CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6457 |
0.6474 |
0.0017 |
0.3% |
0.6405 |
| High |
0.6494 |
0.6531 |
0.0037 |
0.6% |
0.6495 |
| Low |
0.6448 |
0.6459 |
0.0012 |
0.2% |
0.6402 |
| Close |
0.6476 |
0.6491 |
0.0015 |
0.2% |
0.6454 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.8% |
0.0093 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.0% |
0.0000 |
| Volume |
97,368 |
120,200 |
22,832 |
23.4% |
422,361 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6708 |
0.6671 |
0.6530 |
|
| R3 |
0.6636 |
0.6599 |
0.6510 |
|
| R2 |
0.6565 |
0.6565 |
0.6504 |
|
| R1 |
0.6528 |
0.6528 |
0.6497 |
0.6546 |
| PP |
0.6493 |
0.6493 |
0.6493 |
0.6503 |
| S1 |
0.6456 |
0.6456 |
0.6484 |
0.6475 |
| S2 |
0.6422 |
0.6422 |
0.6477 |
|
| S3 |
0.6350 |
0.6385 |
0.6471 |
|
| S4 |
0.6279 |
0.6313 |
0.6451 |
|
|
| 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 |
0.6531 |
0.6437 |
0.0094 |
1.4% |
0.0048 |
0.7% |
57% |
True |
False |
93,463 |
| 10 |
0.6531 |
0.6386 |
0.0145 |
2.2% |
0.0047 |
0.7% |
72% |
True |
False |
72,470 |
| 20 |
0.6547 |
0.6381 |
0.0166 |
2.6% |
0.0058 |
0.9% |
66% |
False |
False |
37,766 |
| 40 |
0.6851 |
0.6381 |
0.0470 |
7.2% |
0.0062 |
0.9% |
23% |
False |
False |
19,060 |
| 60 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0062 |
0.9% |
20% |
False |
False |
12,762 |
| 80 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0057 |
0.9% |
20% |
False |
False |
9,581 |
| 100 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0051 |
0.8% |
20% |
False |
False |
7,665 |
| 120 |
0.6928 |
0.6381 |
0.0547 |
8.4% |
0.0047 |
0.7% |
20% |
False |
False |
6,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6834 |
|
2.618 |
0.6718 |
|
1.618 |
0.6646 |
|
1.000 |
0.6602 |
|
0.618 |
0.6575 |
|
HIGH |
0.6531 |
|
0.618 |
0.6503 |
|
0.500 |
0.6495 |
|
0.382 |
0.6486 |
|
LOW |
0.6459 |
|
0.618 |
0.6415 |
|
1.000 |
0.6388 |
|
1.618 |
0.6343 |
|
2.618 |
0.6272 |
|
4.250 |
0.6155 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6495 |
0.6488 |
| PP |
0.6493 |
0.6486 |
| S1 |
0.6492 |
0.6484 |
|