0.6851 |
0.6381 |
0.0470 |
7.3% |
0.0061 |
0.9% |
20% |
False |
False |
16,059 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0061 |
0.9% |
17% |
False |
False |
10,760 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0057 |
0.9% |
17% |
False |
False |
8,078 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0050 |
0.8% |
17% |
False |
False |
6,463 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0046 |
0.7% |
17% |
False |
False |
5,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6692 |
|
2.618 |
0.6616 |
|
1.618 |
0.6569 |
|
1.000 |
0.6541 |
|
0.618 |
0.6523 |
|
HIGH |
0.6494 |
|
0.618 |
0.6476 |
|
0.500 |
0.6471 |
|
0.382 |
0.6465 |
|
LOW |
0.6448 |
|
0.618 |
0.6419 |
|
1.000 |
0.6401 |
|
1.618 |
0.6372 |
|
2.618 |
0.6326 |
|
4.250 |
0.6250 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6474 |
0.6473 |
| PP |
0.6473 |
0.6469 |
| S1 |
0.6471 |
0.6466 |
|